| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,891.3860 |
2,953.9480 |
62.5620 |
2.2% |
3,115.8250 |
| High |
2,984.6980 |
2,956.3200 |
-28.3780 |
-1.0% |
3,220.2970 |
| Low |
2,876.7540 |
2,864.3480 |
-12.4060 |
-0.4% |
2,885.0930 |
| Close |
2,953.9890 |
2,891.7320 |
-62.2570 |
-2.1% |
2,892.2200 |
| Range |
107.9440 |
91.9720 |
-15.9720 |
-14.8% |
335.2040 |
| ATR |
171.5622 |
165.8772 |
-5.6850 |
-3.3% |
0.0000 |
| Volume |
1,329 |
120,618 |
119,289 |
8,975.8% |
421,318 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,180.0493 |
3,127.8627 |
2,942.3166 |
|
| R3 |
3,088.0773 |
3,035.8907 |
2,917.0243 |
|
| R2 |
2,996.1053 |
2,996.1053 |
2,908.5935 |
|
| R1 |
2,943.9187 |
2,943.9187 |
2,900.1628 |
2,924.0260 |
| PP |
2,904.1333 |
2,904.1333 |
2,904.1333 |
2,894.1870 |
| S1 |
2,851.9467 |
2,851.9467 |
2,883.3012 |
2,832.0540 |
| S2 |
2,812.1613 |
2,812.1613 |
2,874.8705 |
|
| S3 |
2,720.1893 |
2,759.9747 |
2,866.4397 |
|
| S4 |
2,628.2173 |
2,668.0027 |
2,841.1474 |
|
|
| 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 |
3,059.1040 |
2,864.3480 |
194.7560 |
6.7% |
114.1448 |
3.9% |
14% |
False |
True |
90,079 |
| 10 |
3,220.2970 |
2,846.4120 |
373.8850 |
12.9% |
129.0481 |
4.5% |
12% |
False |
False |
107,344 |
| 20 |
3,347.2560 |
2,846.4120 |
500.8440 |
17.3% |
156.3425 |
5.4% |
9% |
False |
False |
114,286 |
| 40 |
3,724.8090 |
2,846.4120 |
878.3970 |
30.4% |
198.4434 |
6.9% |
5% |
False |
False |
134,223 |
| 60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
43.0% |
211.0048 |
7.3% |
4% |
False |
False |
167,252 |
| 80 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
66.4% |
182.7243 |
6.3% |
38% |
False |
False |
160,895 |
| 100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
68.4% |
172.8806 |
6.0% |
39% |
False |
False |
175,621 |
| 120 |
4,090.3060 |
1,932.7500 |
2,157.5560 |
74.6% |
161.7444 |
5.6% |
44% |
False |
False |
172,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,347.2010 |
|
2.618 |
3,197.1027 |
|
1.618 |
3,105.1307 |
|
1.000 |
3,048.2920 |
|
0.618 |
3,013.1587 |
|
HIGH |
2,956.3200 |
|
0.618 |
2,921.1867 |
|
0.500 |
2,910.3340 |
|
0.382 |
2,899.4813 |
|
LOW |
2,864.3480 |
|
0.618 |
2,807.5093 |
|
1.000 |
2,772.3760 |
|
1.618 |
2,715.5373 |
|
2.618 |
2,623.5653 |
|
4.250 |
2,473.4670 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,910.3340 |
2,960.2140 |
| PP |
2,904.1333 |
2,937.3867 |
| S1 |
2,897.9327 |
2,914.5593 |
|