| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,056.2 |
2,039.9 |
-16.3 |
-0.8% |
2,044.2 |
| High |
2,066.8 |
2,046.8 |
-20.0 |
-1.0% |
2,075.3 |
| Low |
2,036.1 |
2,025.0 |
-11.1 |
-0.5% |
2,025.0 |
| Close |
2,039.9 |
2,039.1 |
-0.8 |
0.0% |
2,039.1 |
| Range |
30.7 |
21.8 |
-8.9 |
-29.0% |
50.3 |
| ATR |
30.8 |
30.1 |
-0.6 |
-2.1% |
0.0 |
| Volume |
68,293 |
21,574 |
-46,719 |
-68.4% |
269,233 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.4 |
2,092.5 |
2,051.1 |
|
| R3 |
2,080.6 |
2,070.7 |
2,045.1 |
|
| R2 |
2,058.8 |
2,058.8 |
2,043.1 |
|
| R1 |
2,048.9 |
2,048.9 |
2,041.1 |
2,043.0 |
| PP |
2,037.0 |
2,037.0 |
2,037.0 |
2,034.0 |
| S1 |
2,027.1 |
2,027.1 |
2,037.1 |
2,021.2 |
| S2 |
2,015.2 |
2,015.2 |
2,035.1 |
|
| S3 |
1,993.4 |
2,005.3 |
2,033.1 |
|
| S4 |
1,971.6 |
1,983.5 |
2,027.1 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.4 |
2,168.5 |
2,066.8 |
|
| R3 |
2,147.1 |
2,118.2 |
2,052.9 |
|
| R2 |
2,096.8 |
2,096.8 |
2,048.3 |
|
| R1 |
2,067.9 |
2,067.9 |
2,043.7 |
2,057.2 |
| PP |
2,046.5 |
2,046.5 |
2,046.5 |
2,041.1 |
| S1 |
2,017.6 |
2,017.6 |
2,034.5 |
2,006.9 |
| S2 |
1,996.2 |
1,996.2 |
2,029.9 |
|
| S3 |
1,945.9 |
1,967.3 |
2,025.3 |
|
| S4 |
1,895.6 |
1,917.0 |
2,011.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.3 |
2,025.0 |
50.3 |
2.5% |
22.6 |
1.1% |
28% |
False |
True |
53,846 |
| 10 |
2,102.2 |
2,004.8 |
97.4 |
4.8% |
31.6 |
1.6% |
35% |
False |
False |
37,462 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
5.0% |
29.3 |
1.4% |
39% |
False |
False |
22,389 |
| 40 |
2,102.2 |
1,965.0 |
137.2 |
6.7% |
31.8 |
1.6% |
54% |
False |
False |
13,216 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.6% |
29.0 |
1.4% |
75% |
False |
False |
9,607 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.6% |
28.3 |
1.4% |
75% |
False |
False |
7,593 |
| 100 |
2,102.2 |
1,840.0 |
262.2 |
12.9% |
26.9 |
1.3% |
76% |
False |
False |
6,252 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.5% |
25.7 |
1.3% |
80% |
False |
False |
5,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.5 |
|
2.618 |
2,103.9 |
|
1.618 |
2,082.1 |
|
1.000 |
2,068.6 |
|
0.618 |
2,060.3 |
|
HIGH |
2,046.8 |
|
0.618 |
2,038.5 |
|
0.500 |
2,035.9 |
|
0.382 |
2,033.3 |
|
LOW |
2,025.0 |
|
0.618 |
2,011.5 |
|
1.000 |
2,003.2 |
|
1.618 |
1,989.7 |
|
2.618 |
1,967.9 |
|
4.250 |
1,932.4 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,038.0 |
2,050.2 |
| PP |
2,037.0 |
2,046.5 |
| S1 |
2,035.9 |
2,042.8 |
|