| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,361.25 |
2,336.42 |
-24.83 |
-1.1% |
2,302.25 |
| High |
2,364.04 |
2,358.89 |
-5.15 |
-0.2% |
2,377.13 |
| Low |
2,333.98 |
2,335.59 |
1.61 |
0.1% |
2,292.55 |
| Close |
2,336.46 |
2,357.97 |
21.51 |
0.9% |
2,360.54 |
| Range |
30.06 |
23.30 |
-6.76 |
-22.5% |
84.58 |
| ATR |
32.90 |
32.21 |
-0.69 |
-2.1% |
0.00 |
| Volume |
5,253 |
5,376 |
123 |
2.3% |
26,260 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.72 |
2,412.64 |
2,370.79 |
|
| R3 |
2,397.42 |
2,389.34 |
2,364.38 |
|
| R2 |
2,374.12 |
2,374.12 |
2,362.24 |
|
| R1 |
2,366.04 |
2,366.04 |
2,360.11 |
2,370.08 |
| PP |
2,350.82 |
2,350.82 |
2,350.82 |
2,352.84 |
| S1 |
2,342.74 |
2,342.74 |
2,355.83 |
2,346.78 |
| S2 |
2,327.52 |
2,327.52 |
2,353.70 |
|
| S3 |
2,304.22 |
2,319.44 |
2,351.56 |
|
| S4 |
2,280.92 |
2,296.14 |
2,345.16 |
|
|
| 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% |
27.81 |
1.2% |
73% |
False |
False |
5,308 |
| 10 |
2,377.13 |
2,281.97 |
95.16 |
4.0% |
30.07 |
1.3% |
80% |
False |
False |
5,230 |
| 20 |
2,412.52 |
2,281.97 |
130.55 |
5.5% |
32.55 |
1.4% |
58% |
False |
False |
5,102 |
| 40 |
2,427.00 |
2,149.44 |
277.56 |
11.8% |
34.52 |
1.5% |
75% |
False |
False |
5,074 |
| 60 |
2,427.00 |
2,015.17 |
411.83 |
17.5% |
30.09 |
1.3% |
83% |
False |
False |
5,216 |
| 80 |
2,427.00 |
1,986.16 |
440.84 |
18.7% |
27.15 |
1.2% |
84% |
False |
False |
5,301 |
| 100 |
2,427.00 |
1,986.16 |
440.84 |
18.7% |
26.00 |
1.1% |
84% |
False |
False |
5,329 |
| 120 |
2,427.00 |
1,973.95 |
453.05 |
19.2% |
26.22 |
1.1% |
85% |
False |
False |
5,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,457.92 |
|
2.618 |
2,419.89 |
|
1.618 |
2,396.59 |
|
1.000 |
2,382.19 |
|
0.618 |
2,373.29 |
|
HIGH |
2,358.89 |
|
0.618 |
2,349.99 |
|
0.500 |
2,347.24 |
|
0.382 |
2,344.49 |
|
LOW |
2,335.59 |
|
0.618 |
2,321.19 |
|
1.000 |
2,312.29 |
|
1.618 |
2,297.89 |
|
2.618 |
2,274.59 |
|
4.250 |
2,236.57 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,354.39 |
2,357.17 |
| PP |
2,350.82 |
2,356.36 |
| S1 |
2,347.24 |
2,355.56 |
|