Trading Metrics calculated at close of trading on 22-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
Open |
3,500.8060 |
3,742.5390 |
241.7330 |
6.9% |
2,891.3860 |
High |
3,827.2070 |
3,805.6370 |
-21.5700 |
-0.6% |
3,116.9240 |
Low |
3,492.6650 |
3,668.1050 |
175.4400 |
5.0% |
2,864.3480 |
Close |
3,722.5890 |
3,747.4660 |
24.8770 |
0.7% |
3,090.5120 |
Range |
334.5420 |
137.5320 |
-197.0100 |
-58.9% |
252.5760 |
ATR |
197.8019 |
193.4969 |
-4.3050 |
-2.2% |
0.0000 |
Volume |
560,869 |
258,656 |
-302,213 |
-53.9% |
521,621 |
|
Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,152.9987 |
4,087.7643 |
3,823.1086 |
|
R3 |
4,015.4667 |
3,950.2323 |
3,785.2873 |
|
R2 |
3,877.9347 |
3,877.9347 |
3,772.6802 |
|
R1 |
3,812.7003 |
3,812.7003 |
3,760.0731 |
3,845.3175 |
PP |
3,740.4027 |
3,740.4027 |
3,740.4027 |
3,756.7113 |
S1 |
3,675.1683 |
3,675.1683 |
3,734.8589 |
3,707.7855 |
S2 |
3,602.8707 |
3,602.8707 |
3,722.2518 |
|
S3 |
3,465.3387 |
3,537.6363 |
3,709.6447 |
|
S4 |
3,327.8067 |
3,400.1043 |
3,671.8234 |
|
|
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 |
3,827.2070 |
2,925.5120 |
901.6950 |
24.1% |
253.0052 |
6.8% |
91% |
False |
False |
215,686 |
10 |
3,827.2070 |
2,864.3480 |
962.8590 |
25.7% |
188.2028 |
5.0% |
92% |
False |
False |
157,156 |
20 |
3,827.2070 |
2,846.4120 |
980.7950 |
26.2% |
174.5710 |
4.7% |
92% |
False |
False |
137,278 |
40 |
3,827.2070 |
2,846.4120 |
980.7950 |
26.2% |
192.1119 |
5.1% |
92% |
False |
False |
136,787 |
60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
33.2% |
220.4199 |
5.9% |
72% |
False |
False |
166,698 |
80 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
49.1% |
192.6278 |
5.1% |
81% |
False |
False |
166,815 |
100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
52.8% |
180.3117 |
4.8% |
83% |
False |
False |
172,405 |
120 |
4,090.3060 |
2,022.0890 |
2,068.2170 |
55.2% |
169.0386 |
4.5% |
83% |
False |
False |
174,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,390.1480 |
2.618 |
4,165.6958 |
1.618 |
4,028.1638 |
1.000 |
3,943.1690 |
0.618 |
3,890.6318 |
HIGH |
3,805.6370 |
0.618 |
3,753.0998 |
0.500 |
3,736.8710 |
0.382 |
3,720.6422 |
LOW |
3,668.1050 |
0.618 |
3,583.1102 |
1.000 |
3,530.5730 |
1.618 |
3,445.5782 |
2.618 |
3,308.0462 |
4.250 |
3,083.5940 |
|
|
Fisher Pivots for day following 22-May-2024 |
Pivot |
1 day |
3 day |
R1 |
3,743.9343 |
3,644.5407 |
PP |
3,740.4027 |
3,541.6153 |
S1 |
3,736.8710 |
3,438.6900 |
|