| 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 |
1,802.8 |
1,794.7 |
-8.1 |
-0.4% |
1,742.7 |
| High |
1,823.7 |
1,798.9 |
-24.8 |
-1.4% |
1,805.6 |
| Low |
1,791.7 |
1,763.5 |
-28.2 |
-1.6% |
1,739.7 |
| Close |
1,793.1 |
1,772.0 |
-21.1 |
-1.2% |
1,779.2 |
| Range |
32.0 |
35.4 |
3.4 |
10.6% |
65.9 |
| ATR |
34.9 |
35.0 |
0.0 |
0.1% |
0.0 |
| Volume |
236,468 |
241,020 |
4,552 |
1.9% |
1,034,957 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.3 |
1,863.6 |
1,791.5 |
|
| R3 |
1,848.9 |
1,828.2 |
1,781.7 |
|
| R2 |
1,813.5 |
1,813.5 |
1,778.5 |
|
| R1 |
1,792.8 |
1,792.8 |
1,775.2 |
1,785.5 |
| PP |
1,778.1 |
1,778.1 |
1,778.1 |
1,774.5 |
| S1 |
1,757.4 |
1,757.4 |
1,768.8 |
1,750.1 |
| S2 |
1,742.7 |
1,742.7 |
1,765.5 |
|
| S3 |
1,707.3 |
1,722.0 |
1,762.3 |
|
| S4 |
1,671.9 |
1,686.6 |
1,752.5 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.5 |
1,941.8 |
1,815.4 |
|
| R3 |
1,906.6 |
1,875.9 |
1,797.3 |
|
| R2 |
1,840.7 |
1,840.7 |
1,791.3 |
|
| R1 |
1,810.0 |
1,810.0 |
1,785.2 |
1,825.4 |
| PP |
1,774.8 |
1,774.8 |
1,774.8 |
1,782.5 |
| S1 |
1,744.1 |
1,744.1 |
1,773.2 |
1,759.5 |
| S2 |
1,708.9 |
1,708.9 |
1,767.1 |
|
| S3 |
1,643.0 |
1,678.2 |
1,761.1 |
|
| S4 |
1,577.1 |
1,612.3 |
1,743.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,823.7 |
1,763.5 |
60.2 |
3.4% |
33.6 |
1.9% |
14% |
False |
True |
223,591 |
| 10 |
1,823.7 |
1,734.9 |
88.8 |
5.0% |
34.0 |
1.9% |
42% |
False |
False |
202,670 |
| 20 |
1,823.7 |
1,707.9 |
115.8 |
6.5% |
35.6 |
2.0% |
55% |
False |
False |
204,764 |
| 40 |
1,827.4 |
1,707.9 |
119.5 |
6.7% |
33.2 |
1.9% |
54% |
False |
False |
184,776 |
| 60 |
1,954.6 |
1,703.0 |
251.6 |
14.2% |
39.4 |
2.2% |
27% |
False |
False |
191,088 |
| 80 |
2,033.3 |
1,703.0 |
330.3 |
18.6% |
39.0 |
2.2% |
21% |
False |
False |
143,372 |
| 100 |
2,033.3 |
1,703.0 |
330.3 |
18.6% |
38.0 |
2.1% |
21% |
False |
False |
114,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.4 |
|
2.618 |
1,891.6 |
|
1.618 |
1,856.2 |
|
1.000 |
1,834.3 |
|
0.618 |
1,820.8 |
|
HIGH |
1,798.9 |
|
0.618 |
1,785.4 |
|
0.500 |
1,781.2 |
|
0.382 |
1,777.0 |
|
LOW |
1,763.5 |
|
0.618 |
1,741.6 |
|
1.000 |
1,728.1 |
|
1.618 |
1,706.2 |
|
2.618 |
1,670.8 |
|
4.250 |
1,613.1 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,781.2 |
1,793.6 |
| PP |
1,778.1 |
1,786.4 |
| S1 |
1,775.1 |
1,779.2 |
|