Trading Metrics calculated at close of trading on 31-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
Open |
1,892.3790 |
1,904.2530 |
11.8740 |
0.6% |
1,812.2710 |
High |
1,916.4340 |
1,913.9250 |
-2.5090 |
-0.1% |
1,869.3040 |
Low |
1,883.1270 |
1,852.5510 |
-30.5760 |
-1.6% |
1,764.5670 |
Close |
1,904.2990 |
1,865.8070 |
-38.4920 |
-2.0% |
1,835.3880 |
Range |
33.3070 |
61.3740 |
28.0670 |
84.3% |
104.7370 |
ATR |
68.1434 |
67.6599 |
-0.4835 |
-0.7% |
0.0000 |
Volume |
150,144 |
177,020 |
26,876 |
17.9% |
310,801 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.5497 |
2,025.0523 |
1,899.5627 |
|
R3 |
2,000.1757 |
1,963.6783 |
1,882.6849 |
|
R2 |
1,938.8017 |
1,938.8017 |
1,877.0589 |
|
R1 |
1,902.3043 |
1,902.3043 |
1,871.4330 |
1,889.8660 |
PP |
1,877.4277 |
1,877.4277 |
1,877.4277 |
1,871.2085 |
S1 |
1,840.9303 |
1,840.9303 |
1,860.1811 |
1,828.4920 |
S2 |
1,816.0537 |
1,816.0537 |
1,854.5551 |
|
S3 |
1,754.6797 |
1,779.5563 |
1,848.9292 |
|
S4 |
1,693.3057 |
1,718.1823 |
1,832.0513 |
|
|
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 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.1% |
52.1266 |
2.8% |
67% |
False |
False |
127,003 |
10 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.1% |
48.5794 |
2.6% |
67% |
False |
False |
109,164 |
20 |
2,016.1780 |
1,742.1740 |
274.0040 |
14.7% |
62.5569 |
3.4% |
45% |
False |
False |
151,633 |
40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.2% |
76.0665 |
4.1% |
31% |
False |
False |
201,128 |
60 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.0% |
82.9763 |
4.4% |
64% |
False |
False |
217,437 |
80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.0% |
81.7816 |
4.4% |
64% |
False |
False |
226,413 |
100 |
2,137.7700 |
1,238.3190 |
899.4510 |
48.2% |
79.0035 |
4.2% |
70% |
False |
False |
254,876 |
120 |
2,137.7700 |
1,152.4650 |
985.3050 |
52.8% |
73.0252 |
3.9% |
72% |
False |
False |
287,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,174.7645 |
2.618 |
2,074.6021 |
1.618 |
2,013.2281 |
1.000 |
1,975.2990 |
0.618 |
1,951.8541 |
HIGH |
1,913.9250 |
0.618 |
1,890.4801 |
0.500 |
1,883.2380 |
0.382 |
1,875.9959 |
LOW |
1,852.5510 |
0.618 |
1,814.6219 |
1.000 |
1,791.1770 |
1.618 |
1,753.2479 |
2.618 |
1,691.8739 |
4.250 |
1,591.7115 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1,883.2380 |
1,862.9802 |
PP |
1,877.4277 |
1,860.1533 |
S1 |
1,871.6173 |
1,857.3265 |
|