| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,961.8 |
1,961.3 |
-0.5 |
0.0% |
1,998.4 |
| High |
1,975.7 |
1,981.9 |
6.2 |
0.3% |
2,006.2 |
| Low |
1,954.7 |
1,949.6 |
-5.1 |
-0.3% |
1,954.7 |
| Close |
1,963.1 |
1,977.1 |
14.0 |
0.7% |
1,963.1 |
| Range |
21.0 |
32.3 |
11.3 |
53.8% |
51.5 |
| ATR |
27.3 |
27.7 |
0.4 |
1.3% |
0.0 |
| Volume |
130,067 |
264,373 |
134,306 |
103.3% |
433,813 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.4 |
2,054.1 |
1,994.9 |
|
| R3 |
2,034.1 |
2,021.8 |
1,986.0 |
|
| R2 |
2,001.8 |
2,001.8 |
1,983.0 |
|
| R1 |
1,989.5 |
1,989.5 |
1,980.1 |
1,995.7 |
| PP |
1,969.5 |
1,969.5 |
1,969.5 |
1,972.6 |
| S1 |
1,957.2 |
1,957.2 |
1,974.1 |
1,963.4 |
| S2 |
1,937.2 |
1,937.2 |
1,971.2 |
|
| S3 |
1,904.9 |
1,924.9 |
1,968.2 |
|
| S4 |
1,872.6 |
1,892.6 |
1,959.3 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.2 |
2,097.6 |
1,991.4 |
|
| R3 |
2,077.7 |
2,046.1 |
1,977.3 |
|
| R2 |
2,026.2 |
2,026.2 |
1,972.5 |
|
| R1 |
1,994.6 |
1,994.6 |
1,967.8 |
1,984.7 |
| PP |
1,974.7 |
1,974.7 |
1,974.7 |
1,969.7 |
| S1 |
1,943.1 |
1,943.1 |
1,958.4 |
1,933.2 |
| S2 |
1,923.2 |
1,923.2 |
1,953.7 |
|
| S3 |
1,871.7 |
1,891.6 |
1,948.9 |
|
| S4 |
1,820.2 |
1,840.1 |
1,934.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.2 |
1,949.6 |
56.6 |
2.9% |
26.6 |
1.3% |
49% |
False |
True |
129,963 |
| 10 |
2,042.0 |
1,949.6 |
92.4 |
4.7% |
26.5 |
1.3% |
30% |
False |
True |
82,367 |
| 20 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
28.4 |
1.4% |
18% |
False |
True |
61,594 |
| 40 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
29.0 |
1.5% |
18% |
False |
True |
33,957 |
| 60 |
2,102.2 |
1,848.6 |
253.6 |
12.8% |
30.3 |
1.5% |
51% |
False |
False |
23,745 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.1 |
1.4% |
51% |
False |
False |
18,203 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.5 |
1.4% |
51% |
False |
False |
14,859 |
| 120 |
2,102.2 |
1,827.3 |
274.9 |
13.9% |
26.1 |
1.3% |
54% |
False |
False |
12,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.2 |
|
2.618 |
2,066.5 |
|
1.618 |
2,034.2 |
|
1.000 |
2,014.2 |
|
0.618 |
2,001.9 |
|
HIGH |
1,981.9 |
|
0.618 |
1,969.6 |
|
0.500 |
1,965.8 |
|
0.382 |
1,961.9 |
|
LOW |
1,949.6 |
|
0.618 |
1,929.6 |
|
1.000 |
1,917.3 |
|
1.618 |
1,897.3 |
|
2.618 |
1,865.0 |
|
4.250 |
1,812.3 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.3 |
1,973.7 |
| PP |
1,969.5 |
1,970.2 |
| S1 |
1,965.8 |
1,966.8 |
|