| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,336.42 |
2,358.02 |
21.60 |
0.9% |
2,302.25 |
| High |
2,358.89 |
2,389.51 |
30.62 |
1.3% |
2,377.13 |
| Low |
2,335.59 |
2,355.44 |
19.85 |
0.8% |
2,292.55 |
| Close |
2,357.97 |
2,386.60 |
28.63 |
1.2% |
2,360.54 |
| Range |
23.30 |
34.07 |
10.77 |
46.2% |
84.58 |
| ATR |
32.21 |
32.34 |
0.13 |
0.4% |
0.00 |
| Volume |
5,376 |
5,272 |
-104 |
-1.9% |
26,260 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.39 |
2,467.07 |
2,405.34 |
|
| R3 |
2,445.32 |
2,433.00 |
2,395.97 |
|
| R2 |
2,411.25 |
2,411.25 |
2,392.85 |
|
| R1 |
2,398.93 |
2,398.93 |
2,389.72 |
2,405.09 |
| PP |
2,377.18 |
2,377.18 |
2,377.18 |
2,380.27 |
| S1 |
2,364.86 |
2,364.86 |
2,383.48 |
2,371.02 |
| S2 |
2,343.11 |
2,343.11 |
2,380.35 |
|
| S3 |
2,309.04 |
2,330.79 |
2,377.23 |
|
| S4 |
2,274.97 |
2,296.72 |
2,367.86 |
|
|
| 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 |
2,389.51 |
2,307.65 |
81.86 |
3.4% |
31.55 |
1.3% |
96% |
True |
False |
5,286 |
| 10 |
2,389.51 |
2,285.07 |
104.44 |
4.4% |
29.09 |
1.2% |
97% |
True |
False |
5,248 |
| 20 |
2,412.52 |
2,281.97 |
130.55 |
5.5% |
32.69 |
1.4% |
80% |
False |
False |
5,112 |
| 40 |
2,427.00 |
2,151.06 |
275.94 |
11.6% |
35.05 |
1.5% |
85% |
False |
False |
5,067 |
| 60 |
2,427.00 |
2,016.41 |
410.59 |
17.2% |
30.41 |
1.3% |
90% |
False |
False |
5,209 |
| 80 |
2,427.00 |
1,986.16 |
440.84 |
18.5% |
27.43 |
1.1% |
91% |
False |
False |
5,300 |
| 100 |
2,427.00 |
1,986.16 |
440.84 |
18.5% |
26.19 |
1.1% |
91% |
False |
False |
5,326 |
| 120 |
2,427.00 |
1,973.95 |
453.05 |
19.0% |
26.26 |
1.1% |
91% |
False |
False |
5,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.31 |
|
2.618 |
2,478.71 |
|
1.618 |
2,444.64 |
|
1.000 |
2,423.58 |
|
0.618 |
2,410.57 |
|
HIGH |
2,389.51 |
|
0.618 |
2,376.50 |
|
0.500 |
2,372.48 |
|
0.382 |
2,368.45 |
|
LOW |
2,355.44 |
|
0.618 |
2,334.38 |
|
1.000 |
2,321.37 |
|
1.618 |
2,300.31 |
|
2.618 |
2,266.24 |
|
4.250 |
2,210.64 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.89 |
2,378.32 |
| PP |
2,377.18 |
2,370.03 |
| S1 |
2,372.48 |
2,361.75 |
|