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 |
1,942.7 |
1,958.2 |
15.5 |
0.8% |
1,979.4 |
High |
1,962.6 |
1,973.0 |
10.4 |
0.5% |
1,987.9 |
Low |
1,930.9 |
1,953.0 |
22.1 |
1.1% |
1,936.0 |
Close |
1,958.0 |
1,963.9 |
5.9 |
0.3% |
1,944.3 |
Range |
31.7 |
20.0 |
-11.7 |
-36.9% |
51.9 |
ATR |
27.9 |
27.4 |
-0.6 |
-2.0% |
0.0 |
Volume |
37,838 |
5,959 |
-31,879 |
-84.3% |
1,029,922 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.3 |
2,013.6 |
1,974.9 |
|
R3 |
2,003.3 |
1,993.6 |
1,969.4 |
|
R2 |
1,983.3 |
1,983.3 |
1,967.6 |
|
R1 |
1,973.6 |
1,973.6 |
1,965.7 |
1,978.5 |
PP |
1,963.3 |
1,963.3 |
1,963.3 |
1,965.7 |
S1 |
1,953.6 |
1,953.6 |
1,962.1 |
1,958.5 |
S2 |
1,943.3 |
1,943.3 |
1,960.2 |
|
S3 |
1,923.3 |
1,933.6 |
1,958.4 |
|
S4 |
1,903.3 |
1,913.6 |
1,952.9 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,111.8 |
2,079.9 |
1,972.8 |
|
R3 |
2,059.9 |
2,028.0 |
1,958.6 |
|
R2 |
2,008.0 |
2,008.0 |
1,953.8 |
|
R1 |
1,976.1 |
1,976.1 |
1,949.1 |
1,966.1 |
PP |
1,956.1 |
1,956.1 |
1,956.1 |
1,951.1 |
S1 |
1,924.2 |
1,924.2 |
1,939.5 |
1,914.2 |
S2 |
1,904.2 |
1,904.2 |
1,934.8 |
|
S3 |
1,852.3 |
1,872.3 |
1,930.0 |
|
S4 |
1,800.4 |
1,820.4 |
1,915.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,987.9 |
1,930.9 |
57.0 |
2.9% |
25.7 |
1.3% |
58% |
False |
False |
138,718 |
10 |
1,997.0 |
1,930.9 |
66.1 |
3.4% |
25.1 |
1.3% |
50% |
False |
False |
174,260 |
20 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
27.6 |
1.4% |
21% |
False |
False |
205,998 |
40 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
28.8 |
1.5% |
21% |
False |
False |
200,994 |
60 |
2,085.4 |
1,830.2 |
255.2 |
13.0% |
31.2 |
1.6% |
52% |
False |
False |
164,861 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.1% |
28.5 |
1.5% |
53% |
False |
False |
125,493 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.1% |
28.4 |
1.4% |
53% |
False |
False |
101,338 |
120 |
2,085.4 |
1,812.1 |
273.3 |
13.9% |
27.5 |
1.4% |
56% |
False |
False |
84,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.0 |
2.618 |
2,025.4 |
1.618 |
2,005.4 |
1.000 |
1,993.0 |
0.618 |
1,985.4 |
HIGH |
1,973.0 |
0.618 |
1,965.4 |
0.500 |
1,963.0 |
0.382 |
1,960.6 |
LOW |
1,953.0 |
0.618 |
1,940.6 |
1.000 |
1,933.0 |
1.618 |
1,920.6 |
2.618 |
1,900.6 |
4.250 |
1,868.0 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1,963.6 |
1,959.9 |
PP |
1,963.3 |
1,955.9 |
S1 |
1,963.0 |
1,952.0 |
|