| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
3,022.3170 |
2,891.3860 |
-130.9310 |
-4.3% |
3,115.8250 |
| High |
3,056.0800 |
2,984.6980 |
-71.3820 |
-2.3% |
3,220.2970 |
| Low |
2,885.0930 |
2,876.7540 |
-8.3390 |
-0.3% |
2,885.0930 |
| Close |
2,892.2200 |
2,953.9890 |
61.7690 |
2.1% |
2,892.2200 |
| Range |
170.9870 |
107.9440 |
-63.0430 |
-36.9% |
335.2040 |
| ATR |
176.4559 |
171.5622 |
-4.8937 |
-2.8% |
0.0000 |
| Volume |
134,485 |
1,329 |
-133,156 |
-99.0% |
421,318 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262.3123 |
3,216.0947 |
3,013.3582 |
|
| R3 |
3,154.3683 |
3,108.1507 |
2,983.6736 |
|
| R2 |
3,046.4243 |
3,046.4243 |
2,973.7787 |
|
| R1 |
3,000.2067 |
3,000.2067 |
2,963.8839 |
3,023.3155 |
| PP |
2,938.4803 |
2,938.4803 |
2,938.4803 |
2,950.0348 |
| S1 |
2,892.2627 |
2,892.2627 |
2,944.0941 |
2,915.3715 |
| S2 |
2,830.5363 |
2,830.5363 |
2,934.1993 |
|
| S3 |
2,722.5923 |
2,784.3187 |
2,924.3044 |
|
| S4 |
2,614.6483 |
2,676.3747 |
2,894.6198 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.8153 |
3,783.7217 |
3,076.5822 |
|
| R3 |
3,669.6113 |
3,448.5177 |
2,984.4011 |
|
| R2 |
3,334.4073 |
3,334.4073 |
2,953.6741 |
|
| R1 |
3,113.3137 |
3,113.3137 |
2,922.9470 |
3,056.2585 |
| PP |
2,999.2033 |
2,999.2033 |
2,999.2033 |
2,970.6758 |
| S1 |
2,778.1097 |
2,778.1097 |
2,861.4930 |
2,721.0545 |
| S2 |
2,663.9993 |
2,663.9993 |
2,830.7659 |
|
| S3 |
2,328.7953 |
2,442.9057 |
2,800.0389 |
|
| S4 |
1,993.5913 |
2,107.7017 |
2,707.8578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,129.4580 |
2,876.7540 |
252.7040 |
8.6% |
114.9364 |
3.9% |
31% |
False |
True |
84,300 |
| 10 |
3,244.7700 |
2,846.4120 |
398.3580 |
13.5% |
152.4094 |
5.2% |
27% |
False |
False |
114,547 |
| 20 |
3,347.2560 |
2,846.4120 |
500.8440 |
17.0% |
158.0929 |
5.4% |
21% |
False |
False |
117,916 |
| 40 |
3,779.0420 |
2,846.4120 |
932.6300 |
31.6% |
205.1867 |
6.9% |
12% |
False |
False |
131,254 |
| 60 |
4,090.3060 |
2,761.2530 |
1,329.0530 |
45.0% |
211.0793 |
7.1% |
15% |
False |
False |
168,401 |
| 80 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
65.0% |
182.6534 |
6.2% |
41% |
False |
False |
161,539 |
| 100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
67.0% |
173.1444 |
5.9% |
43% |
False |
False |
176,404 |
| 120 |
4,090.3060 |
1,919.5750 |
2,170.7310 |
73.5% |
162.2070 |
5.5% |
48% |
False |
False |
171,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,443.4600 |
|
2.618 |
3,267.2954 |
|
1.618 |
3,159.3514 |
|
1.000 |
3,092.6420 |
|
0.618 |
3,051.4074 |
|
HIGH |
2,984.6980 |
|
0.618 |
2,943.4634 |
|
0.500 |
2,930.7260 |
|
0.382 |
2,917.9886 |
|
LOW |
2,876.7540 |
|
0.618 |
2,810.0446 |
|
1.000 |
2,768.8100 |
|
1.618 |
2,702.1006 |
|
2.618 |
2,594.1566 |
|
4.250 |
2,417.9920 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,946.2347 |
2,966.4170 |
| PP |
2,938.4803 |
2,962.2743 |
| S1 |
2,930.7260 |
2,958.1317 |
|