| 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 |
1,818.2720 |
1,854.5330 |
36.2610 |
2.0% |
1,789.7060 |
| High |
1,869.3040 |
1,856.6140 |
-12.6900 |
-0.7% |
1,845.9470 |
| Low |
1,815.8240 |
1,781.8430 |
-33.9810 |
-1.9% |
1,774.6680 |
| Close |
1,854.8220 |
1,804.6370 |
-50.1850 |
-2.7% |
1,812.2810 |
| Range |
53.4800 |
74.7710 |
21.2910 |
39.8% |
71.2790 |
| ATR |
70.3144 |
70.6328 |
0.3183 |
0.5% |
0.0000 |
| Volume |
1,762 |
1,893 |
131 |
7.4% |
627,077 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.6777 |
1,996.4283 |
1,845.7611 |
|
| R3 |
1,963.9067 |
1,921.6573 |
1,825.1990 |
|
| R2 |
1,889.1357 |
1,889.1357 |
1,818.3450 |
|
| R1 |
1,846.8863 |
1,846.8863 |
1,811.4910 |
1,830.6255 |
| PP |
1,814.3647 |
1,814.3647 |
1,814.3647 |
1,806.2343 |
| S1 |
1,772.1153 |
1,772.1153 |
1,797.7830 |
1,755.8545 |
| S2 |
1,739.5937 |
1,739.5937 |
1,790.9290 |
|
| S3 |
1,664.8227 |
1,697.3443 |
1,784.0750 |
|
| S4 |
1,590.0517 |
1,622.5733 |
1,763.5130 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,024.8023 |
1,989.8207 |
1,851.4845 |
|
| R3 |
1,953.5233 |
1,918.5417 |
1,831.8827 |
|
| R2 |
1,882.2443 |
1,882.2443 |
1,825.3488 |
|
| R1 |
1,847.2627 |
1,847.2627 |
1,818.8149 |
1,864.7535 |
| PP |
1,810.9653 |
1,810.9653 |
1,810.9653 |
1,819.7108 |
| S1 |
1,775.9837 |
1,775.9837 |
1,805.7471 |
1,793.4745 |
| S2 |
1,739.6863 |
1,739.6863 |
1,799.2132 |
|
| S3 |
1,668.4073 |
1,704.7047 |
1,792.6793 |
|
| S4 |
1,597.1283 |
1,633.4257 |
1,773.0776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,869.3040 |
1,774.6680 |
94.6360 |
5.2% |
50.2574 |
2.8% |
32% |
False |
False |
58,024 |
| 10 |
1,869.3040 |
1,742.1740 |
127.1300 |
7.0% |
53.1145 |
2.9% |
49% |
False |
False |
122,068 |
| 20 |
2,016.1780 |
1,742.1740 |
274.0040 |
15.2% |
70.1464 |
3.9% |
23% |
False |
False |
161,736 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.9% |
77.8620 |
4.3% |
16% |
False |
False |
205,688 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.4% |
84.4269 |
4.7% |
56% |
False |
False |
218,397 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.4% |
82.6762 |
4.6% |
56% |
False |
False |
238,346 |
| 100 |
2,137.7700 |
1,184.0510 |
953.7190 |
52.8% |
78.2846 |
4.3% |
65% |
False |
False |
261,892 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
54.6% |
72.8464 |
4.0% |
66% |
False |
False |
294,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.3908 |
|
2.618 |
2,052.3645 |
|
1.618 |
1,977.5935 |
|
1.000 |
1,931.3850 |
|
0.618 |
1,902.8225 |
|
HIGH |
1,856.6140 |
|
0.618 |
1,828.0515 |
|
0.500 |
1,819.2285 |
|
0.382 |
1,810.4055 |
|
LOW |
1,781.8430 |
|
0.618 |
1,735.6345 |
|
1.000 |
1,707.0720 |
|
1.618 |
1,660.8635 |
|
2.618 |
1,586.0925 |
|
4.250 |
1,464.0663 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.2285 |
1,825.5735 |
| PP |
1,814.3647 |
1,818.5947 |
| S1 |
1,809.5008 |
1,811.6158 |
|