| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,414.40 |
2,425.51 |
11.11 |
0.5% |
2,361.25 |
| High |
2,449.34 |
2,432.26 |
-17.08 |
-0.7% |
2,418.48 |
| Low |
2,413.05 |
2,410.32 |
-2.73 |
-0.1% |
2,333.98 |
| Close |
2,425.45 |
2,420.91 |
-4.54 |
-0.2% |
2,414.61 |
| Range |
36.29 |
21.94 |
-14.35 |
-39.5% |
84.50 |
| ATR |
32.81 |
32.03 |
-0.78 |
-2.4% |
0.00 |
| Volume |
4,709 |
5,019 |
310 |
6.6% |
26,469 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.98 |
2,475.89 |
2,432.98 |
|
| R3 |
2,465.04 |
2,453.95 |
2,426.94 |
|
| R2 |
2,443.10 |
2,443.10 |
2,424.93 |
|
| R1 |
2,432.01 |
2,432.01 |
2,422.92 |
2,426.59 |
| PP |
2,421.16 |
2,421.16 |
2,421.16 |
2,418.45 |
| S1 |
2,410.07 |
2,410.07 |
2,418.90 |
2,404.65 |
| S2 |
2,399.22 |
2,399.22 |
2,416.89 |
|
| S3 |
2,377.28 |
2,388.13 |
2,414.88 |
|
| S4 |
2,355.34 |
2,366.19 |
2,408.84 |
|
|
| 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 |
2,355.44 |
93.90 |
3.9% |
31.82 |
1.3% |
70% |
False |
False |
5,113 |
| 10 |
2,449.34 |
2,305.03 |
144.31 |
6.0% |
29.82 |
1.2% |
80% |
False |
False |
5,211 |
| 20 |
2,449.34 |
2,281.97 |
167.37 |
6.9% |
30.32 |
1.3% |
83% |
False |
False |
5,142 |
| 40 |
2,449.34 |
2,168.69 |
280.65 |
11.6% |
35.23 |
1.5% |
90% |
False |
False |
5,050 |
| 60 |
2,449.34 |
2,025.08 |
424.26 |
17.5% |
31.51 |
1.3% |
93% |
False |
False |
5,170 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.1% |
28.26 |
1.2% |
94% |
False |
False |
5,278 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.1% |
26.70 |
1.1% |
94% |
False |
False |
5,307 |
| 120 |
2,449.34 |
1,973.95 |
475.39 |
19.6% |
26.70 |
1.1% |
94% |
False |
False |
5,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.51 |
|
2.618 |
2,489.70 |
|
1.618 |
2,467.76 |
|
1.000 |
2,454.20 |
|
0.618 |
2,445.82 |
|
HIGH |
2,432.26 |
|
0.618 |
2,423.88 |
|
0.500 |
2,421.29 |
|
0.382 |
2,418.70 |
|
LOW |
2,410.32 |
|
0.618 |
2,396.76 |
|
1.000 |
2,388.38 |
|
1.618 |
2,374.82 |
|
2.618 |
2,352.88 |
|
4.250 |
2,317.08 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,421.29 |
2,418.04 |
| PP |
2,421.16 |
2,415.17 |
| S1 |
2,421.04 |
2,412.30 |
|