| 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 |
2,049.5 |
2,042.4 |
-7.1 |
-0.3% |
2,080.2 |
| High |
2,052.9 |
2,043.6 |
-9.3 |
-0.5% |
2,112.4 |
| Low |
2,035.0 |
2,010.4 |
-24.6 |
-1.2% |
2,062.8 |
| Close |
2,041.4 |
2,015.7 |
-25.7 |
-1.3% |
2,076.4 |
| Range |
17.9 |
33.2 |
15.3 |
85.5% |
49.6 |
| ATR |
27.5 |
27.9 |
0.4 |
1.5% |
0.0 |
| Volume |
2,356 |
2,486 |
130 |
5.5% |
16,718 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.8 |
2,102.5 |
2,034.0 |
|
| R3 |
2,089.6 |
2,069.3 |
2,024.8 |
|
| R2 |
2,056.4 |
2,056.4 |
2,021.8 |
|
| R1 |
2,036.1 |
2,036.1 |
2,018.7 |
2,029.7 |
| PP |
2,023.2 |
2,023.2 |
2,023.2 |
2,020.0 |
| S1 |
2,002.9 |
2,002.9 |
2,012.7 |
1,996.5 |
| S2 |
1,990.0 |
1,990.0 |
2,009.6 |
|
| S3 |
1,956.8 |
1,969.7 |
2,006.6 |
|
| S4 |
1,923.6 |
1,936.5 |
1,997.4 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.7 |
2,204.1 |
2,103.7 |
|
| R3 |
2,183.1 |
2,154.5 |
2,090.0 |
|
| R2 |
2,133.5 |
2,133.5 |
2,085.5 |
|
| R1 |
2,104.9 |
2,104.9 |
2,080.9 |
2,094.4 |
| PP |
2,083.9 |
2,083.9 |
2,083.9 |
2,078.6 |
| S1 |
2,055.3 |
2,055.3 |
2,071.9 |
2,044.8 |
| S2 |
2,034.3 |
2,034.3 |
2,067.3 |
|
| S3 |
1,984.7 |
2,005.7 |
2,062.8 |
|
| S4 |
1,935.1 |
1,956.1 |
2,049.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,084.4 |
2,010.4 |
74.0 |
3.7% |
24.3 |
1.2% |
7% |
False |
True |
2,132 |
| 10 |
2,116.1 |
2,010.4 |
105.7 |
5.2% |
26.4 |
1.3% |
5% |
False |
True |
3,167 |
| 20 |
2,129.7 |
2,010.4 |
119.3 |
5.9% |
27.3 |
1.4% |
4% |
False |
True |
2,469 |
| 40 |
2,129.7 |
2,010.4 |
119.3 |
5.9% |
28.0 |
1.4% |
4% |
False |
True |
2,159 |
| 60 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
28.0 |
1.4% |
54% |
False |
False |
1,817 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.0 |
1.3% |
54% |
False |
False |
1,498 |
| 100 |
2,129.7 |
1,878.6 |
251.1 |
12.5% |
25.4 |
1.3% |
55% |
False |
False |
1,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.7 |
|
2.618 |
2,130.5 |
|
1.618 |
2,097.3 |
|
1.000 |
2,076.8 |
|
0.618 |
2,064.1 |
|
HIGH |
2,043.6 |
|
0.618 |
2,030.9 |
|
0.500 |
2,027.0 |
|
0.382 |
2,023.1 |
|
LOW |
2,010.4 |
|
0.618 |
1,989.9 |
|
1.000 |
1,977.2 |
|
1.618 |
1,956.7 |
|
2.618 |
1,923.5 |
|
4.250 |
1,869.3 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.0 |
2,045.0 |
| PP |
2,023.2 |
2,035.2 |
| S1 |
2,019.5 |
2,025.5 |
|