| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,358.02 |
2,386.52 |
28.50 |
1.2% |
2,302.25 |
| High |
2,389.51 |
2,396.00 |
6.49 |
0.3% |
2,377.13 |
| Low |
2,355.44 |
2,372.42 |
16.98 |
0.7% |
2,292.55 |
| Close |
2,386.60 |
2,376.71 |
-9.89 |
-0.4% |
2,360.54 |
| Range |
34.07 |
23.58 |
-10.49 |
-30.8% |
84.58 |
| ATR |
32.34 |
31.72 |
-0.63 |
-1.9% |
0.00 |
| Volume |
5,272 |
5,252 |
-20 |
-0.4% |
26,260 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.45 |
2,438.16 |
2,389.68 |
|
| R3 |
2,428.87 |
2,414.58 |
2,383.19 |
|
| R2 |
2,405.29 |
2,405.29 |
2,381.03 |
|
| R1 |
2,391.00 |
2,391.00 |
2,378.87 |
2,386.36 |
| PP |
2,381.71 |
2,381.71 |
2,381.71 |
2,379.39 |
| S1 |
2,367.42 |
2,367.42 |
2,374.55 |
2,362.78 |
| S2 |
2,358.13 |
2,358.13 |
2,372.39 |
|
| S3 |
2,334.55 |
2,343.84 |
2,370.23 |
|
| S4 |
2,310.97 |
2,320.26 |
2,363.74 |
|
|
| 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 |
2,396.00 |
2,333.98 |
62.02 |
2.6% |
28.51 |
1.2% |
69% |
True |
False |
5,263 |
| 10 |
2,396.00 |
2,285.07 |
110.93 |
4.7% |
27.69 |
1.2% |
83% |
True |
False |
5,266 |
| 20 |
2,412.52 |
2,281.97 |
130.55 |
5.5% |
32.43 |
1.4% |
73% |
False |
False |
5,118 |
| 40 |
2,427.00 |
2,159.42 |
267.58 |
11.3% |
34.74 |
1.5% |
81% |
False |
False |
5,062 |
| 60 |
2,427.00 |
2,016.41 |
410.59 |
17.3% |
30.63 |
1.3% |
88% |
False |
False |
5,201 |
| 80 |
2,427.00 |
1,986.16 |
440.84 |
18.5% |
27.52 |
1.2% |
89% |
False |
False |
5,298 |
| 100 |
2,427.00 |
1,986.16 |
440.84 |
18.5% |
26.28 |
1.1% |
89% |
False |
False |
5,323 |
| 120 |
2,427.00 |
1,973.95 |
453.05 |
19.1% |
26.31 |
1.1% |
89% |
False |
False |
5,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,496.22 |
|
2.618 |
2,457.73 |
|
1.618 |
2,434.15 |
|
1.000 |
2,419.58 |
|
0.618 |
2,410.57 |
|
HIGH |
2,396.00 |
|
0.618 |
2,386.99 |
|
0.500 |
2,384.21 |
|
0.382 |
2,381.43 |
|
LOW |
2,372.42 |
|
0.618 |
2,357.85 |
|
1.000 |
2,348.84 |
|
1.618 |
2,334.27 |
|
2.618 |
2,310.69 |
|
4.250 |
2,272.21 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.21 |
2,373.07 |
| PP |
2,381.71 |
2,369.43 |
| S1 |
2,379.21 |
2,365.80 |
|