| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,941.7 |
1,942.7 |
1.0 |
0.1% |
1,979.4 |
| High |
1,957.1 |
1,962.6 |
5.5 |
0.3% |
1,987.9 |
| Low |
1,936.0 |
1,930.9 |
-5.1 |
-0.3% |
1,936.0 |
| Close |
1,944.3 |
1,958.0 |
13.7 |
0.7% |
1,944.3 |
| Range |
21.1 |
31.7 |
10.6 |
50.2% |
51.9 |
| ATR |
27.7 |
27.9 |
0.3 |
1.0% |
0.0 |
| Volume |
166,036 |
37,838 |
-128,198 |
-77.2% |
1,029,922 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.6 |
2,033.5 |
1,975.4 |
|
| R3 |
2,013.9 |
2,001.8 |
1,966.7 |
|
| R2 |
1,982.2 |
1,982.2 |
1,963.8 |
|
| R1 |
1,970.1 |
1,970.1 |
1,960.9 |
1,976.2 |
| PP |
1,950.5 |
1,950.5 |
1,950.5 |
1,953.5 |
| S1 |
1,938.4 |
1,938.4 |
1,955.1 |
1,944.5 |
| S2 |
1,918.8 |
1,918.8 |
1,952.2 |
|
| S3 |
1,887.1 |
1,906.7 |
1,949.3 |
|
| S4 |
1,855.4 |
1,875.0 |
1,940.6 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.8 |
2,079.9 |
1,972.8 |
|
| R3 |
2,059.9 |
2,028.0 |
1,958.6 |
|
| R2 |
2,008.0 |
2,008.0 |
1,953.8 |
|
| R1 |
1,976.1 |
1,976.1 |
1,949.1 |
1,966.1 |
| PP |
1,956.1 |
1,956.1 |
1,956.1 |
1,951.1 |
| S1 |
1,924.2 |
1,924.2 |
1,939.5 |
1,914.2 |
| S2 |
1,904.2 |
1,904.2 |
1,934.8 |
|
| S3 |
1,852.3 |
1,872.3 |
1,930.0 |
|
| S4 |
1,800.4 |
1,820.4 |
1,915.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,987.9 |
1,930.9 |
57.0 |
2.9% |
26.6 |
1.4% |
48% |
False |
True |
180,398 |
| 10 |
2,022.7 |
1,930.9 |
91.8 |
4.7% |
26.5 |
1.4% |
30% |
False |
True |
196,658 |
| 20 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
28.6 |
1.5% |
18% |
False |
True |
217,982 |
| 40 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
29.4 |
1.5% |
18% |
False |
True |
205,545 |
| 60 |
2,085.4 |
1,830.2 |
255.2 |
13.0% |
31.1 |
1.6% |
50% |
False |
False |
165,012 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
29.0 |
1.5% |
51% |
False |
False |
125,498 |
| 100 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.6 |
1.5% |
51% |
False |
False |
101,309 |
| 120 |
2,085.4 |
1,810.0 |
275.4 |
14.1% |
27.5 |
1.4% |
54% |
False |
False |
84,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,097.3 |
|
2.618 |
2,045.6 |
|
1.618 |
2,013.9 |
|
1.000 |
1,994.3 |
|
0.618 |
1,982.2 |
|
HIGH |
1,962.6 |
|
0.618 |
1,950.5 |
|
0.500 |
1,946.8 |
|
0.382 |
1,943.0 |
|
LOW |
1,930.9 |
|
0.618 |
1,911.3 |
|
1.000 |
1,899.2 |
|
1.618 |
1,879.6 |
|
2.618 |
1,847.9 |
|
4.250 |
1,796.2 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.3 |
1,954.7 |
| PP |
1,950.5 |
1,951.4 |
| S1 |
1,946.8 |
1,948.2 |
|