Trading Metrics calculated at close of trading on 20-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
Open |
2,937.8440 |
3,090.0470 |
152.2030 |
5.2% |
2,891.3860 |
High |
3,116.9240 |
3,542.0810 |
425.1570 |
13.6% |
3,116.9240 |
Low |
2,925.5120 |
3,050.1730 |
124.6610 |
4.3% |
2,864.3480 |
Close |
3,090.5120 |
3,500.8060 |
410.2940 |
13.3% |
3,090.5120 |
Range |
191.4120 |
491.9080 |
300.4960 |
157.0% |
252.5760 |
ATR |
163.8508 |
187.2835 |
23.4327 |
14.3% |
0.0000 |
Volume |
133,777 |
3,023 |
-130,754 |
-97.7% |
521,621 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,840.0773 |
4,662.3497 |
3,771.3554 |
|
R3 |
4,348.1693 |
4,170.4417 |
3,636.0807 |
|
R2 |
3,856.2613 |
3,856.2613 |
3,590.9891 |
|
R1 |
3,678.5337 |
3,678.5337 |
3,545.8976 |
3,767.3975 |
PP |
3,364.3533 |
3,364.3533 |
3,364.3533 |
3,408.7853 |
S1 |
3,186.6257 |
3,186.6257 |
3,455.7144 |
3,275.4895 |
S2 |
2,872.4453 |
2,872.4453 |
3,410.6229 |
|
S3 |
2,380.5373 |
2,694.7177 |
3,365.5313 |
|
S4 |
1,888.6293 |
2,202.8097 |
3,230.2566 |
|
|
Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,781.6560 |
3,688.6600 |
3,229.4288 |
|
R3 |
3,529.0800 |
3,436.0840 |
3,159.9704 |
|
R2 |
3,276.5040 |
3,276.5040 |
3,136.8176 |
|
R1 |
3,183.5080 |
3,183.5080 |
3,113.6648 |
3,230.0060 |
PP |
3,023.9280 |
3,023.9280 |
3,023.9280 |
3,047.1770 |
S1 |
2,930.9320 |
2,930.9320 |
3,067.3592 |
2,977.4300 |
S2 |
2,771.3520 |
2,771.3520 |
3,044.2064 |
|
S3 |
2,518.7760 |
2,678.3560 |
3,021.0536 |
|
S4 |
2,266.2000 |
2,425.7800 |
2,951.5952 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,542.0810 |
2,864.3480 |
677.7330 |
19.4% |
209.7714 |
6.0% |
94% |
True |
False |
104,663 |
10 |
3,542.0810 |
2,864.3480 |
677.7330 |
19.4% |
162.3539 |
4.6% |
94% |
True |
False |
94,481 |
20 |
3,542.0810 |
2,846.4120 |
695.6690 |
19.9% |
164.9837 |
4.7% |
94% |
True |
False |
108,681 |
40 |
3,724.8090 |
2,846.4120 |
878.3970 |
25.1% |
193.2879 |
5.5% |
74% |
False |
False |
120,692 |
60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
35.5% |
219.1607 |
6.3% |
53% |
False |
False |
157,873 |
80 |
4,090.3060 |
2,195.7070 |
1,894.5990 |
54.1% |
188.6920 |
5.4% |
69% |
False |
False |
158,497 |
100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.5% |
178.2987 |
5.1% |
70% |
False |
False |
170,252 |
120 |
4,090.3060 |
1,996.0630 |
2,094.2430 |
59.8% |
166.2049 |
4.7% |
72% |
False |
False |
170,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,632.6900 |
2.618 |
4,829.8961 |
1.618 |
4,337.9881 |
1.000 |
4,033.9890 |
0.618 |
3,846.0801 |
HIGH |
3,542.0810 |
0.618 |
3,354.1721 |
0.500 |
3,296.1270 |
0.382 |
3,238.0819 |
LOW |
3,050.1730 |
0.618 |
2,746.1739 |
1.000 |
2,558.2650 |
1.618 |
2,254.2659 |
2.618 |
1,762.3579 |
4.250 |
959.5640 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
3,432.5797 |
3,411.8028 |
PP |
3,364.3533 |
3,322.7997 |
S1 |
3,296.1270 |
3,233.7965 |
|