| 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 |
2,029.8 |
2,034.5 |
4.7 |
0.2% |
2,068.8 |
| High |
2,033.6 |
2,043.2 |
9.6 |
0.5% |
2,084.4 |
| Low |
2,011.6 |
2,014.7 |
3.1 |
0.2% |
2,010.4 |
| Close |
2,030.3 |
2,020.8 |
-9.5 |
-0.5% |
2,037.3 |
| Range |
22.0 |
28.5 |
6.5 |
29.5% |
74.0 |
| ATR |
26.6 |
26.7 |
0.1 |
0.5% |
0.0 |
| Volume |
1,342 |
3,256 |
1,914 |
142.6% |
11,031 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.7 |
2,094.8 |
2,036.5 |
|
| R3 |
2,083.2 |
2,066.3 |
2,028.6 |
|
| R2 |
2,054.7 |
2,054.7 |
2,026.0 |
|
| R1 |
2,037.8 |
2,037.8 |
2,023.4 |
2,032.0 |
| PP |
2,026.2 |
2,026.2 |
2,026.2 |
2,023.4 |
| S1 |
2,009.3 |
2,009.3 |
2,018.2 |
2,003.5 |
| S2 |
1,997.7 |
1,997.7 |
2,015.6 |
|
| S3 |
1,969.2 |
1,980.8 |
2,013.0 |
|
| S4 |
1,940.7 |
1,952.3 |
2,005.1 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.0 |
2,225.7 |
2,078.0 |
|
| R3 |
2,192.0 |
2,151.7 |
2,057.7 |
|
| R2 |
2,118.0 |
2,118.0 |
2,050.9 |
|
| R1 |
2,077.7 |
2,077.7 |
2,044.1 |
2,060.9 |
| PP |
2,044.0 |
2,044.0 |
2,044.0 |
2,035.6 |
| S1 |
2,003.7 |
2,003.7 |
2,030.5 |
1,986.9 |
| S2 |
1,970.0 |
1,970.0 |
2,023.7 |
|
| S3 |
1,896.0 |
1,929.7 |
2,017.0 |
|
| S4 |
1,822.0 |
1,855.7 |
1,996.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.6 |
2,010.4 |
33.2 |
1.6% |
25.4 |
1.3% |
31% |
False |
False |
2,213 |
| 10 |
2,103.6 |
2,010.4 |
93.2 |
4.6% |
24.5 |
1.2% |
11% |
False |
False |
2,358 |
| 20 |
2,129.7 |
2,010.4 |
119.3 |
5.9% |
26.9 |
1.3% |
9% |
False |
False |
2,672 |
| 40 |
2,129.7 |
2,010.4 |
119.3 |
5.9% |
27.4 |
1.4% |
9% |
False |
False |
2,233 |
| 60 |
2,129.7 |
1,885.2 |
244.5 |
12.1% |
28.4 |
1.4% |
55% |
False |
False |
1,939 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.2 |
1.3% |
56% |
False |
False |
1,574 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.8 |
1.3% |
56% |
False |
False |
1,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.3 |
|
2.618 |
2,117.8 |
|
1.618 |
2,089.3 |
|
1.000 |
2,071.7 |
|
0.618 |
2,060.8 |
|
HIGH |
2,043.2 |
|
0.618 |
2,032.3 |
|
0.500 |
2,029.0 |
|
0.382 |
2,025.6 |
|
LOW |
2,014.7 |
|
0.618 |
1,997.1 |
|
1.000 |
1,986.2 |
|
1.618 |
1,968.6 |
|
2.618 |
1,940.1 |
|
4.250 |
1,893.6 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.0 |
2,027.4 |
| PP |
2,026.2 |
2,025.2 |
| S1 |
2,023.5 |
2,023.0 |
|