| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,328.51 |
2,351.66 |
23.15 |
1.0% |
2,414.40 |
| High |
2,344.83 |
2,361.81 |
16.98 |
0.7% |
2,449.34 |
| Low |
2,327.07 |
2,341.10 |
14.03 |
0.6% |
2,327.07 |
| Close |
2,334.23 |
2,361.02 |
26.79 |
1.1% |
2,334.23 |
| Range |
17.76 |
20.71 |
2.95 |
16.6% |
122.27 |
| ATR |
33.59 |
33.16 |
-0.43 |
-1.3% |
0.00 |
| Volume |
5,211 |
5,283 |
72 |
1.4% |
24,954 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.77 |
2,409.61 |
2,372.41 |
|
| R3 |
2,396.06 |
2,388.90 |
2,366.72 |
|
| R2 |
2,375.35 |
2,375.35 |
2,364.82 |
|
| R1 |
2,368.19 |
2,368.19 |
2,362.92 |
2,371.77 |
| PP |
2,354.64 |
2,354.64 |
2,354.64 |
2,356.44 |
| S1 |
2,347.48 |
2,347.48 |
2,359.12 |
2,351.06 |
| S2 |
2,333.93 |
2,333.93 |
2,357.22 |
|
| S3 |
2,313.22 |
2,326.77 |
2,355.32 |
|
| S4 |
2,292.51 |
2,306.06 |
2,349.63 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.02 |
2,657.90 |
2,401.48 |
|
| R3 |
2,614.75 |
2,535.63 |
2,367.85 |
|
| R2 |
2,492.48 |
2,492.48 |
2,356.65 |
|
| R1 |
2,413.36 |
2,413.36 |
2,345.44 |
2,391.79 |
| PP |
2,370.21 |
2,370.21 |
2,370.21 |
2,359.43 |
| S1 |
2,291.09 |
2,291.09 |
2,323.02 |
2,269.52 |
| S2 |
2,247.94 |
2,247.94 |
2,311.81 |
|
| S3 |
2,125.67 |
2,168.82 |
2,300.61 |
|
| S4 |
2,003.40 |
2,046.55 |
2,266.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,432.26 |
2,327.07 |
105.19 |
4.5% |
32.91 |
1.4% |
32% |
False |
False |
5,105 |
| 10 |
2,449.34 |
2,327.07 |
122.27 |
5.2% |
32.50 |
1.4% |
28% |
False |
False |
5,145 |
| 20 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
32.62 |
1.4% |
47% |
False |
False |
5,155 |
| 40 |
2,449.34 |
2,248.01 |
201.33 |
8.5% |
35.57 |
1.5% |
56% |
False |
False |
5,038 |
| 60 |
2,449.34 |
2,079.74 |
369.60 |
15.7% |
32.38 |
1.4% |
76% |
False |
False |
5,131 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
28.91 |
1.2% |
81% |
False |
False |
5,262 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
27.21 |
1.2% |
81% |
False |
False |
5,296 |
| 120 |
2,449.34 |
1,973.95 |
475.39 |
20.1% |
26.54 |
1.1% |
81% |
False |
False |
5,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.83 |
|
2.618 |
2,416.03 |
|
1.618 |
2,395.32 |
|
1.000 |
2,382.52 |
|
0.618 |
2,374.61 |
|
HIGH |
2,361.81 |
|
0.618 |
2,353.90 |
|
0.500 |
2,351.46 |
|
0.382 |
2,349.01 |
|
LOW |
2,341.10 |
|
0.618 |
2,328.30 |
|
1.000 |
2,320.39 |
|
1.618 |
2,307.59 |
|
2.618 |
2,286.88 |
|
4.250 |
2,253.08 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.83 |
2,359.07 |
| PP |
2,354.64 |
2,357.11 |
| S1 |
2,351.46 |
2,355.16 |
|