Trading Metrics calculated at close of trading on 28-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
Open |
3,753.7560 |
3,890.5340 |
136.7780 |
3.6% |
3,090.0470 |
High |
3,877.5870 |
3,924.1650 |
46.5780 |
1.2% |
3,940.4060 |
Low |
3,648.8550 |
3,785.2610 |
136.4060 |
3.7% |
3,050.1730 |
Close |
3,733.4500 |
3,829.9910 |
96.5410 |
2.6% |
3,733.4500 |
Range |
228.7320 |
138.9040 |
-89.8280 |
-39.3% |
890.2330 |
ATR |
200.7370 |
200.0212 |
-0.7159 |
-0.4% |
0.0000 |
Volume |
314,301 |
154,941 |
-159,360 |
-50.7% |
1,534,989 |
|
Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.1843 |
4,185.4917 |
3,906.3882 |
|
R3 |
4,124.2803 |
4,046.5877 |
3,868.1896 |
|
R2 |
3,985.3763 |
3,985.3763 |
3,855.4567 |
|
R1 |
3,907.6837 |
3,907.6837 |
3,842.7239 |
3,877.0780 |
PP |
3,846.4723 |
3,846.4723 |
3,846.4723 |
3,831.1695 |
S1 |
3,768.7797 |
3,768.7797 |
3,817.2581 |
3,738.1740 |
S2 |
3,707.5683 |
3,707.5683 |
3,804.5253 |
|
S3 |
3,568.6643 |
3,629.8757 |
3,791.7924 |
|
S4 |
3,429.7603 |
3,490.9717 |
3,753.5938 |
|
|
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 |
3,492.6650 |
447.7410 |
11.7% |
220.8840 |
5.8% |
75% |
False |
False |
337,381 |
10 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
28.1% |
215.3277 |
5.6% |
90% |
False |
False |
221,022 |
20 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
28.6% |
183.8686 |
4.8% |
90% |
False |
False |
167,784 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
28.6% |
193.9314 |
5.1% |
90% |
False |
False |
150,192 |
60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
32.5% |
221.1543 |
5.8% |
79% |
False |
False |
168,934 |
80 |
4,090.3060 |
2,269.1870 |
1,821.1190 |
47.5% |
197.2786 |
5.2% |
86% |
False |
False |
172,805 |
100 |
4,090.3060 |
2,169.5890 |
1,920.7170 |
50.1% |
181.7794 |
4.7% |
86% |
False |
False |
172,231 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
51.7% |
171.9044 |
4.5% |
87% |
False |
False |
178,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,514.5070 |
2.618 |
4,287.8157 |
1.618 |
4,148.9117 |
1.000 |
4,063.0690 |
0.618 |
4,010.0077 |
HIGH |
3,924.1650 |
0.618 |
3,871.1037 |
0.500 |
3,854.7130 |
0.382 |
3,838.3223 |
LOW |
3,785.2610 |
0.618 |
3,699.4183 |
1.000 |
3,646.3570 |
1.618 |
3,560.5143 |
2.618 |
3,421.6103 |
4.250 |
3,194.9190 |
|
|
Fisher Pivots for day following 28-May-2024 |
Pivot |
1 day |
3 day |
R1 |
3,854.7130 |
3,818.2042 |
PP |
3,846.4723 |
3,806.4173 |
S1 |
3,838.2317 |
3,794.6305 |
|