| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,039.9 |
2,033.0 |
-6.9 |
-0.3% |
2,044.2 |
| High |
2,046.8 |
2,046.5 |
-0.3 |
0.0% |
2,075.3 |
| Low |
2,025.0 |
2,030.6 |
5.6 |
0.3% |
2,025.0 |
| Close |
2,039.1 |
2,042.1 |
3.0 |
0.1% |
2,039.1 |
| Range |
21.8 |
15.9 |
-5.9 |
-27.1% |
50.3 |
| ATR |
30.1 |
29.1 |
-1.0 |
-3.4% |
0.0 |
| Volume |
21,574 |
41,703 |
20,129 |
93.3% |
269,233 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.4 |
2,080.7 |
2,050.8 |
|
| R3 |
2,071.5 |
2,064.8 |
2,046.5 |
|
| R2 |
2,055.6 |
2,055.6 |
2,045.0 |
|
| R1 |
2,048.9 |
2,048.9 |
2,043.6 |
2,052.3 |
| PP |
2,039.7 |
2,039.7 |
2,039.7 |
2,041.4 |
| S1 |
2,033.0 |
2,033.0 |
2,040.6 |
2,036.4 |
| S2 |
2,023.8 |
2,023.8 |
2,039.2 |
|
| S3 |
2,007.9 |
2,017.1 |
2,037.7 |
|
| S4 |
1,992.0 |
2,001.2 |
2,033.4 |
|
|
| 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% |
22.8 |
1.1% |
34% |
False |
False |
50,025 |
| 10 |
2,102.2 |
2,006.0 |
96.2 |
4.7% |
30.3 |
1.5% |
38% |
False |
False |
40,822 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
5.0% |
28.4 |
1.4% |
41% |
False |
False |
24,332 |
| 40 |
2,102.2 |
1,971.3 |
130.9 |
6.4% |
30.6 |
1.5% |
54% |
False |
False |
14,183 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.6% |
28.9 |
1.4% |
77% |
False |
False |
10,283 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.6% |
28.0 |
1.4% |
77% |
False |
False |
8,095 |
| 100 |
2,102.2 |
1,840.0 |
262.2 |
12.8% |
27.0 |
1.3% |
77% |
False |
False |
6,664 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.5% |
25.7 |
1.3% |
81% |
False |
False |
5,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,114.1 |
|
2.618 |
2,088.1 |
|
1.618 |
2,072.2 |
|
1.000 |
2,062.4 |
|
0.618 |
2,056.3 |
|
HIGH |
2,046.5 |
|
0.618 |
2,040.4 |
|
0.500 |
2,038.6 |
|
0.382 |
2,036.7 |
|
LOW |
2,030.6 |
|
0.618 |
2,020.8 |
|
1.000 |
2,014.7 |
|
1.618 |
2,004.9 |
|
2.618 |
1,989.0 |
|
4.250 |
1,963.0 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.9 |
2,045.9 |
| PP |
2,039.7 |
2,044.6 |
| S1 |
2,038.6 |
2,043.4 |
|