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 |
4,422.0 |
4,338.0 |
-84.0 |
-1.9% |
4,347.0 |
High |
4,426.0 |
4,338.0 |
-88.0 |
-2.0% |
4,434.0 |
Low |
4,350.0 |
4,280.0 |
-70.0 |
-1.6% |
4,320.0 |
Close |
4,374.0 |
4,291.0 |
-83.0 |
-1.9% |
4,423.0 |
Range |
76.0 |
58.0 |
-18.0 |
-23.7% |
114.0 |
ATR |
43.4 |
47.0 |
3.6 |
8.3% |
0.0 |
Volume |
10,119 |
336 |
-9,783 |
-96.7% |
8,775 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.0 |
4,442.0 |
4,322.9 |
|
R3 |
4,419.0 |
4,384.0 |
4,307.0 |
|
R2 |
4,361.0 |
4,361.0 |
4,301.6 |
|
R1 |
4,326.0 |
4,326.0 |
4,296.3 |
4,314.5 |
PP |
4,303.0 |
4,303.0 |
4,303.0 |
4,297.3 |
S1 |
4,268.0 |
4,268.0 |
4,285.7 |
4,256.5 |
S2 |
4,245.0 |
4,245.0 |
4,280.4 |
|
S3 |
4,187.0 |
4,210.0 |
4,275.1 |
|
S4 |
4,129.0 |
4,152.0 |
4,259.1 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,734.3 |
4,692.7 |
4,485.7 |
|
R3 |
4,620.3 |
4,578.7 |
4,454.4 |
|
R2 |
4,506.3 |
4,506.3 |
4,443.9 |
|
R1 |
4,464.7 |
4,464.7 |
4,433.5 |
4,485.5 |
PP |
4,392.3 |
4,392.3 |
4,392.3 |
4,402.8 |
S1 |
4,350.7 |
4,350.7 |
4,412.6 |
4,371.5 |
S2 |
4,278.3 |
4,278.3 |
4,402.1 |
|
S3 |
4,164.3 |
4,236.7 |
4,391.7 |
|
S4 |
4,050.3 |
4,122.7 |
4,360.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,434.0 |
4,280.0 |
154.0 |
3.6% |
42.4 |
1.0% |
7% |
False |
True |
3,297 |
10 |
4,434.0 |
4,280.0 |
154.0 |
3.6% |
38.9 |
0.9% |
7% |
False |
True |
2,679 |
20 |
4,434.0 |
4,266.0 |
168.0 |
3.9% |
40.0 |
0.9% |
15% |
False |
False |
2,726 |
40 |
4,434.0 |
4,040.0 |
394.0 |
9.2% |
34.8 |
0.8% |
64% |
False |
False |
2,290 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.8% |
34.5 |
0.8% |
69% |
False |
False |
1,654 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.8% |
25.9 |
0.6% |
69% |
False |
False |
1,241 |
100 |
4,434.0 |
3,832.0 |
602.0 |
14.0% |
20.7 |
0.5% |
76% |
False |
False |
992 |
120 |
4,434.0 |
3,748.0 |
686.0 |
16.0% |
17.2 |
0.4% |
79% |
False |
False |
827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,584.5 |
2.618 |
4,489.8 |
1.618 |
4,431.8 |
1.000 |
4,396.0 |
0.618 |
4,373.8 |
HIGH |
4,338.0 |
0.618 |
4,315.8 |
0.500 |
4,309.0 |
0.382 |
4,302.2 |
LOW |
4,280.0 |
0.618 |
4,244.2 |
1.000 |
4,222.0 |
1.618 |
4,186.2 |
2.618 |
4,128.2 |
4.250 |
4,033.5 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,309.0 |
4,353.0 |
PP |
4,303.0 |
4,332.3 |
S1 |
4,297.0 |
4,311.7 |
|