| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
13,805.50 |
13,913.25 |
107.75 |
0.8% |
13,378.75 |
| High |
13,946.75 |
13,979.25 |
32.50 |
0.2% |
13,960.25 |
| Low |
13,794.25 |
13,710.00 |
-84.25 |
-0.6% |
13,350.00 |
| Close |
13,902.50 |
13,728.75 |
-173.75 |
-1.2% |
13,858.00 |
| Range |
152.50 |
269.25 |
116.75 |
76.6% |
610.25 |
| ATR |
192.29 |
197.79 |
5.50 |
2.9% |
0.00 |
| Volume |
538,203 |
658,680 |
120,477 |
22.4% |
3,088,226 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,613.75 |
14,440.50 |
13,876.75 |
|
| R3 |
14,344.50 |
14,171.25 |
13,802.75 |
|
| R2 |
14,075.25 |
14,075.25 |
13,778.00 |
|
| R1 |
13,902.00 |
13,902.00 |
13,753.50 |
13,854.00 |
| PP |
13,806.00 |
13,806.00 |
13,806.00 |
13,782.00 |
| S1 |
13,632.75 |
13,632.75 |
13,704.00 |
13,584.75 |
| S2 |
13,536.75 |
13,536.75 |
13,679.50 |
|
| S3 |
13,267.50 |
13,363.50 |
13,654.75 |
|
| S4 |
12,998.25 |
13,094.25 |
13,580.75 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,553.50 |
15,316.00 |
14,193.75 |
|
| R3 |
14,943.25 |
14,705.75 |
14,025.75 |
|
| R2 |
14,333.00 |
14,333.00 |
13,970.00 |
|
| R1 |
14,095.50 |
14,095.50 |
13,914.00 |
14,214.25 |
| PP |
13,722.75 |
13,722.75 |
13,722.75 |
13,782.00 |
| S1 |
13,485.25 |
13,485.25 |
13,802.00 |
13,604.00 |
| S2 |
13,112.50 |
13,112.50 |
13,746.00 |
|
| S3 |
12,502.25 |
12,875.00 |
13,690.25 |
|
| S4 |
11,892.00 |
12,264.75 |
13,522.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,979.25 |
13,474.25 |
505.00 |
3.7% |
209.50 |
1.5% |
50% |
True |
False |
645,467 |
| 10 |
13,979.25 |
13,202.75 |
776.50 |
5.7% |
184.25 |
1.3% |
68% |
True |
False |
640,624 |
| 20 |
13,979.25 |
12,863.75 |
1,115.50 |
8.1% |
190.50 |
1.4% |
78% |
True |
False |
632,510 |
| 40 |
13,979.25 |
12,634.25 |
1,345.00 |
9.8% |
197.00 |
1.4% |
81% |
True |
False |
611,149 |
| 60 |
13,979.25 |
11,806.25 |
2,173.00 |
15.8% |
224.00 |
1.6% |
88% |
True |
False |
546,386 |
| 80 |
13,979.25 |
11,806.25 |
2,173.00 |
15.8% |
239.25 |
1.7% |
88% |
True |
False |
410,109 |
| 100 |
13,979.25 |
10,870.00 |
3,109.25 |
22.6% |
243.50 |
1.8% |
92% |
True |
False |
328,261 |
| 120 |
13,979.25 |
10,870.00 |
3,109.25 |
22.6% |
250.00 |
1.8% |
92% |
True |
False |
273,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,123.50 |
|
2.618 |
14,684.25 |
|
1.618 |
14,415.00 |
|
1.000 |
14,248.50 |
|
0.618 |
14,145.75 |
|
HIGH |
13,979.25 |
|
0.618 |
13,876.50 |
|
0.500 |
13,844.50 |
|
0.382 |
13,812.75 |
|
LOW |
13,710.00 |
|
0.618 |
13,543.50 |
|
1.000 |
13,440.75 |
|
1.618 |
13,274.25 |
|
2.618 |
13,005.00 |
|
4.250 |
12,565.75 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
13,844.50 |
13,844.50 |
| PP |
13,806.00 |
13,806.00 |
| S1 |
13,767.50 |
13,767.50 |
|