| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,953.9480 |
2,890.9540 |
-62.9940 |
-2.1% |
3,115.8250 |
| High |
2,956.3200 |
3,029.0730 |
72.7530 |
2.5% |
3,220.2970 |
| Low |
2,864.3480 |
2,865.1400 |
0.7920 |
0.0% |
2,885.0930 |
| Close |
2,891.7320 |
3,023.2740 |
131.5420 |
4.5% |
2,892.2200 |
| Range |
91.9720 |
163.9330 |
71.9610 |
78.2% |
335.2040 |
| ATR |
165.8772 |
165.7383 |
-0.1389 |
-0.1% |
0.0000 |
| Volume |
120,618 |
143,790 |
23,172 |
19.2% |
421,318 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,464.2947 |
3,407.7173 |
3,113.4372 |
|
| R3 |
3,300.3617 |
3,243.7843 |
3,068.3556 |
|
| R2 |
3,136.4287 |
3,136.4287 |
3,053.3284 |
|
| R1 |
3,079.8513 |
3,079.8513 |
3,038.3012 |
3,108.1400 |
| PP |
2,972.4957 |
2,972.4957 |
2,972.4957 |
2,986.6400 |
| S1 |
2,915.9183 |
2,915.9183 |
3,008.2468 |
2,944.2070 |
| S2 |
2,808.5627 |
2,808.5627 |
2,993.2196 |
|
| S3 |
2,644.6297 |
2,751.9853 |
2,978.1924 |
|
| S4 |
2,480.6967 |
2,588.0523 |
2,933.1109 |
|
|
| 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 |
3,056.0800 |
2,864.3480 |
191.7320 |
6.3% |
123.4004 |
4.1% |
83% |
False |
False |
98,627 |
| 10 |
3,220.2970 |
2,864.3480 |
355.9490 |
11.8% |
127.5637 |
4.2% |
45% |
False |
False |
96,200 |
| 20 |
3,347.2560 |
2,846.4120 |
500.8440 |
16.6% |
154.6344 |
5.1% |
35% |
False |
False |
112,875 |
| 40 |
3,724.8090 |
2,846.4120 |
878.3970 |
29.1% |
193.9831 |
6.4% |
20% |
False |
False |
127,931 |
| 60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
41.1% |
211.7575 |
7.0% |
14% |
False |
False |
165,020 |
| 80 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
63.5% |
182.5651 |
6.0% |
44% |
False |
False |
162,692 |
| 100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
65.5% |
173.4786 |
5.7% |
46% |
False |
False |
174,571 |
| 120 |
4,090.3060 |
1,932.7500 |
2,157.5560 |
71.4% |
162.4318 |
5.4% |
51% |
False |
False |
171,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,725.7883 |
|
2.618 |
3,458.2496 |
|
1.618 |
3,294.3166 |
|
1.000 |
3,193.0060 |
|
0.618 |
3,130.3836 |
|
HIGH |
3,029.0730 |
|
0.618 |
2,966.4506 |
|
0.500 |
2,947.1065 |
|
0.382 |
2,927.7624 |
|
LOW |
2,865.1400 |
|
0.618 |
2,763.8294 |
|
1.000 |
2,701.2070 |
|
1.618 |
2,599.8964 |
|
2.618 |
2,435.9634 |
|
4.250 |
2,168.4248 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,997.8848 |
2,997.7528 |
| PP |
2,972.4957 |
2,972.2317 |
| S1 |
2,947.1065 |
2,946.7105 |
|