| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,998.8 |
2,015.5 |
16.7 |
0.8% |
2,039.3 |
| High |
2,020.2 |
2,031.2 |
11.0 |
0.5% |
2,043.2 |
| Low |
1,988.6 |
2,010.6 |
22.0 |
1.1% |
1,992.7 |
| Close |
2,015.5 |
2,020.4 |
4.9 |
0.2% |
2,001.4 |
| Range |
31.6 |
20.6 |
-11.0 |
-34.8% |
50.5 |
| ATR |
26.6 |
26.2 |
-0.4 |
-1.6% |
0.0 |
| Volume |
2,462 |
2,957 |
495 |
20.1% |
11,900 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.5 |
2,072.1 |
2,031.7 |
|
| R3 |
2,061.9 |
2,051.5 |
2,026.1 |
|
| R2 |
2,041.3 |
2,041.3 |
2,024.2 |
|
| R1 |
2,030.9 |
2,030.9 |
2,022.3 |
2,036.1 |
| PP |
2,020.7 |
2,020.7 |
2,020.7 |
2,023.4 |
| S1 |
2,010.3 |
2,010.3 |
2,018.5 |
2,015.5 |
| S2 |
2,000.1 |
2,000.1 |
2,016.6 |
|
| S3 |
1,979.5 |
1,989.7 |
2,014.7 |
|
| S4 |
1,958.9 |
1,969.1 |
2,009.1 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.9 |
2,133.2 |
2,029.2 |
|
| R3 |
2,113.4 |
2,082.7 |
2,015.3 |
|
| R2 |
2,062.9 |
2,062.9 |
2,010.7 |
|
| R1 |
2,032.2 |
2,032.2 |
2,006.0 |
2,022.3 |
| PP |
2,012.4 |
2,012.4 |
2,012.4 |
2,007.5 |
| S1 |
1,981.7 |
1,981.7 |
1,996.8 |
1,971.8 |
| S2 |
1,961.9 |
1,961.9 |
1,992.1 |
|
| S3 |
1,911.4 |
1,931.2 |
1,987.5 |
|
| S4 |
1,860.9 |
1,880.7 |
1,973.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.2 |
1,988.6 |
54.6 |
2.7% |
25.3 |
1.3% |
58% |
False |
False |
2,808 |
| 10 |
2,052.9 |
1,988.6 |
64.3 |
3.2% |
24.3 |
1.2% |
49% |
False |
False |
2,420 |
| 20 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
26.0 |
1.3% |
23% |
False |
False |
2,907 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
27.2 |
1.3% |
23% |
False |
False |
2,383 |
| 60 |
2,129.7 |
1,885.2 |
244.5 |
12.1% |
29.2 |
1.4% |
55% |
False |
False |
2,079 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.4 |
1.3% |
56% |
False |
False |
1,667 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.1 |
1.3% |
56% |
False |
False |
1,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.8 |
|
2.618 |
2,085.1 |
|
1.618 |
2,064.5 |
|
1.000 |
2,051.8 |
|
0.618 |
2,043.9 |
|
HIGH |
2,031.2 |
|
0.618 |
2,023.3 |
|
0.500 |
2,020.9 |
|
0.382 |
2,018.5 |
|
LOW |
2,010.6 |
|
0.618 |
1,997.9 |
|
1.000 |
1,990.0 |
|
1.618 |
1,977.3 |
|
2.618 |
1,956.7 |
|
4.250 |
1,923.1 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.9 |
2,016.9 |
| PP |
2,020.7 |
2,013.4 |
| S1 |
2,020.6 |
2,009.9 |
|