Trading Metrics calculated at close of trading on 26-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,157.00 |
4,157.00 |
0.00 |
0.0% |
4,189.00 |
High |
4,175.50 |
4,221.25 |
45.75 |
1.1% |
4,222.75 |
Low |
4,131.50 |
4,146.00 |
14.50 |
0.4% |
4,114.00 |
Close |
4,159.75 |
4,213.25 |
53.50 |
1.3% |
4,213.25 |
Range |
44.00 |
75.25 |
31.25 |
71.0% |
108.75 |
ATR |
50.55 |
52.31 |
1.76 |
3.5% |
0.00 |
Volume |
1,966,626 |
1,744,425 |
-222,201 |
-11.3% |
8,610,855 |
|
Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,419.25 |
4,391.50 |
4,254.75 |
|
R3 |
4,344.00 |
4,316.25 |
4,234.00 |
|
R2 |
4,268.75 |
4,268.75 |
4,227.00 |
|
R1 |
4,241.00 |
4,241.00 |
4,220.25 |
4,255.00 |
PP |
4,193.50 |
4,193.50 |
4,193.50 |
4,200.50 |
S1 |
4,165.75 |
4,165.75 |
4,206.25 |
4,179.50 |
S2 |
4,118.25 |
4,118.25 |
4,199.50 |
|
S3 |
4,043.00 |
4,090.50 |
4,192.50 |
|
S4 |
3,967.75 |
4,015.25 |
4,171.75 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,509.50 |
4,470.25 |
4,273.00 |
|
R3 |
4,400.75 |
4,361.50 |
4,243.25 |
|
R2 |
4,292.00 |
4,292.00 |
4,233.25 |
|
R1 |
4,252.75 |
4,252.75 |
4,223.25 |
4,272.50 |
PP |
4,183.25 |
4,183.25 |
4,183.25 |
4,193.25 |
S1 |
4,144.00 |
4,144.00 |
4,203.25 |
4,163.50 |
S2 |
4,074.50 |
4,074.50 |
4,193.25 |
|
S3 |
3,965.75 |
4,035.25 |
4,183.25 |
|
S4 |
3,857.00 |
3,926.50 |
4,153.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,222.75 |
4,114.00 |
108.75 |
2.6% |
55.25 |
1.3% |
91% |
False |
False |
1,722,171 |
10 |
4,227.25 |
4,114.00 |
113.25 |
2.7% |
48.75 |
1.2% |
88% |
False |
False |
1,616,564 |
20 |
4,227.25 |
4,062.25 |
165.00 |
3.9% |
51.25 |
1.2% |
92% |
False |
False |
1,573,093 |
40 |
4,227.25 |
4,062.25 |
165.00 |
3.9% |
49.00 |
1.2% |
92% |
False |
False |
1,556,524 |
60 |
4,227.25 |
3,839.25 |
388.00 |
9.2% |
58.25 |
1.4% |
96% |
False |
False |
1,560,028 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.6% |
59.25 |
1.4% |
92% |
False |
False |
1,171,800 |
100 |
4,244.75 |
3,839.25 |
405.50 |
9.6% |
60.75 |
1.4% |
92% |
False |
False |
937,938 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.0% |
63.75 |
1.5% |
93% |
False |
False |
781,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,541.00 |
2.618 |
4,418.25 |
1.618 |
4,343.00 |
1.000 |
4,296.50 |
0.618 |
4,267.75 |
HIGH |
4,221.25 |
0.618 |
4,192.50 |
0.500 |
4,183.50 |
0.382 |
4,174.75 |
LOW |
4,146.00 |
0.618 |
4,099.50 |
1.000 |
4,070.75 |
1.618 |
4,024.25 |
2.618 |
3,949.00 |
4.250 |
3,826.25 |
|
|
Fisher Pivots for day following 26-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,203.50 |
4,198.00 |
PP |
4,193.50 |
4,182.75 |
S1 |
4,183.50 |
4,167.50 |
|