| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
16,325.0 |
16,291.0 |
-34.0 |
-0.2% |
15,945.0 |
| High |
16,343.0 |
16,298.0 |
-45.0 |
-0.3% |
16,375.0 |
| Low |
16,231.0 |
16,095.0 |
-136.0 |
-0.8% |
15,903.0 |
| Close |
16,265.0 |
16,188.0 |
-77.0 |
-0.5% |
16,334.0 |
| Range |
112.0 |
203.0 |
91.0 |
81.3% |
472.0 |
| ATR |
173.1 |
175.2 |
2.1 |
1.2% |
0.0 |
| Volume |
41,402 |
49,204 |
7,802 |
18.8% |
298,432 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,802.7 |
16,698.3 |
16,299.7 |
|
| R3 |
16,599.7 |
16,495.3 |
16,243.8 |
|
| R2 |
16,396.7 |
16,396.7 |
16,225.2 |
|
| R1 |
16,292.3 |
16,292.3 |
16,206.6 |
16,243.0 |
| PP |
16,193.7 |
16,193.7 |
16,193.7 |
16,169.0 |
| S1 |
16,089.3 |
16,089.3 |
16,169.4 |
16,040.0 |
| S2 |
15,990.7 |
15,990.7 |
16,150.8 |
|
| S3 |
15,787.7 |
15,886.3 |
16,132.2 |
|
| S4 |
15,584.7 |
15,683.3 |
16,076.4 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,620.0 |
17,449.0 |
16,593.6 |
|
| R3 |
17,148.0 |
16,977.0 |
16,463.8 |
|
| R2 |
16,676.0 |
16,676.0 |
16,420.5 |
|
| R1 |
16,505.0 |
16,505.0 |
16,377.3 |
16,590.5 |
| PP |
16,204.0 |
16,204.0 |
16,204.0 |
16,246.8 |
| S1 |
16,033.0 |
16,033.0 |
16,290.7 |
16,118.5 |
| S2 |
15,732.0 |
15,732.0 |
16,247.5 |
|
| S3 |
15,260.0 |
15,561.0 |
16,204.2 |
|
| S4 |
14,788.0 |
15,089.0 |
16,074.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,375.0 |
15,903.0 |
472.0 |
2.9% |
169.8 |
1.0% |
60% |
False |
False |
57,594 |
| 10 |
16,375.0 |
15,820.0 |
555.0 |
3.4% |
155.1 |
1.0% |
66% |
False |
False |
58,606 |
| 20 |
16,375.0 |
15,753.0 |
622.0 |
3.8% |
166.4 |
1.0% |
70% |
False |
False |
61,037 |
| 40 |
16,375.0 |
14,957.0 |
1,418.0 |
8.8% |
165.1 |
1.0% |
87% |
False |
False |
57,807 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
207.7 |
1.3% |
89% |
False |
False |
49,419 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
185.3 |
1.1% |
89% |
False |
False |
37,084 |
| 100 |
16,375.0 |
14,146.0 |
2,229.0 |
13.8% |
172.6 |
1.1% |
92% |
False |
False |
29,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,160.8 |
|
2.618 |
16,829.5 |
|
1.618 |
16,626.5 |
|
1.000 |
16,501.0 |
|
0.618 |
16,423.5 |
|
HIGH |
16,298.0 |
|
0.618 |
16,220.5 |
|
0.500 |
16,196.5 |
|
0.382 |
16,172.5 |
|
LOW |
16,095.0 |
|
0.618 |
15,969.5 |
|
1.000 |
15,892.0 |
|
1.618 |
15,766.5 |
|
2.618 |
15,563.5 |
|
4.250 |
15,232.3 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,196.5 |
16,235.0 |
| PP |
16,193.7 |
16,219.3 |
| S1 |
16,190.8 |
16,203.7 |
|