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 |
14,437.50 |
14,397.25 |
-40.25 |
-0.3% |
13,805.50 |
High |
14,570.00 |
14,429.00 |
-141.00 |
-1.0% |
14,369.00 |
Low |
14,336.75 |
14,251.25 |
-85.50 |
-0.6% |
13,566.50 |
Close |
14,396.75 |
14,300.50 |
-96.25 |
-0.7% |
14,332.50 |
Range |
233.25 |
177.75 |
-55.50 |
-23.8% |
802.50 |
ATR |
232.93 |
228.99 |
-3.94 |
-1.7% |
0.00 |
Volume |
882,198 |
680,429 |
-201,769 |
-22.9% |
3,449,882 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,860.25 |
14,758.00 |
14,398.25 |
|
R3 |
14,682.50 |
14,580.25 |
14,349.50 |
|
R2 |
14,504.75 |
14,504.75 |
14,333.00 |
|
R1 |
14,402.50 |
14,402.50 |
14,316.75 |
14,364.75 |
PP |
14,327.00 |
14,327.00 |
14,327.00 |
14,308.00 |
S1 |
14,224.75 |
14,224.75 |
14,284.25 |
14,187.00 |
S2 |
14,149.25 |
14,149.25 |
14,268.00 |
|
S3 |
13,971.50 |
14,047.00 |
14,251.50 |
|
S4 |
13,793.75 |
13,869.25 |
14,202.75 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,496.75 |
16,217.25 |
14,774.00 |
|
R3 |
15,694.25 |
15,414.75 |
14,553.25 |
|
R2 |
14,891.75 |
14,891.75 |
14,479.50 |
|
R1 |
14,612.25 |
14,612.25 |
14,406.00 |
14,752.00 |
PP |
14,089.25 |
14,089.25 |
14,089.25 |
14,159.25 |
S1 |
13,809.75 |
13,809.75 |
14,259.00 |
13,949.50 |
S2 |
13,286.75 |
13,286.75 |
14,185.50 |
|
S3 |
12,484.25 |
13,007.25 |
14,111.75 |
|
S4 |
11,681.75 |
12,204.75 |
13,891.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,570.00 |
13,566.50 |
1,003.50 |
7.0% |
272.50 |
1.9% |
73% |
False |
False |
763,125 |
10 |
14,570.00 |
13,474.25 |
1,095.75 |
7.7% |
241.00 |
1.7% |
75% |
False |
False |
704,296 |
20 |
14,570.00 |
13,001.75 |
1,568.25 |
11.0% |
206.25 |
1.4% |
83% |
False |
False |
657,932 |
40 |
14,570.00 |
12,800.00 |
1,770.00 |
12.4% |
205.75 |
1.4% |
85% |
False |
False |
635,158 |
60 |
14,570.00 |
11,806.25 |
2,763.75 |
19.3% |
227.50 |
1.6% |
90% |
False |
False |
609,633 |
80 |
14,570.00 |
11,806.25 |
2,763.75 |
19.3% |
233.75 |
1.6% |
90% |
False |
False |
457,719 |
100 |
14,570.00 |
10,870.00 |
3,700.00 |
25.9% |
244.50 |
1.7% |
93% |
False |
False |
366,374 |
120 |
14,570.00 |
10,870.00 |
3,700.00 |
25.9% |
249.25 |
1.7% |
93% |
False |
False |
305,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,184.50 |
2.618 |
14,894.25 |
1.618 |
14,716.50 |
1.000 |
14,606.75 |
0.618 |
14,538.75 |
HIGH |
14,429.00 |
0.618 |
14,361.00 |
0.500 |
14,340.00 |
0.382 |
14,319.25 |
LOW |
14,251.25 |
0.618 |
14,141.50 |
1.000 |
14,073.50 |
1.618 |
13,963.75 |
2.618 |
13,786.00 |
4.250 |
13,495.75 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
14,340.00 |
14,282.75 |
PP |
14,327.00 |
14,265.00 |
S1 |
14,313.75 |
14,247.25 |
|