| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,345.84 |
2,361.25 |
15.41 |
0.7% |
2,302.25 |
| High |
2,377.13 |
2,364.04 |
-13.09 |
-0.6% |
2,377.13 |
| Low |
2,345.58 |
2,333.98 |
-11.60 |
-0.5% |
2,292.55 |
| Close |
2,360.54 |
2,336.46 |
-24.08 |
-1.0% |
2,360.54 |
| Range |
31.55 |
30.06 |
-1.49 |
-4.7% |
84.58 |
| ATR |
33.12 |
32.90 |
-0.22 |
-0.7% |
0.00 |
| Volume |
5,163 |
5,253 |
90 |
1.7% |
26,260 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.01 |
2,415.79 |
2,352.99 |
|
| R3 |
2,404.95 |
2,385.73 |
2,344.73 |
|
| R2 |
2,374.89 |
2,374.89 |
2,341.97 |
|
| R1 |
2,355.67 |
2,355.67 |
2,339.22 |
2,350.25 |
| PP |
2,344.83 |
2,344.83 |
2,344.83 |
2,342.12 |
| S1 |
2,325.61 |
2,325.61 |
2,333.70 |
2,320.19 |
| S2 |
2,314.77 |
2,314.77 |
2,330.95 |
|
| S3 |
2,284.71 |
2,295.55 |
2,328.19 |
|
| S4 |
2,254.65 |
2,265.49 |
2,319.93 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.15 |
2,563.42 |
2,407.06 |
|
| R3 |
2,512.57 |
2,478.84 |
2,383.80 |
|
| R2 |
2,427.99 |
2,427.99 |
2,376.05 |
|
| R1 |
2,394.26 |
2,394.26 |
2,368.29 |
2,411.13 |
| PP |
2,343.41 |
2,343.41 |
2,343.41 |
2,351.84 |
| S1 |
2,309.68 |
2,309.68 |
2,352.79 |
2,326.55 |
| S2 |
2,258.83 |
2,258.83 |
2,345.03 |
|
| S3 |
2,174.25 |
2,225.10 |
2,337.28 |
|
| S4 |
2,089.67 |
2,140.52 |
2,314.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,377.13 |
2,305.03 |
72.10 |
3.1% |
26.66 |
1.1% |
44% |
False |
False |
5,298 |
| 10 |
2,377.13 |
2,281.97 |
95.16 |
4.1% |
32.74 |
1.4% |
57% |
False |
False |
5,165 |
| 20 |
2,412.52 |
2,281.97 |
130.55 |
5.6% |
32.91 |
1.4% |
42% |
False |
False |
5,072 |
| 40 |
2,427.00 |
2,146.66 |
280.34 |
12.0% |
34.33 |
1.5% |
68% |
False |
False |
5,076 |
| 60 |
2,427.00 |
1,996.67 |
430.33 |
18.4% |
30.00 |
1.3% |
79% |
False |
False |
5,222 |
| 80 |
2,427.00 |
1,986.16 |
440.84 |
18.9% |
27.06 |
1.2% |
79% |
False |
False |
5,302 |
| 100 |
2,427.00 |
1,986.16 |
440.84 |
18.9% |
26.01 |
1.1% |
79% |
False |
False |
5,331 |
| 120 |
2,427.00 |
1,966.26 |
460.74 |
19.7% |
26.18 |
1.1% |
80% |
False |
False |
5,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.80 |
|
2.618 |
2,442.74 |
|
1.618 |
2,412.68 |
|
1.000 |
2,394.10 |
|
0.618 |
2,382.62 |
|
HIGH |
2,364.04 |
|
0.618 |
2,352.56 |
|
0.500 |
2,349.01 |
|
0.382 |
2,345.46 |
|
LOW |
2,333.98 |
|
0.618 |
2,315.40 |
|
1.000 |
2,303.92 |
|
1.618 |
2,285.34 |
|
2.618 |
2,255.28 |
|
4.250 |
2,206.23 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.01 |
2,342.39 |
| PP |
2,344.83 |
2,340.41 |
| S1 |
2,340.64 |
2,338.44 |
|