| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,386.52 |
2,376.72 |
-9.80 |
-0.4% |
2,361.25 |
| High |
2,396.00 |
2,418.48 |
22.48 |
0.9% |
2,418.48 |
| Low |
2,372.42 |
2,375.25 |
2.83 |
0.1% |
2,333.98 |
| Close |
2,376.71 |
2,414.61 |
37.90 |
1.6% |
2,414.61 |
| Range |
23.58 |
43.23 |
19.65 |
83.3% |
84.50 |
| ATR |
31.72 |
32.54 |
0.82 |
2.6% |
0.00 |
| Volume |
5,252 |
5,316 |
64 |
1.2% |
26,469 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.47 |
2,516.77 |
2,438.39 |
|
| R3 |
2,489.24 |
2,473.54 |
2,426.50 |
|
| R2 |
2,446.01 |
2,446.01 |
2,422.54 |
|
| R1 |
2,430.31 |
2,430.31 |
2,418.57 |
2,438.16 |
| PP |
2,402.78 |
2,402.78 |
2,402.78 |
2,406.71 |
| S1 |
2,387.08 |
2,387.08 |
2,410.65 |
2,394.93 |
| S2 |
2,359.55 |
2,359.55 |
2,406.68 |
|
| S3 |
2,316.32 |
2,343.85 |
2,402.72 |
|
| S4 |
2,273.09 |
2,300.62 |
2,390.83 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.52 |
2,613.07 |
2,461.09 |
|
| R3 |
2,558.02 |
2,528.57 |
2,437.85 |
|
| R2 |
2,473.52 |
2,473.52 |
2,430.10 |
|
| R1 |
2,444.07 |
2,444.07 |
2,422.36 |
2,458.80 |
| PP |
2,389.02 |
2,389.02 |
2,389.02 |
2,396.39 |
| S1 |
2,359.57 |
2,359.57 |
2,406.86 |
2,374.30 |
| S2 |
2,304.52 |
2,304.52 |
2,399.12 |
|
| S3 |
2,220.02 |
2,275.07 |
2,391.37 |
|
| S4 |
2,135.52 |
2,190.57 |
2,368.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,418.48 |
2,333.98 |
84.50 |
3.5% |
30.85 |
1.3% |
95% |
True |
False |
5,293 |
| 10 |
2,418.48 |
2,292.55 |
125.93 |
5.2% |
29.43 |
1.2% |
97% |
True |
False |
5,272 |
| 20 |
2,418.48 |
2,281.97 |
136.51 |
5.7% |
32.69 |
1.4% |
97% |
True |
False |
5,145 |
| 40 |
2,427.00 |
2,159.42 |
267.58 |
11.1% |
34.78 |
1.4% |
95% |
False |
False |
5,070 |
| 60 |
2,427.00 |
2,016.41 |
410.59 |
17.0% |
31.12 |
1.3% |
97% |
False |
False |
5,195 |
| 80 |
2,427.00 |
1,986.16 |
440.84 |
18.3% |
27.77 |
1.2% |
97% |
False |
False |
5,296 |
| 100 |
2,427.00 |
1,986.16 |
440.84 |
18.3% |
26.47 |
1.1% |
97% |
False |
False |
5,322 |
| 120 |
2,427.00 |
1,973.95 |
453.05 |
18.8% |
26.58 |
1.1% |
97% |
False |
False |
5,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,602.21 |
|
2.618 |
2,531.66 |
|
1.618 |
2,488.43 |
|
1.000 |
2,461.71 |
|
0.618 |
2,445.20 |
|
HIGH |
2,418.48 |
|
0.618 |
2,401.97 |
|
0.500 |
2,396.87 |
|
0.382 |
2,391.76 |
|
LOW |
2,375.25 |
|
0.618 |
2,348.53 |
|
1.000 |
2,332.02 |
|
1.618 |
2,305.30 |
|
2.618 |
2,262.07 |
|
4.250 |
2,191.52 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,408.70 |
2,405.39 |
| PP |
2,402.78 |
2,396.18 |
| S1 |
2,396.87 |
2,386.96 |
|