| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,376.72 |
2,414.40 |
37.68 |
1.6% |
2,361.25 |
| High |
2,418.48 |
2,449.34 |
30.86 |
1.3% |
2,418.48 |
| Low |
2,375.25 |
2,413.05 |
37.80 |
1.6% |
2,333.98 |
| Close |
2,414.61 |
2,425.45 |
10.84 |
0.4% |
2,414.61 |
| Range |
43.23 |
36.29 |
-6.94 |
-16.1% |
84.50 |
| ATR |
32.54 |
32.81 |
0.27 |
0.8% |
0.00 |
| Volume |
5,316 |
4,709 |
-607 |
-11.4% |
26,469 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.15 |
2,518.09 |
2,445.41 |
|
| R3 |
2,501.86 |
2,481.80 |
2,435.43 |
|
| R2 |
2,465.57 |
2,465.57 |
2,432.10 |
|
| R1 |
2,445.51 |
2,445.51 |
2,428.78 |
2,455.54 |
| PP |
2,429.28 |
2,429.28 |
2,429.28 |
2,434.30 |
| S1 |
2,409.22 |
2,409.22 |
2,422.12 |
2,419.25 |
| S2 |
2,392.99 |
2,392.99 |
2,418.80 |
|
| S3 |
2,356.70 |
2,372.93 |
2,415.47 |
|
| S4 |
2,320.41 |
2,336.64 |
2,405.49 |
|
|
| 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 |
2,449.34 |
2,335.59 |
113.75 |
4.7% |
32.09 |
1.3% |
79% |
True |
False |
5,185 |
| 10 |
2,449.34 |
2,305.03 |
144.31 |
5.9% |
29.38 |
1.2% |
83% |
True |
False |
5,241 |
| 20 |
2,449.34 |
2,281.97 |
167.37 |
6.9% |
31.17 |
1.3% |
86% |
True |
False |
5,136 |
| 40 |
2,449.34 |
2,164.60 |
284.74 |
11.7% |
35.04 |
1.4% |
92% |
True |
False |
5,056 |
| 60 |
2,449.34 |
2,025.08 |
424.26 |
17.5% |
31.32 |
1.3% |
94% |
True |
False |
5,180 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.1% |
28.10 |
1.2% |
95% |
True |
False |
5,286 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.1% |
26.68 |
1.1% |
95% |
True |
False |
5,313 |
| 120 |
2,449.34 |
1,973.95 |
475.39 |
19.6% |
26.77 |
1.1% |
95% |
True |
False |
5,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.57 |
|
2.618 |
2,544.35 |
|
1.618 |
2,508.06 |
|
1.000 |
2,485.63 |
|
0.618 |
2,471.77 |
|
HIGH |
2,449.34 |
|
0.618 |
2,435.48 |
|
0.500 |
2,431.20 |
|
0.382 |
2,426.91 |
|
LOW |
2,413.05 |
|
0.618 |
2,390.62 |
|
1.000 |
2,376.76 |
|
1.618 |
2,354.33 |
|
2.618 |
2,318.04 |
|
4.250 |
2,258.82 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.20 |
2,420.59 |
| PP |
2,429.28 |
2,415.74 |
| S1 |
2,427.37 |
2,410.88 |
|