Trading Metrics calculated at close of trading on 24-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
Open |
3,747.6910 |
3,753.7560 |
6.0650 |
0.2% |
3,090.0470 |
High |
3,940.4060 |
3,877.5870 |
-62.8190 |
-1.6% |
3,940.4060 |
Low |
3,675.6960 |
3,648.8550 |
-26.8410 |
-0.7% |
3,050.1730 |
Close |
3,754.3220 |
3,733.4500 |
-20.8720 |
-0.6% |
3,733.4500 |
Range |
264.7100 |
228.7320 |
-35.9780 |
-13.6% |
890.2330 |
ATR |
198.5836 |
200.7370 |
2.1535 |
1.1% |
0.0000 |
Volume |
398,140 |
314,301 |
-83,839 |
-21.1% |
1,534,989 |
|
Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,439.4933 |
4,315.2037 |
3,859.2526 |
|
R3 |
4,210.7613 |
4,086.4717 |
3,796.3513 |
|
R2 |
3,982.0293 |
3,982.0293 |
3,775.3842 |
|
R1 |
3,857.7397 |
3,857.7397 |
3,754.4171 |
3,805.5185 |
PP |
3,753.2973 |
3,753.2973 |
3,753.2973 |
3,727.1868 |
S1 |
3,629.0077 |
3,629.0077 |
3,712.4829 |
3,576.7865 |
S2 |
3,524.5653 |
3,524.5653 |
3,691.5158 |
|
S3 |
3,295.8333 |
3,400.2757 |
3,670.5487 |
|
S4 |
3,067.1013 |
3,171.5437 |
3,607.6474 |
|
|
Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,245.3753 |
5,879.6457 |
4,223.0782 |
|
R3 |
5,355.1423 |
4,989.4127 |
3,978.2641 |
|
R2 |
4,464.9093 |
4,464.9093 |
3,896.6594 |
|
R1 |
4,099.1797 |
4,099.1797 |
3,815.0547 |
4,282.0445 |
PP |
3,574.6763 |
3,574.6763 |
3,574.6763 |
3,666.1088 |
S1 |
3,208.9467 |
3,208.9467 |
3,651.8453 |
3,391.8115 |
S2 |
2,684.4433 |
2,684.4433 |
3,570.2406 |
|
S3 |
1,794.2103 |
2,318.7137 |
3,488.6359 |
|
S4 |
903.9773 |
1,428.4807 |
3,243.8219 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,940.4060 |
3,050.1730 |
890.2330 |
23.8% |
291.4848 |
7.8% |
77% |
False |
False |
306,997 |
10 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
28.8% |
212.2317 |
5.7% |
81% |
False |
False |
205,661 |
20 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.3% |
190.2314 |
5.1% |
81% |
False |
False |
160,105 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.3% |
196.3056 |
5.3% |
81% |
False |
False |
146,359 |
60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
33.3% |
221.1617 |
5.9% |
71% |
False |
False |
166,383 |
80 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
49.3% |
196.3186 |
5.3% |
81% |
False |
False |
172,304 |
100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
53.0% |
183.1242 |
4.9% |
82% |
False |
False |
174,636 |
120 |
4,090.3060 |
2,083.3560 |
2,006.9500 |
53.8% |
172.3269 |
4.6% |
82% |
False |
False |
177,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,849.6980 |
2.618 |
4,476.4074 |
1.618 |
4,247.6754 |
1.000 |
4,106.3190 |
0.618 |
4,018.9434 |
HIGH |
3,877.5870 |
0.618 |
3,790.2114 |
0.500 |
3,763.2210 |
0.382 |
3,736.2306 |
LOW |
3,648.8550 |
0.618 |
3,507.4986 |
1.000 |
3,420.1230 |
1.618 |
3,278.7666 |
2.618 |
3,050.0346 |
4.250 |
2,676.7440 |
|
|
Fisher Pivots for day following 24-May-2024 |
Pivot |
1 day |
3 day |
R1 |
3,763.2210 |
3,794.6305 |
PP |
3,753.2973 |
3,774.2370 |
S1 |
3,743.3737 |
3,753.8435 |
|