| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
16,291.0 |
16,123.0 |
-168.0 |
-1.0% |
15,945.0 |
| High |
16,298.0 |
16,129.0 |
-169.0 |
-1.0% |
16,375.0 |
| Low |
16,095.0 |
15,836.0 |
-259.0 |
-1.6% |
15,903.0 |
| Close |
16,188.0 |
15,862.0 |
-326.0 |
-2.0% |
16,334.0 |
| Range |
203.0 |
293.0 |
90.0 |
44.3% |
472.0 |
| ATR |
175.2 |
187.8 |
12.6 |
7.2% |
0.0 |
| Volume |
49,204 |
75,183 |
25,979 |
52.8% |
298,432 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,821.3 |
16,634.7 |
16,023.2 |
|
| R3 |
16,528.3 |
16,341.7 |
15,942.6 |
|
| R2 |
16,235.3 |
16,235.3 |
15,915.7 |
|
| R1 |
16,048.7 |
16,048.7 |
15,888.9 |
15,995.5 |
| PP |
15,942.3 |
15,942.3 |
15,942.3 |
15,915.8 |
| S1 |
15,755.7 |
15,755.7 |
15,835.1 |
15,702.5 |
| S2 |
15,649.3 |
15,649.3 |
15,808.3 |
|
| S3 |
15,356.3 |
15,462.7 |
15,781.4 |
|
| S4 |
15,063.3 |
15,169.7 |
15,700.9 |
|
|
| 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 |
15,836.0 |
539.0 |
3.4% |
194.0 |
1.2% |
5% |
False |
True |
60,600 |
| 10 |
16,375.0 |
15,820.0 |
555.0 |
3.5% |
167.3 |
1.1% |
8% |
False |
False |
58,962 |
| 20 |
16,375.0 |
15,753.0 |
622.0 |
3.9% |
175.5 |
1.1% |
18% |
False |
False |
62,092 |
| 40 |
16,375.0 |
15,169.0 |
1,206.0 |
7.6% |
162.9 |
1.0% |
57% |
False |
False |
57,243 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
11.1% |
207.2 |
1.3% |
71% |
False |
False |
50,671 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
11.1% |
188.9 |
1.2% |
71% |
False |
False |
38,024 |
| 100 |
16,375.0 |
14,155.0 |
2,220.0 |
14.0% |
175.5 |
1.1% |
77% |
False |
False |
30,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,374.3 |
|
2.618 |
16,896.1 |
|
1.618 |
16,603.1 |
|
1.000 |
16,422.0 |
|
0.618 |
16,310.1 |
|
HIGH |
16,129.0 |
|
0.618 |
16,017.1 |
|
0.500 |
15,982.5 |
|
0.382 |
15,947.9 |
|
LOW |
15,836.0 |
|
0.618 |
15,654.9 |
|
1.000 |
15,543.0 |
|
1.618 |
15,361.9 |
|
2.618 |
15,068.9 |
|
4.250 |
14,590.8 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,982.5 |
16,089.5 |
| PP |
15,942.3 |
16,013.7 |
| S1 |
15,902.2 |
15,937.8 |
|