| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
14,020.00 |
14,137.25 |
117.25 |
0.8% |
13,960.00 |
| High |
14,194.25 |
14,538.75 |
344.50 |
2.4% |
14,538.75 |
| Low |
13,965.50 |
14,091.00 |
125.50 |
0.9% |
13,726.25 |
| Close |
14,141.75 |
14,503.00 |
361.25 |
2.6% |
14,503.00 |
| Range |
228.75 |
447.75 |
219.00 |
95.7% |
812.50 |
| ATR |
212.03 |
228.87 |
16.84 |
7.9% |
0.00 |
| Volume |
3,657 |
4,440 |
783 |
21.4% |
13,876 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,720.75 |
15,559.75 |
14,749.25 |
|
| R3 |
15,273.00 |
15,112.00 |
14,626.25 |
|
| R2 |
14,825.25 |
14,825.25 |
14,585.00 |
|
| R1 |
14,664.25 |
14,664.25 |
14,544.00 |
14,744.75 |
| PP |
14,377.50 |
14,377.50 |
14,377.50 |
14,418.00 |
| S1 |
14,216.50 |
14,216.50 |
14,462.00 |
14,297.00 |
| S2 |
13,929.75 |
13,929.75 |
14,421.00 |
|
| S3 |
13,482.00 |
13,768.75 |
14,379.75 |
|
| S4 |
13,034.25 |
13,321.00 |
14,256.75 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,693.50 |
16,410.75 |
14,950.00 |
|
| R3 |
15,881.00 |
15,598.25 |
14,726.50 |
|
| R2 |
15,068.50 |
15,068.50 |
14,652.00 |
|
| R1 |
14,785.75 |
14,785.75 |
14,577.50 |
14,927.00 |
| PP |
14,256.00 |
14,256.00 |
14,256.00 |
14,326.75 |
| S1 |
13,973.25 |
13,973.25 |
14,428.50 |
14,114.50 |
| S2 |
13,443.50 |
13,443.50 |
14,354.00 |
|
| S3 |
12,631.00 |
13,160.75 |
14,279.50 |
|
| S4 |
11,818.50 |
12,348.25 |
14,056.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,538.75 |
13,726.25 |
812.50 |
5.6% |
272.00 |
1.9% |
96% |
True |
False |
2,775 |
| 10 |
14,538.75 |
13,500.00 |
1,038.75 |
7.2% |
223.75 |
1.5% |
97% |
True |
False |
2,020 |
| 20 |
14,538.75 |
13,146.50 |
1,392.25 |
9.6% |
199.50 |
1.4% |
97% |
True |
False |
1,399 |
| 40 |
14,538.75 |
12,944.50 |
1,594.25 |
11.0% |
196.50 |
1.4% |
98% |
True |
False |
957 |
| 60 |
14,538.75 |
11,929.25 |
2,609.50 |
18.0% |
219.00 |
1.5% |
99% |
True |
False |
782 |
| 80 |
14,538.75 |
11,929.25 |
2,609.50 |
18.0% |
219.75 |
1.5% |
99% |
True |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,441.75 |
|
2.618 |
15,711.00 |
|
1.618 |
15,263.25 |
|
1.000 |
14,986.50 |
|
0.618 |
14,815.50 |
|
HIGH |
14,538.75 |
|
0.618 |
14,367.75 |
|
0.500 |
14,315.00 |
|
0.382 |
14,262.00 |
|
LOW |
14,091.00 |
|
0.618 |
13,814.25 |
|
1.000 |
13,643.25 |
|
1.618 |
13,366.50 |
|
2.618 |
12,918.75 |
|
4.250 |
12,188.00 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,440.25 |
14,379.50 |
| PP |
14,377.50 |
14,256.00 |
| S1 |
14,315.00 |
14,132.50 |
|