| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,973.9 |
1,977.3 |
3.4 |
0.2% |
2,013.4 |
| High |
1,980.0 |
1,987.9 |
7.9 |
0.4% |
2,027.5 |
| Low |
1,955.8 |
1,958.4 |
2.6 |
0.1% |
1,954.4 |
| Close |
1,974.5 |
1,964.6 |
-9.9 |
-0.5% |
1,981.6 |
| Range |
24.2 |
29.5 |
5.3 |
21.9% |
73.1 |
| ATR |
28.2 |
28.3 |
0.1 |
0.3% |
0.0 |
| Volume |
214,358 |
229,885 |
15,527 |
7.2% |
1,062,078 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.8 |
2,041.2 |
1,980.8 |
|
| R3 |
2,029.3 |
2,011.7 |
1,972.7 |
|
| R2 |
1,999.8 |
1,999.8 |
1,970.0 |
|
| R1 |
1,982.2 |
1,982.2 |
1,967.3 |
1,976.3 |
| PP |
1,970.3 |
1,970.3 |
1,970.3 |
1,967.3 |
| S1 |
1,952.7 |
1,952.7 |
1,961.9 |
1,946.8 |
| S2 |
1,940.8 |
1,940.8 |
1,959.2 |
|
| S3 |
1,911.3 |
1,923.2 |
1,956.5 |
|
| S4 |
1,881.8 |
1,893.7 |
1,948.4 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.1 |
2,167.5 |
2,021.8 |
|
| R3 |
2,134.0 |
2,094.4 |
2,001.7 |
|
| R2 |
2,060.9 |
2,060.9 |
1,995.0 |
|
| R1 |
2,021.3 |
2,021.3 |
1,988.3 |
2,004.6 |
| PP |
1,987.8 |
1,987.8 |
1,987.8 |
1,979.5 |
| S1 |
1,948.2 |
1,948.2 |
1,974.9 |
1,931.5 |
| S2 |
1,914.7 |
1,914.7 |
1,968.2 |
|
| S3 |
1,841.6 |
1,875.1 |
1,961.5 |
|
| S4 |
1,768.5 |
1,802.0 |
1,941.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,988.8 |
1,954.4 |
34.4 |
1.8% |
26.7 |
1.4% |
30% |
False |
False |
214,469 |
| 10 |
2,047.6 |
1,954.4 |
93.2 |
4.7% |
25.5 |
1.3% |
11% |
False |
False |
218,956 |
| 20 |
2,085.4 |
1,954.4 |
131.0 |
6.7% |
28.7 |
1.5% |
8% |
False |
False |
222,562 |
| 40 |
2,085.4 |
1,954.4 |
131.0 |
6.7% |
29.1 |
1.5% |
8% |
False |
False |
206,092 |
| 60 |
2,085.4 |
1,830.2 |
255.2 |
13.0% |
30.7 |
1.6% |
53% |
False |
False |
157,990 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
13.1% |
29.5 |
1.5% |
53% |
False |
False |
119,962 |
| 100 |
2,085.4 |
1,827.6 |
257.8 |
13.1% |
28.4 |
1.4% |
53% |
False |
False |
96,788 |
| 120 |
2,085.4 |
1,809.2 |
276.2 |
14.1% |
27.7 |
1.4% |
56% |
False |
False |
80,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.3 |
|
2.618 |
2,065.1 |
|
1.618 |
2,035.6 |
|
1.000 |
2,017.4 |
|
0.618 |
2,006.1 |
|
HIGH |
1,987.9 |
|
0.618 |
1,976.6 |
|
0.500 |
1,973.2 |
|
0.382 |
1,969.7 |
|
LOW |
1,958.4 |
|
0.618 |
1,940.2 |
|
1.000 |
1,928.9 |
|
1.618 |
1,910.7 |
|
2.618 |
1,881.2 |
|
4.250 |
1,833.0 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.2 |
1,971.9 |
| PP |
1,970.3 |
1,969.4 |
| S1 |
1,967.5 |
1,967.0 |
|