Trading Metrics calculated at close of trading on 25-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,158.00 |
4,157.00 |
-1.00 |
0.0% |
4,132.25 |
High |
4,166.25 |
4,175.50 |
9.25 |
0.2% |
4,227.25 |
Low |
4,114.00 |
4,131.50 |
17.50 |
0.4% |
4,120.00 |
Close |
4,126.00 |
4,159.75 |
33.75 |
0.8% |
4,204.75 |
Range |
52.25 |
44.00 |
-8.25 |
-15.8% |
107.25 |
ATR |
50.63 |
50.55 |
-0.08 |
-0.2% |
0.00 |
Volume |
1,911,903 |
1,966,626 |
54,723 |
2.9% |
7,554,785 |
|
Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,287.50 |
4,267.75 |
4,184.00 |
|
R3 |
4,243.50 |
4,223.75 |
4,171.75 |
|
R2 |
4,199.50 |
4,199.50 |
4,167.75 |
|
R1 |
4,179.75 |
4,179.75 |
4,163.75 |
4,189.50 |
PP |
4,155.50 |
4,155.50 |
4,155.50 |
4,160.50 |
S1 |
4,135.75 |
4,135.75 |
4,155.75 |
4,145.50 |
S2 |
4,111.50 |
4,111.50 |
4,151.75 |
|
S3 |
4,067.50 |
4,091.75 |
4,147.75 |
|
S4 |
4,023.50 |
4,047.75 |
4,135.50 |
|
|
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% |
47.50 |
1.1% |
40% |
False |
False |
1,715,956 |
10 |
4,227.25 |
4,111.75 |
115.50 |
2.8% |
46.50 |
1.1% |
42% |
False |
False |
1,585,581 |
20 |
4,227.25 |
4,062.25 |
165.00 |
4.0% |
50.50 |
1.2% |
59% |
False |
False |
1,573,562 |
40 |
4,227.25 |
4,052.50 |
174.75 |
4.2% |
48.00 |
1.2% |
61% |
False |
False |
1,546,126 |
60 |
4,227.25 |
3,839.25 |
388.00 |
9.3% |
58.25 |
1.4% |
83% |
False |
False |
1,531,310 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.7% |
59.75 |
1.4% |
79% |
False |
False |
1,150,067 |
100 |
4,244.75 |
3,839.25 |
405.50 |
9.7% |
61.00 |
1.5% |
79% |
False |
False |
920,509 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
63.75 |
1.5% |
80% |
False |
False |
767,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,362.50 |
2.618 |
4,290.75 |
1.618 |
4,246.75 |
1.000 |
4,219.50 |
0.618 |
4,202.75 |
HIGH |
4,175.50 |
0.618 |
4,158.75 |
0.500 |
4,153.50 |
0.382 |
4,148.25 |
LOW |
4,131.50 |
0.618 |
4,104.25 |
1.000 |
4,087.50 |
1.618 |
4,060.25 |
2.618 |
4,016.25 |
4.250 |
3,944.50 |
|
|
Fisher Pivots for day following 25-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,157.75 |
4,168.50 |
PP |
4,155.50 |
4,165.50 |
S1 |
4,153.50 |
4,162.50 |
|