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 |
4,239.75 |
4,213.00 |
-26.75 |
-0.6% |
4,189.00 |
High |
4,243.25 |
4,217.75 |
-25.50 |
-0.6% |
4,222.75 |
Low |
4,200.00 |
4,174.00 |
-26.00 |
-0.6% |
4,114.00 |
Close |
4,215.00 |
4,190.50 |
-24.50 |
-0.6% |
4,213.25 |
Range |
43.25 |
43.75 |
0.50 |
1.2% |
108.75 |
ATR |
51.67 |
51.10 |
-0.57 |
-1.1% |
0.00 |
Volume |
1,957,579 |
2,138,566 |
180,987 |
9.2% |
8,610,855 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,325.25 |
4,301.75 |
4,214.50 |
|
R3 |
4,281.50 |
4,258.00 |
4,202.50 |
|
R2 |
4,237.75 |
4,237.75 |
4,198.50 |
|
R1 |
4,214.25 |
4,214.25 |
4,194.50 |
4,204.00 |
PP |
4,194.00 |
4,194.00 |
4,194.00 |
4,189.00 |
S1 |
4,170.50 |
4,170.50 |
4,186.50 |
4,160.50 |
S2 |
4,150.25 |
4,150.25 |
4,182.50 |
|
S3 |
4,106.50 |
4,126.75 |
4,178.50 |
|
S4 |
4,062.75 |
4,083.00 |
4,166.50 |
|
|
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% |
51.75 |
1.2% |
59% |
False |
False |
1,943,819 |
10 |
4,243.25 |
4,114.00 |
129.25 |
3.1% |
51.00 |
1.2% |
59% |
False |
False |
1,776,592 |
20 |
4,243.25 |
4,062.25 |
181.00 |
4.3% |
49.75 |
1.2% |
71% |
False |
False |
1,614,167 |
40 |
4,243.25 |
4,062.25 |
181.00 |
4.3% |
48.75 |
1.2% |
71% |
False |
False |
1,582,024 |
60 |
4,243.25 |
3,839.25 |
404.00 |
9.6% |
57.75 |
1.4% |
87% |
False |
False |
1,627,269 |
80 |
4,243.25 |
3,839.25 |
404.00 |
9.6% |
58.75 |
1.4% |
87% |
False |
False |
1,222,843 |
100 |
4,244.75 |
3,839.25 |
405.50 |
9.7% |
60.50 |
1.4% |
87% |
False |
False |
978,866 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.1% |
63.00 |
1.5% |
87% |
False |
False |
815,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,403.75 |
2.618 |
4,332.25 |
1.618 |
4,288.50 |
1.000 |
4,261.50 |
0.618 |
4,244.75 |
HIGH |
4,217.75 |
0.618 |
4,201.00 |
0.500 |
4,196.00 |
0.382 |
4,190.75 |
LOW |
4,174.00 |
0.618 |
4,147.00 |
1.000 |
4,130.25 |
1.618 |
4,103.25 |
2.618 |
4,059.50 |
4.250 |
3,988.00 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,196.00 |
4,194.50 |
PP |
4,194.00 |
4,193.25 |
S1 |
4,192.25 |
4,192.00 |
|