| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,979.3 |
1,998.4 |
19.1 |
1.0% |
2,033.0 |
| High |
2,005.8 |
2,003.5 |
-2.3 |
-0.1% |
2,046.5 |
| Low |
1,974.9 |
1,989.3 |
14.4 |
0.7% |
1,973.0 |
| Close |
2,000.3 |
1,995.7 |
-4.6 |
-0.2% |
2,000.3 |
| Range |
30.9 |
14.2 |
-16.7 |
-54.0% |
73.5 |
| ATR |
29.2 |
28.1 |
-1.1 |
-3.7% |
0.0 |
| Volume |
29,513 |
48,369 |
18,856 |
63.9% |
167,187 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.8 |
2,031.4 |
2,003.5 |
|
| R3 |
2,024.6 |
2,017.2 |
1,999.6 |
|
| R2 |
2,010.4 |
2,010.4 |
1,998.3 |
|
| R1 |
2,003.0 |
2,003.0 |
1,997.0 |
1,999.6 |
| PP |
1,996.2 |
1,996.2 |
1,996.2 |
1,994.5 |
| S1 |
1,988.8 |
1,988.8 |
1,994.4 |
1,985.4 |
| S2 |
1,982.0 |
1,982.0 |
1,993.1 |
|
| S3 |
1,967.8 |
1,974.6 |
1,991.8 |
|
| S4 |
1,953.6 |
1,960.4 |
1,987.9 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.1 |
2,187.2 |
2,040.7 |
|
| R3 |
2,153.6 |
2,113.7 |
2,020.5 |
|
| R2 |
2,080.1 |
2,080.1 |
2,013.8 |
|
| R1 |
2,040.2 |
2,040.2 |
2,007.0 |
2,023.4 |
| PP |
2,006.6 |
2,006.6 |
2,006.6 |
1,998.2 |
| S1 |
1,966.7 |
1,966.7 |
1,993.6 |
1,949.9 |
| S2 |
1,933.1 |
1,933.1 |
1,986.8 |
|
| S3 |
1,859.6 |
1,893.2 |
1,980.1 |
|
| S4 |
1,786.1 |
1,819.7 |
1,959.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,042.0 |
1,973.0 |
69.0 |
3.5% |
26.3 |
1.3% |
33% |
False |
False |
34,770 |
| 10 |
2,075.3 |
1,973.0 |
102.3 |
5.1% |
24.6 |
1.2% |
22% |
False |
False |
42,397 |
| 20 |
2,102.2 |
1,973.0 |
129.2 |
6.5% |
28.4 |
1.4% |
18% |
False |
False |
31,844 |
| 40 |
2,102.2 |
1,973.0 |
129.2 |
6.5% |
28.9 |
1.4% |
18% |
False |
False |
18,190 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
29.5 |
1.5% |
58% |
False |
False |
13,104 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
28.2 |
1.4% |
58% |
False |
False |
10,148 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
27.1 |
1.4% |
58% |
False |
False |
8,386 |
| 120 |
2,102.2 |
1,805.2 |
297.0 |
14.9% |
26.1 |
1.3% |
64% |
False |
False |
7,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,063.9 |
|
2.618 |
2,040.7 |
|
1.618 |
2,026.5 |
|
1.000 |
2,017.7 |
|
0.618 |
2,012.3 |
|
HIGH |
2,003.5 |
|
0.618 |
1,998.1 |
|
0.500 |
1,996.4 |
|
0.382 |
1,994.7 |
|
LOW |
1,989.3 |
|
0.618 |
1,980.5 |
|
1.000 |
1,975.1 |
|
1.618 |
1,966.3 |
|
2.618 |
1,952.1 |
|
4.250 |
1,929.0 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,996.4 |
1,993.9 |
| PP |
1,996.2 |
1,992.0 |
| S1 |
1,995.9 |
1,990.2 |
|