| 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 |
15,971.0 |
15,944.0 |
-27.0 |
-0.2% |
16,325.0 |
| High |
16,089.0 |
15,944.0 |
-145.0 |
-0.9% |
16,343.0 |
| Low |
15,910.0 |
15,649.0 |
-261.0 |
-1.6% |
15,753.0 |
| Close |
15,929.0 |
15,665.0 |
-264.0 |
-1.7% |
16,014.0 |
| Range |
179.0 |
295.0 |
116.0 |
64.8% |
590.0 |
| ATR |
194.1 |
201.3 |
7.2 |
3.7% |
0.0 |
| Volume |
54,690 |
78,456 |
23,766 |
43.5% |
292,829 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,637.7 |
16,446.3 |
15,827.3 |
|
| R3 |
16,342.7 |
16,151.3 |
15,746.1 |
|
| R2 |
16,047.7 |
16,047.7 |
15,719.1 |
|
| R1 |
15,856.3 |
15,856.3 |
15,692.0 |
15,804.5 |
| PP |
15,752.7 |
15,752.7 |
15,752.7 |
15,726.8 |
| S1 |
15,561.3 |
15,561.3 |
15,638.0 |
15,509.5 |
| S2 |
15,457.7 |
15,457.7 |
15,610.9 |
|
| S3 |
15,162.7 |
15,266.3 |
15,583.9 |
|
| S4 |
14,867.7 |
14,971.3 |
15,502.8 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,806.7 |
17,500.3 |
16,338.5 |
|
| R3 |
17,216.7 |
16,910.3 |
16,176.3 |
|
| R2 |
16,626.7 |
16,626.7 |
16,122.2 |
|
| R1 |
16,320.3 |
16,320.3 |
16,068.1 |
16,178.5 |
| PP |
16,036.7 |
16,036.7 |
16,036.7 |
15,965.8 |
| S1 |
15,730.3 |
15,730.3 |
15,959.9 |
15,588.5 |
| S2 |
15,446.7 |
15,446.7 |
15,905.8 |
|
| S3 |
14,856.7 |
15,140.3 |
15,851.8 |
|
| S4 |
14,266.7 |
14,550.3 |
15,689.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,129.0 |
15,649.0 |
480.0 |
3.1% |
249.4 |
1.6% |
3% |
False |
True |
67,073 |
| 10 |
16,375.0 |
15,649.0 |
726.0 |
4.6% |
209.6 |
1.3% |
2% |
False |
True |
62,334 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.6% |
177.7 |
1.1% |
2% |
False |
True |
61,878 |
| 40 |
16,375.0 |
15,628.0 |
747.0 |
4.8% |
166.8 |
1.1% |
5% |
False |
False |
58,059 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
11.2% |
211.5 |
1.3% |
60% |
False |
False |
54,998 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
11.2% |
194.6 |
1.2% |
60% |
False |
False |
41,275 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
11.2% |
178.9 |
1.1% |
60% |
False |
False |
33,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,197.8 |
|
2.618 |
16,716.3 |
|
1.618 |
16,421.3 |
|
1.000 |
16,239.0 |
|
0.618 |
16,126.3 |
|
HIGH |
15,944.0 |
|
0.618 |
15,831.3 |
|
0.500 |
15,796.5 |
|
0.382 |
15,761.7 |
|
LOW |
15,649.0 |
|
0.618 |
15,466.7 |
|
1.000 |
15,354.0 |
|
1.618 |
15,171.7 |
|
2.618 |
14,876.7 |
|
4.250 |
14,395.3 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,796.5 |
15,869.0 |
| PP |
15,752.7 |
15,801.0 |
| S1 |
15,708.8 |
15,733.0 |
|