| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,033.0 |
2,040.8 |
7.8 |
0.4% |
2,044.2 |
| High |
2,046.5 |
2,042.0 |
-4.5 |
-0.2% |
2,075.3 |
| Low |
2,030.6 |
2,008.5 |
-22.1 |
-1.1% |
2,025.0 |
| Close |
2,042.1 |
2,012.2 |
-29.9 |
-1.5% |
2,039.1 |
| Range |
15.9 |
33.5 |
17.6 |
110.7% |
50.3 |
| ATR |
29.1 |
29.4 |
0.3 |
1.1% |
0.0 |
| Volume |
41,703 |
27,284 |
-14,419 |
-34.6% |
269,233 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.4 |
2,100.3 |
2,030.6 |
|
| R3 |
2,087.9 |
2,066.8 |
2,021.4 |
|
| R2 |
2,054.4 |
2,054.4 |
2,018.3 |
|
| R1 |
2,033.3 |
2,033.3 |
2,015.3 |
2,027.1 |
| PP |
2,020.9 |
2,020.9 |
2,020.9 |
2,017.8 |
| S1 |
1,999.8 |
1,999.8 |
2,009.1 |
1,993.6 |
| S2 |
1,987.4 |
1,987.4 |
2,006.1 |
|
| S3 |
1,953.9 |
1,966.3 |
2,003.0 |
|
| S4 |
1,920.4 |
1,932.8 |
1,993.8 |
|
|
| 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 |
2,008.5 |
66.8 |
3.3% |
25.9 |
1.3% |
6% |
False |
True |
42,862 |
| 10 |
2,102.2 |
2,008.5 |
93.7 |
4.7% |
29.5 |
1.5% |
4% |
False |
True |
42,213 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
5.1% |
29.1 |
1.4% |
12% |
False |
False |
25,535 |
| 40 |
2,102.2 |
1,971.3 |
130.9 |
6.5% |
30.4 |
1.5% |
31% |
False |
False |
14,787 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.7% |
29.1 |
1.4% |
65% |
False |
False |
10,719 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.7% |
28.3 |
1.4% |
65% |
False |
False |
8,409 |
| 100 |
2,102.2 |
1,840.0 |
262.2 |
13.0% |
26.9 |
1.3% |
66% |
False |
False |
6,933 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.7% |
25.8 |
1.3% |
72% |
False |
False |
5,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.4 |
|
2.618 |
2,129.7 |
|
1.618 |
2,096.2 |
|
1.000 |
2,075.5 |
|
0.618 |
2,062.7 |
|
HIGH |
2,042.0 |
|
0.618 |
2,029.2 |
|
0.500 |
2,025.3 |
|
0.382 |
2,021.3 |
|
LOW |
2,008.5 |
|
0.618 |
1,987.8 |
|
1.000 |
1,975.0 |
|
1.618 |
1,954.3 |
|
2.618 |
1,920.8 |
|
4.250 |
1,866.1 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.3 |
2,027.7 |
| PP |
2,020.9 |
2,022.5 |
| S1 |
2,016.6 |
2,017.4 |
|