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 |
13,913.25 |
13,729.00 |
-184.25 |
-1.3% |
13,378.75 |
High |
13,979.25 |
13,845.75 |
-133.50 |
-1.0% |
13,960.25 |
Low |
13,710.00 |
13,566.50 |
-143.50 |
-1.0% |
13,350.00 |
Close |
13,728.75 |
13,650.25 |
-78.50 |
-0.6% |
13,858.00 |
Range |
269.25 |
279.25 |
10.00 |
3.7% |
610.25 |
ATR |
197.79 |
203.61 |
5.82 |
2.9% |
0.00 |
Volume |
658,680 |
704,804 |
46,124 |
7.0% |
3,088,226 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,525.25 |
14,367.00 |
13,803.75 |
|
R3 |
14,246.00 |
14,087.75 |
13,727.00 |
|
R2 |
13,966.75 |
13,966.75 |
13,701.50 |
|
R1 |
13,808.50 |
13,808.50 |
13,675.75 |
13,748.00 |
PP |
13,687.50 |
13,687.50 |
13,687.50 |
13,657.25 |
S1 |
13,529.25 |
13,529.25 |
13,624.75 |
13,468.75 |
S2 |
13,408.25 |
13,408.25 |
13,599.00 |
|
S3 |
13,129.00 |
13,250.00 |
13,573.50 |
|
S4 |
12,849.75 |
12,970.75 |
13,496.75 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,553.50 |
15,316.00 |
14,193.75 |
|
R3 |
14,943.25 |
14,705.75 |
14,025.75 |
|
R2 |
14,333.00 |
14,333.00 |
13,970.00 |
|
R1 |
14,095.50 |
14,095.50 |
13,914.00 |
14,214.25 |
PP |
13,722.75 |
13,722.75 |
13,722.75 |
13,782.00 |
S1 |
13,485.25 |
13,485.25 |
13,802.00 |
13,604.00 |
S2 |
13,112.50 |
13,112.50 |
13,746.00 |
|
S3 |
12,502.25 |
12,875.00 |
13,690.25 |
|
S4 |
11,892.00 |
12,264.75 |
13,522.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,979.25 |
13,566.50 |
412.75 |
3.0% |
226.25 |
1.7% |
20% |
False |
True |
662,200 |
10 |
13,979.25 |
13,310.50 |
668.75 |
4.9% |
187.75 |
1.4% |
51% |
False |
False |
627,134 |
20 |
13,979.25 |
12,936.00 |
1,043.25 |
7.6% |
197.00 |
1.4% |
68% |
False |
False |
629,994 |
40 |
13,979.25 |
12,742.00 |
1,237.25 |
9.1% |
199.00 |
1.5% |
73% |
False |
False |
615,320 |
60 |
13,979.25 |
11,806.25 |
2,173.00 |
15.9% |
226.25 |
1.7% |
85% |
False |
False |
558,098 |
80 |
13,979.25 |
11,806.25 |
2,173.00 |
15.9% |
239.00 |
1.8% |
85% |
False |
False |
418,909 |
100 |
13,979.25 |
10,870.00 |
3,109.25 |
22.8% |
243.25 |
1.8% |
89% |
False |
False |
335,305 |
120 |
13,979.25 |
10,870.00 |
3,109.25 |
22.8% |
247.75 |
1.8% |
89% |
False |
False |
279,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,032.50 |
2.618 |
14,576.75 |
1.618 |
14,297.50 |
1.000 |
14,125.00 |
0.618 |
14,018.25 |
HIGH |
13,845.75 |
0.618 |
13,739.00 |
0.500 |
13,706.00 |
0.382 |
13,673.25 |
LOW |
13,566.50 |
0.618 |
13,394.00 |
1.000 |
13,287.25 |
1.618 |
13,114.75 |
2.618 |
12,835.50 |
4.250 |
12,379.75 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
13,706.00 |
13,773.00 |
PP |
13,687.50 |
13,732.00 |
S1 |
13,669.00 |
13,691.00 |
|