| 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 |
1,992.4 |
1,995.6 |
3.2 |
0.2% |
2,033.0 |
| High |
1,998.2 |
2,006.2 |
8.0 |
0.4% |
2,046.5 |
| Low |
1,974.2 |
1,976.8 |
2.6 |
0.1% |
1,973.0 |
| Close |
1,992.8 |
1,983.1 |
-9.7 |
-0.5% |
2,000.3 |
| Range |
24.0 |
29.4 |
5.4 |
22.5% |
73.5 |
| ATR |
27.8 |
28.0 |
0.1 |
0.4% |
0.0 |
| Volume |
65,635 |
77,049 |
11,414 |
17.4% |
167,187 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.9 |
2,059.4 |
1,999.3 |
|
| R3 |
2,047.5 |
2,030.0 |
1,991.2 |
|
| R2 |
2,018.1 |
2,018.1 |
1,988.5 |
|
| R1 |
2,000.6 |
2,000.6 |
1,985.8 |
1,994.7 |
| PP |
1,988.7 |
1,988.7 |
1,988.7 |
1,985.7 |
| S1 |
1,971.2 |
1,971.2 |
1,980.4 |
1,965.3 |
| S2 |
1,959.3 |
1,959.3 |
1,977.7 |
|
| S3 |
1,929.9 |
1,941.8 |
1,975.0 |
|
| S4 |
1,900.5 |
1,912.4 |
1,966.9 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.1 |
2,187.2 |
2,040.7 |
|
| R3 |
2,153.6 |
2,113.7 |
2,020.5 |
|
| R2 |
2,080.1 |
2,080.1 |
2,013.8 |
|
| R1 |
2,040.2 |
2,040.2 |
2,007.0 |
2,023.4 |
| PP |
2,006.6 |
2,006.6 |
2,006.6 |
1,998.2 |
| S1 |
1,966.7 |
1,966.7 |
1,993.6 |
1,949.9 |
| S2 |
1,933.1 |
1,933.1 |
1,986.8 |
|
| S3 |
1,859.6 |
1,893.2 |
1,980.1 |
|
| S4 |
1,786.1 |
1,819.7 |
1,959.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,007.3 |
1,973.0 |
34.3 |
1.7% |
26.6 |
1.3% |
29% |
False |
False |
50,355 |
| 10 |
2,066.8 |
1,973.0 |
93.8 |
4.7% |
25.4 |
1.3% |
11% |
False |
False |
44,810 |
| 20 |
2,102.2 |
1,973.0 |
129.2 |
6.5% |
28.4 |
1.4% |
8% |
False |
False |
37,913 |
| 40 |
2,102.2 |
1,973.0 |
129.2 |
6.5% |
28.7 |
1.4% |
8% |
False |
False |
21,604 |
| 60 |
2,102.2 |
1,848.6 |
253.6 |
12.8% |
29.7 |
1.5% |
53% |
False |
False |
15,373 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
28.5 |
1.4% |
54% |
False |
False |
11,918 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
27.3 |
1.4% |
54% |
False |
False |
9,808 |
| 120 |
2,102.2 |
1,825.6 |
276.6 |
13.9% |
26.3 |
1.3% |
57% |
False |
False |
8,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.2 |
|
2.618 |
2,083.2 |
|
1.618 |
2,053.8 |
|
1.000 |
2,035.6 |
|
0.618 |
2,024.4 |
|
HIGH |
2,006.2 |
|
0.618 |
1,995.0 |
|
0.500 |
1,991.5 |
|
0.382 |
1,988.0 |
|
LOW |
1,976.8 |
|
0.618 |
1,958.6 |
|
1.000 |
1,947.4 |
|
1.618 |
1,929.2 |
|
2.618 |
1,899.8 |
|
4.250 |
1,851.9 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,991.5 |
1,990.2 |
| PP |
1,988.7 |
1,987.8 |
| S1 |
1,985.9 |
1,985.5 |
|