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 |
7,795.0 |
7,742.5 |
-52.5 |
-0.7% |
7,755.0 |
High |
7,809.0 |
7,742.5 |
-66.5 |
-0.9% |
7,810.0 |
Low |
7,732.5 |
7,595.0 |
-137.5 |
-1.8% |
7,713.0 |
Close |
7,767.0 |
7,621.0 |
-146.0 |
-1.9% |
7,779.5 |
Range |
76.5 |
147.5 |
71.0 |
92.8% |
97.0 |
ATR |
68.7 |
76.0 |
7.4 |
10.8% |
0.0 |
Volume |
80,229 |
156,813 |
76,584 |
95.5% |
430,392 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,095.5 |
8,005.5 |
7,702.0 |
|
R3 |
7,948.0 |
7,858.0 |
7,661.5 |
|
R2 |
7,800.5 |
7,800.5 |
7,648.0 |
|
R1 |
7,710.5 |
7,710.5 |
7,634.5 |
7,682.0 |
PP |
7,653.0 |
7,653.0 |
7,653.0 |
7,638.5 |
S1 |
7,563.0 |
7,563.0 |
7,607.5 |
7,534.0 |
S2 |
7,505.5 |
7,505.5 |
7,594.0 |
|
S3 |
7,358.0 |
7,415.5 |
7,580.5 |
|
S4 |
7,210.5 |
7,268.0 |
7,540.0 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,058.5 |
8,016.0 |
7,833.0 |
|
R3 |
7,961.5 |
7,919.0 |
7,806.0 |
|
R2 |
7,864.5 |
7,864.5 |
7,797.5 |
|
R1 |
7,822.0 |
7,822.0 |
7,788.5 |
7,843.0 |
PP |
7,767.5 |
7,767.5 |
7,767.5 |
7,778.0 |
S1 |
7,725.0 |
7,725.0 |
7,770.5 |
7,746.0 |
S2 |
7,670.5 |
7,670.5 |
7,761.5 |
|
S3 |
7,573.5 |
7,628.0 |
7,753.0 |
|
S4 |
7,476.5 |
7,531.0 |
7,726.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,809.0 |
7,595.0 |
214.0 |
2.8% |
72.0 |
0.9% |
12% |
False |
True |
99,136 |
10 |
7,810.0 |
7,595.0 |
215.0 |
2.8% |
68.5 |
0.9% |
12% |
False |
True |
93,336 |
20 |
7,894.5 |
7,595.0 |
299.5 |
3.9% |
72.0 |
0.9% |
9% |
False |
True |
78,351 |
40 |
7,935.5 |
7,423.5 |
512.0 |
6.7% |
68.5 |
0.9% |
39% |
False |
False |
69,434 |
60 |
7,967.0 |
7,198.0 |
769.0 |
10.1% |
85.0 |
1.1% |
55% |
False |
False |
72,880 |
80 |
7,980.0 |
7,198.0 |
782.0 |
10.3% |
71.5 |
0.9% |
54% |
False |
False |
54,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,369.5 |
2.618 |
8,128.5 |
1.618 |
7,981.0 |
1.000 |
7,890.0 |
0.618 |
7,833.5 |
HIGH |
7,742.5 |
0.618 |
7,686.0 |
0.500 |
7,669.0 |
0.382 |
7,651.5 |
LOW |
7,595.0 |
0.618 |
7,504.0 |
1.000 |
7,447.5 |
1.618 |
7,356.5 |
2.618 |
7,209.0 |
4.250 |
6,968.0 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
7,669.0 |
7,702.0 |
PP |
7,653.0 |
7,675.0 |
S1 |
7,637.0 |
7,648.0 |
|