| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,012.1 |
2,004.2 |
-7.9 |
-0.4% |
2,044.2 |
| High |
2,015.9 |
2,007.3 |
-8.6 |
-0.4% |
2,075.3 |
| Low |
1,997.1 |
1,973.0 |
-24.1 |
-1.2% |
2,025.0 |
| Close |
2,003.7 |
1,978.3 |
-25.4 |
-1.3% |
2,039.1 |
| Range |
18.8 |
34.3 |
15.5 |
82.4% |
50.3 |
| ATR |
28.7 |
29.1 |
0.4 |
1.4% |
0.0 |
| Volume |
37,475 |
31,212 |
-6,263 |
-16.7% |
269,233 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.1 |
2,068.0 |
1,997.2 |
|
| R3 |
2,054.8 |
2,033.7 |
1,987.7 |
|
| R2 |
2,020.5 |
2,020.5 |
1,984.6 |
|
| R1 |
1,999.4 |
1,999.4 |
1,981.4 |
1,992.8 |
| PP |
1,986.2 |
1,986.2 |
1,986.2 |
1,982.9 |
| S1 |
1,965.1 |
1,965.1 |
1,975.2 |
1,958.5 |
| S2 |
1,951.9 |
1,951.9 |
1,972.0 |
|
| S3 |
1,917.6 |
1,930.8 |
1,968.9 |
|
| S4 |
1,883.3 |
1,896.5 |
1,959.4 |
|
|
| 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 |
2,046.8 |
1,973.0 |
73.8 |
3.7% |
24.9 |
1.3% |
7% |
False |
True |
31,849 |
| 10 |
2,080.3 |
1,973.0 |
107.3 |
5.4% |
27.0 |
1.4% |
5% |
False |
True |
45,274 |
| 20 |
2,102.2 |
1,973.0 |
129.2 |
6.5% |
28.7 |
1.5% |
4% |
False |
True |
28,445 |
| 40 |
2,102.2 |
1,973.0 |
129.2 |
6.5% |
29.4 |
1.5% |
4% |
False |
True |
16,394 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
29.3 |
1.5% |
52% |
False |
False |
11,834 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.4 |
1.4% |
52% |
False |
False |
9,203 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.0 |
1.4% |
52% |
False |
False |
7,613 |
| 120 |
2,102.2 |
1,802.0 |
300.2 |
15.2% |
26.0 |
1.3% |
59% |
False |
False |
6,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.1 |
|
2.618 |
2,097.1 |
|
1.618 |
2,062.8 |
|
1.000 |
2,041.6 |
|
0.618 |
2,028.5 |
|
HIGH |
2,007.3 |
|
0.618 |
1,994.2 |
|
0.500 |
1,990.2 |
|
0.382 |
1,986.1 |
|
LOW |
1,973.0 |
|
0.618 |
1,951.8 |
|
1.000 |
1,938.7 |
|
1.618 |
1,917.5 |
|
2.618 |
1,883.2 |
|
4.250 |
1,827.2 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.2 |
2,007.5 |
| PP |
1,986.2 |
1,997.8 |
| S1 |
1,982.3 |
1,988.0 |
|