Trading Metrics calculated at close of trading on 30-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,157.00 |
4,239.75 |
82.75 |
2.0% |
4,189.00 |
High |
4,221.25 |
4,243.25 |
22.00 |
0.5% |
4,222.75 |
Low |
4,146.00 |
4,200.00 |
54.00 |
1.3% |
4,114.00 |
Close |
4,213.25 |
4,215.00 |
1.75 |
0.0% |
4,213.25 |
Range |
75.25 |
43.25 |
-32.00 |
-42.5% |
108.75 |
ATR |
52.31 |
51.67 |
-0.65 |
-1.2% |
0.00 |
Volume |
1,744,425 |
1,957,579 |
213,154 |
12.2% |
8,610,855 |
|
Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,349.25 |
4,325.25 |
4,238.75 |
|
R3 |
4,306.00 |
4,282.00 |
4,227.00 |
|
R2 |
4,262.75 |
4,262.75 |
4,223.00 |
|
R1 |
4,238.75 |
4,238.75 |
4,219.00 |
4,229.00 |
PP |
4,219.50 |
4,219.50 |
4,219.50 |
4,214.50 |
S1 |
4,195.50 |
4,195.50 |
4,211.00 |
4,186.00 |
S2 |
4,176.25 |
4,176.25 |
4,207.00 |
|
S3 |
4,133.00 |
4,152.25 |
4,203.00 |
|
S4 |
4,089.75 |
4,109.00 |
4,191.25 |
|
|
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 |
4,243.25 |
4,114.00 |
129.25 |
3.1% |
57.00 |
1.3% |
78% |
True |
False |
1,853,117 |
10 |
4,243.25 |
4,114.00 |
129.25 |
3.1% |
49.75 |
1.2% |
78% |
True |
False |
1,694,405 |
20 |
4,243.25 |
4,062.25 |
181.00 |
4.3% |
52.00 |
1.2% |
84% |
True |
False |
1,608,948 |
40 |
4,243.25 |
4,062.25 |
181.00 |
4.3% |
48.50 |
1.2% |
84% |
True |
False |
1,563,067 |
60 |
4,243.25 |
3,839.25 |
404.00 |
9.6% |
57.75 |
1.4% |
93% |
True |
False |
1,592,154 |
80 |
4,243.25 |
3,839.25 |
404.00 |
9.6% |
59.00 |
1.4% |
93% |
True |
False |
1,196,198 |
100 |
4,244.75 |
3,839.25 |
405.50 |
9.6% |
60.50 |
1.4% |
93% |
False |
False |
957,501 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.0% |
63.50 |
1.5% |
93% |
False |
False |
798,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,427.00 |
2.618 |
4,356.50 |
1.618 |
4,313.25 |
1.000 |
4,286.50 |
0.618 |
4,270.00 |
HIGH |
4,243.25 |
0.618 |
4,226.75 |
0.500 |
4,221.50 |
0.382 |
4,216.50 |
LOW |
4,200.00 |
0.618 |
4,173.25 |
1.000 |
4,156.75 |
1.618 |
4,130.00 |
2.618 |
4,086.75 |
4.250 |
4,016.25 |
|
|
Fisher Pivots for day following 30-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,221.50 |
4,205.75 |
PP |
4,219.50 |
4,196.50 |
S1 |
4,217.25 |
4,187.50 |
|