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 |
4,207.50 |
4,158.00 |
-49.50 |
-1.2% |
4,132.25 |
High |
4,222.75 |
4,166.25 |
-56.50 |
-1.3% |
4,227.25 |
Low |
4,153.00 |
4,114.00 |
-39.00 |
-0.9% |
4,120.00 |
Close |
4,158.75 |
4,126.00 |
-32.75 |
-0.8% |
4,204.75 |
Range |
69.75 |
52.25 |
-17.50 |
-25.1% |
107.25 |
ATR |
50.50 |
50.63 |
0.12 |
0.2% |
0.00 |
Volume |
1,685,056 |
1,911,903 |
226,847 |
13.5% |
7,554,785 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,292.25 |
4,261.25 |
4,154.75 |
|
R3 |
4,240.00 |
4,209.00 |
4,140.25 |
|
R2 |
4,187.75 |
4,187.75 |
4,135.50 |
|
R1 |
4,156.75 |
4,156.75 |
4,130.75 |
4,146.00 |
PP |
4,135.50 |
4,135.50 |
4,135.50 |
4,130.00 |
S1 |
4,104.50 |
4,104.50 |
4,121.25 |
4,094.00 |
S2 |
4,083.25 |
4,083.25 |
4,116.50 |
|
S3 |
4,031.00 |
4,052.25 |
4,111.75 |
|
S4 |
3,978.75 |
4,000.00 |
4,097.25 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.75 |
4,462.50 |
4,263.75 |
|
R3 |
4,398.50 |
4,355.25 |
4,234.25 |
|
R2 |
4,291.25 |
4,291.25 |
4,224.50 |
|
R1 |
4,248.00 |
4,248.00 |
4,214.50 |
4,269.50 |
PP |
4,184.00 |
4,184.00 |
4,184.00 |
4,194.75 |
S1 |
4,140.75 |
4,140.75 |
4,195.00 |
4,162.50 |
S2 |
4,076.75 |
4,076.75 |
4,185.00 |
|
S3 |
3,969.50 |
4,033.50 |
4,175.25 |
|
S4 |
3,862.25 |
3,926.25 |
4,145.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,227.25 |
4,114.00 |
113.25 |
2.7% |
49.50 |
1.2% |
11% |
False |
True |
1,674,764 |
10 |
4,227.25 |
4,111.75 |
115.50 |
2.8% |
47.00 |
1.1% |
12% |
False |
False |
1,536,257 |
20 |
4,227.25 |
4,062.25 |
165.00 |
4.0% |
52.50 |
1.3% |
39% |
False |
False |
1,559,565 |
40 |
4,227.25 |
4,006.00 |
221.25 |
5.4% |
48.25 |
1.2% |
54% |
False |
False |
1,531,694 |
60 |
4,227.25 |
3,839.25 |
388.00 |
9.4% |
58.25 |
1.4% |
74% |
False |
False |
1,498,817 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
60.25 |
1.5% |
71% |
False |
False |
1,125,539 |
100 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
61.00 |
1.5% |
71% |
False |
False |
900,869 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.3% |
63.75 |
1.5% |
72% |
False |
False |
750,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,388.25 |
2.618 |
4,303.00 |
1.618 |
4,250.75 |
1.000 |
4,218.50 |
0.618 |
4,198.50 |
HIGH |
4,166.25 |
0.618 |
4,146.25 |
0.500 |
4,140.00 |
0.382 |
4,134.00 |
LOW |
4,114.00 |
0.618 |
4,081.75 |
1.000 |
4,061.75 |
1.618 |
4,029.50 |
2.618 |
3,977.25 |
4.250 |
3,892.00 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,140.00 |
4,168.50 |
PP |
4,135.50 |
4,154.25 |
S1 |
4,130.75 |
4,140.00 |
|