| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,061.5 |
2,056.2 |
-5.3 |
-0.3% |
2,019.1 |
| High |
2,075.3 |
2,066.8 |
-8.5 |
-0.4% |
2,102.2 |
| Low |
2,047.9 |
2,036.1 |
-11.8 |
-0.6% |
2,004.8 |
| Close |
2,056.5 |
2,039.9 |
-16.6 |
-0.8% |
2,044.2 |
| Range |
27.4 |
30.7 |
3.3 |
12.0% |
97.4 |
| ATR |
30.8 |
30.8 |
0.0 |
0.0% |
0.0 |
| Volume |
55,456 |
68,293 |
12,837 |
23.1% |
105,389 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.7 |
2,120.5 |
2,056.8 |
|
| R3 |
2,109.0 |
2,089.8 |
2,048.3 |
|
| R2 |
2,078.3 |
2,078.3 |
2,045.5 |
|
| R1 |
2,059.1 |
2,059.1 |
2,042.7 |
2,053.4 |
| PP |
2,047.6 |
2,047.6 |
2,047.6 |
2,044.7 |
| S1 |
2,028.4 |
2,028.4 |
2,037.1 |
2,022.7 |
| S2 |
2,016.9 |
2,016.9 |
2,034.3 |
|
| S3 |
1,986.2 |
1,997.7 |
2,031.5 |
|
| S4 |
1,955.5 |
1,967.0 |
2,023.0 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.6 |
2,290.8 |
2,097.8 |
|
| R3 |
2,245.2 |
2,193.4 |
2,071.0 |
|
| R2 |
2,147.8 |
2,147.8 |
2,062.1 |
|
| R1 |
2,096.0 |
2,096.0 |
2,053.1 |
2,121.9 |
| PP |
2,050.4 |
2,050.4 |
2,050.4 |
2,063.4 |
| S1 |
1,998.6 |
1,998.6 |
2,035.3 |
2,024.5 |
| S2 |
1,953.0 |
1,953.0 |
2,026.3 |
|
| S3 |
1,855.6 |
1,901.2 |
2,017.4 |
|
| S4 |
1,758.2 |
1,803.8 |
1,990.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,080.3 |
2,026.2 |
54.1 |
2.7% |
29.1 |
1.4% |
25% |
False |
False |
58,698 |
| 10 |
2,102.2 |
2,003.6 |
98.6 |
4.8% |
31.4 |
1.5% |
37% |
False |
False |
36,809 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
5.0% |
31.0 |
1.5% |
39% |
False |
False |
21,646 |
| 40 |
2,102.2 |
1,946.4 |
155.8 |
7.6% |
31.8 |
1.6% |
60% |
False |
False |
12,739 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.6% |
29.1 |
1.4% |
76% |
False |
False |
9,281 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.6% |
28.3 |
1.4% |
76% |
False |
False |
7,334 |
| 100 |
2,102.2 |
1,831.1 |
271.1 |
13.3% |
26.9 |
1.3% |
77% |
False |
False |
6,039 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.5% |
25.6 |
1.3% |
80% |
False |
False |
5,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.3 |
|
2.618 |
2,147.2 |
|
1.618 |
2,116.5 |
|
1.000 |
2,097.5 |
|
0.618 |
2,085.8 |
|
HIGH |
2,066.8 |
|
0.618 |
2,055.1 |
|
0.500 |
2,051.5 |
|
0.382 |
2,047.8 |
|
LOW |
2,036.1 |
|
0.618 |
2,017.1 |
|
1.000 |
2,005.4 |
|
1.618 |
1,986.4 |
|
2.618 |
1,955.7 |
|
4.250 |
1,905.6 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.5 |
2,055.7 |
| PP |
2,047.6 |
2,050.4 |
| S1 |
2,043.8 |
2,045.2 |
|