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 |
4,320.0 |
4,295.0 |
-25.0 |
-0.6% |
4,393.0 |
High |
4,346.0 |
4,298.0 |
-48.0 |
-1.1% |
4,402.0 |
Low |
4,287.0 |
4,216.0 |
-71.0 |
-1.7% |
4,252.0 |
Close |
4,295.0 |
4,217.0 |
-78.0 |
-1.8% |
4,341.0 |
Range |
59.0 |
82.0 |
23.0 |
39.0% |
150.0 |
ATR |
56.8 |
58.6 |
1.8 |
3.2% |
0.0 |
Volume |
776,970 |
1,277,349 |
500,379 |
64.4% |
3,986,637 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,489.7 |
4,435.3 |
4,262.1 |
|
R3 |
4,407.7 |
4,353.3 |
4,239.6 |
|
R2 |
4,325.7 |
4,325.7 |
4,232.0 |
|
R1 |
4,271.3 |
4,271.3 |
4,224.5 |
4,257.5 |
PP |
4,243.7 |
4,243.7 |
4,243.7 |
4,236.8 |
S1 |
4,189.3 |
4,189.3 |
4,209.5 |
4,175.5 |
S2 |
4,161.7 |
4,161.7 |
4,202.0 |
|
S3 |
4,079.7 |
4,107.3 |
4,194.5 |
|
S4 |
3,997.7 |
4,025.3 |
4,171.9 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,781.7 |
4,711.3 |
4,423.5 |
|
R3 |
4,631.7 |
4,561.3 |
4,382.3 |
|
R2 |
4,481.7 |
4,481.7 |
4,368.5 |
|
R1 |
4,411.3 |
4,411.3 |
4,354.8 |
4,371.5 |
PP |
4,331.7 |
4,331.7 |
4,331.7 |
4,311.8 |
S1 |
4,261.3 |
4,261.3 |
4,327.3 |
4,221.5 |
S2 |
4,181.7 |
4,181.7 |
4,313.5 |
|
S3 |
4,031.7 |
4,111.3 |
4,299.8 |
|
S4 |
3,881.7 |
3,961.3 |
4,258.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,350.0 |
4,216.0 |
134.0 |
3.2% |
69.4 |
1.6% |
1% |
False |
True |
962,014 |
10 |
4,409.0 |
4,216.0 |
193.0 |
4.6% |
58.4 |
1.4% |
1% |
False |
True |
840,999 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.6% |
51.8 |
1.2% |
1% |
False |
True |
769,208 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.6% |
48.1 |
1.1% |
1% |
False |
True |
748,656 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.7% |
62.1 |
1.5% |
61% |
False |
False |
805,231 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.7% |
58.6 |
1.4% |
61% |
False |
False |
607,693 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.7% |
54.2 |
1.3% |
61% |
False |
False |
487,627 |
120 |
4,409.0 |
3,725.0 |
684.0 |
16.2% |
52.8 |
1.3% |
72% |
False |
False |
406,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,646.5 |
2.618 |
4,512.7 |
1.618 |
4,430.7 |
1.000 |
4,380.0 |
0.618 |
4,348.7 |
HIGH |
4,298.0 |
0.618 |
4,266.7 |
0.500 |
4,257.0 |
0.382 |
4,247.3 |
LOW |
4,216.0 |
0.618 |
4,165.3 |
1.000 |
4,134.0 |
1.618 |
4,083.3 |
2.618 |
4,001.3 |
4.250 |
3,867.5 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,257.0 |
4,283.0 |
PP |
4,243.7 |
4,261.0 |
S1 |
4,230.3 |
4,239.0 |
|