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 |
1,961.3 |
1,977.5 |
16.2 |
0.8% |
1,998.4 |
High |
1,981.9 |
1,993.1 |
11.2 |
0.6% |
2,006.2 |
Low |
1,949.6 |
1,971.8 |
22.2 |
1.1% |
1,954.7 |
Close |
1,977.1 |
1,982.1 |
5.0 |
0.3% |
1,963.1 |
Range |
32.3 |
21.3 |
-11.0 |
-34.1% |
51.5 |
ATR |
27.7 |
27.2 |
-0.5 |
-1.7% |
0.0 |
Volume |
264,373 |
207,753 |
-56,620 |
-21.4% |
433,813 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.2 |
2,035.5 |
1,993.8 |
|
R3 |
2,024.9 |
2,014.2 |
1,988.0 |
|
R2 |
2,003.6 |
2,003.6 |
1,986.0 |
|
R1 |
1,992.9 |
1,992.9 |
1,984.1 |
1,998.3 |
PP |
1,982.3 |
1,982.3 |
1,982.3 |
1,985.0 |
S1 |
1,971.6 |
1,971.6 |
1,980.1 |
1,977.0 |
S2 |
1,961.0 |
1,961.0 |
1,978.2 |
|
S3 |
1,939.7 |
1,950.3 |
1,976.2 |
|
S4 |
1,918.4 |
1,929.0 |
1,970.4 |
|
|
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% |
26.1 |
1.3% |
57% |
False |
False |
158,387 |
10 |
2,015.9 |
1,949.6 |
66.3 |
3.3% |
25.3 |
1.3% |
49% |
False |
False |
100,413 |
20 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
27.4 |
1.4% |
21% |
False |
False |
71,313 |
40 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
28.5 |
1.4% |
21% |
False |
False |
39,043 |
60 |
2,102.2 |
1,848.6 |
253.6 |
12.8% |
30.4 |
1.5% |
53% |
False |
False |
27,154 |
80 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
27.6 |
1.4% |
53% |
False |
False |
20,774 |
100 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
27.4 |
1.4% |
53% |
False |
False |
16,923 |
120 |
2,102.2 |
1,828.8 |
273.4 |
13.8% |
26.2 |
1.3% |
56% |
False |
False |
14,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.6 |
2.618 |
2,048.9 |
1.618 |
2,027.6 |
1.000 |
2,014.4 |
0.618 |
2,006.3 |
HIGH |
1,993.1 |
0.618 |
1,985.0 |
0.500 |
1,982.5 |
0.382 |
1,979.9 |
LOW |
1,971.8 |
0.618 |
1,958.6 |
1.000 |
1,950.5 |
1.618 |
1,937.3 |
2.618 |
1,916.0 |
4.250 |
1,881.3 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1,982.5 |
1,978.5 |
PP |
1,982.3 |
1,974.9 |
S1 |
1,982.2 |
1,971.4 |
|