| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,804.8280 |
1,809.8590 |
5.0310 |
0.3% |
1,812.2710 |
| High |
1,816.4630 |
1,837.5040 |
21.0410 |
1.2% |
1,869.3040 |
| Low |
1,764.5670 |
1,798.2190 |
33.6520 |
1.9% |
1,764.5670 |
| Close |
1,809.8590 |
1,835.3880 |
25.5290 |
1.4% |
1,835.3880 |
| Range |
51.8960 |
39.2850 |
-12.6110 |
-24.3% |
104.7370 |
| ATR |
69.2944 |
67.1509 |
-2.1435 |
-3.1% |
0.0000 |
| Volume |
173,889 |
132,073 |
-41,816 |
-24.0% |
310,801 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,941.5587 |
1,927.7583 |
1,856.9948 |
|
| R3 |
1,902.2737 |
1,888.4733 |
1,846.1914 |
|
| R2 |
1,862.9887 |
1,862.9887 |
1,842.5903 |
|
| R1 |
1,849.1883 |
1,849.1883 |
1,838.9891 |
1,856.0885 |
| PP |
1,823.7037 |
1,823.7037 |
1,823.7037 |
1,827.1538 |
| S1 |
1,809.9033 |
1,809.9033 |
1,831.7869 |
1,816.8035 |
| S2 |
1,784.4187 |
1,784.4187 |
1,828.1858 |
|
| S3 |
1,745.1337 |
1,770.6183 |
1,824.5846 |
|
| S4 |
1,705.8487 |
1,731.3333 |
1,813.7813 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.2973 |
2,091.0797 |
1,892.9934 |
|
| R3 |
2,032.5603 |
1,986.3427 |
1,864.1907 |
|
| R2 |
1,927.8233 |
1,927.8233 |
1,854.5898 |
|
| R1 |
1,881.6057 |
1,881.6057 |
1,844.9889 |
1,904.7145 |
| PP |
1,823.0863 |
1,823.0863 |
1,823.0863 |
1,834.6408 |
| S1 |
1,776.8687 |
1,776.8687 |
1,825.7871 |
1,799.9775 |
| S2 |
1,718.3493 |
1,718.3493 |
1,816.1862 |
|
| S3 |
1,613.6123 |
1,672.1317 |
1,806.5853 |
|
| S4 |
1,508.8753 |
1,567.3947 |
1,777.7827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,869.3040 |
1,764.5670 |
104.7370 |
5.7% |
51.0566 |
2.8% |
68% |
False |
False |
62,160 |
| 10 |
1,869.3040 |
1,764.5670 |
104.7370 |
5.7% |
48.2690 |
2.6% |
68% |
False |
False |
93,787 |
| 20 |
2,016.1780 |
1,742.1740 |
274.0040 |
14.9% |
67.8214 |
3.7% |
34% |
False |
False |
146,206 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.6% |
77.1393 |
4.2% |
24% |
False |
False |
200,189 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.7% |
83.8006 |
4.6% |
60% |
False |
False |
216,776 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.7% |
82.0901 |
4.5% |
60% |
False |
False |
232,412 |
| 100 |
2,137.7700 |
1,209.9860 |
927.7840 |
50.5% |
78.8692 |
4.3% |
67% |
False |
False |
261,283 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
53.7% |
73.0132 |
4.0% |
69% |
False |
False |
288,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,004.4653 |
|
2.618 |
1,940.3521 |
|
1.618 |
1,901.0671 |
|
1.000 |
1,876.7890 |
|
0.618 |
1,861.7821 |
|
HIGH |
1,837.5040 |
|
0.618 |
1,822.4971 |
|
0.500 |
1,817.8615 |
|
0.382 |
1,813.2259 |
|
LOW |
1,798.2190 |
|
0.618 |
1,773.9409 |
|
1.000 |
1,758.9340 |
|
1.618 |
1,734.6559 |
|
2.618 |
1,695.3709 |
|
4.250 |
1,631.2578 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,829.5458 |
1,827.1222 |
| PP |
1,823.7037 |
1,818.8563 |
| S1 |
1,817.8615 |
1,810.5905 |
|