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 |
1,787.7 |
1,770.7 |
-17.0 |
-1.0% |
1,771.6 |
High |
1,791.7 |
1,775.8 |
-15.9 |
-0.9% |
1,823.7 |
Low |
1,763.3 |
1,738.5 |
-24.8 |
-1.4% |
1,742.7 |
Close |
1,771.2 |
1,751.8 |
-19.4 |
-1.1% |
1,777.3 |
Range |
28.4 |
37.3 |
8.9 |
31.3% |
81.0 |
ATR |
34.0 |
34.3 |
0.2 |
0.7% |
0.0 |
Volume |
215,541 |
257,559 |
42,018 |
19.5% |
1,122,643 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.3 |
1,846.8 |
1,772.3 |
|
R3 |
1,830.0 |
1,809.5 |
1,762.1 |
|
R2 |
1,792.7 |
1,792.7 |
1,758.6 |
|
R1 |
1,772.2 |
1,772.2 |
1,755.2 |
1,763.8 |
PP |
1,755.4 |
1,755.4 |
1,755.4 |
1,751.2 |
S1 |
1,734.9 |
1,734.9 |
1,748.4 |
1,726.5 |
S2 |
1,718.1 |
1,718.1 |
1,745.0 |
|
S3 |
1,680.8 |
1,697.6 |
1,741.5 |
|
S4 |
1,643.5 |
1,660.3 |
1,731.3 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.2 |
1,981.8 |
1,821.9 |
|
R3 |
1,943.2 |
1,900.8 |
1,799.6 |
|
R2 |
1,862.2 |
1,862.2 |
1,792.2 |
|
R1 |
1,819.8 |
1,819.8 |
1,784.7 |
1,841.0 |
PP |
1,781.2 |
1,781.2 |
1,781.2 |
1,791.9 |
S1 |
1,738.8 |
1,738.8 |
1,769.9 |
1,760.0 |
S2 |
1,700.2 |
1,700.2 |
1,762.5 |
|
S3 |
1,619.2 |
1,657.8 |
1,755.0 |
|
S4 |
1,538.2 |
1,576.8 |
1,732.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,798.9 |
1,738.5 |
60.4 |
3.4% |
32.7 |
1.9% |
22% |
False |
True |
233,717 |
10 |
1,823.7 |
1,738.5 |
85.2 |
4.9% |
34.1 |
1.9% |
16% |
False |
True |
228,621 |
20 |
1,823.7 |
1,707.9 |
115.8 |
6.6% |
34.3 |
2.0% |
38% |
False |
False |
210,018 |
40 |
1,825.5 |
1,707.9 |
117.6 |
6.7% |
33.3 |
1.9% |
37% |
False |
False |
189,377 |
60 |
1,927.0 |
1,703.0 |
224.0 |
12.8% |
39.3 |
2.2% |
22% |
False |
False |
206,499 |
80 |
2,002.4 |
1,703.0 |
299.4 |
17.1% |
38.2 |
2.2% |
16% |
False |
False |
154,962 |
100 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
37.8 |
2.2% |
15% |
False |
False |
124,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.3 |
2.618 |
1,873.5 |
1.618 |
1,836.2 |
1.000 |
1,813.1 |
0.618 |
1,798.9 |
HIGH |
1,775.8 |
0.618 |
1,761.6 |
0.500 |
1,757.2 |
0.382 |
1,752.7 |
LOW |
1,738.5 |
0.618 |
1,715.4 |
1.000 |
1,701.2 |
1.618 |
1,678.1 |
2.618 |
1,640.8 |
4.250 |
1,580.0 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1,757.2 |
1,765.1 |
PP |
1,755.4 |
1,760.7 |
S1 |
1,753.6 |
1,756.2 |
|