| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,338.34 |
2,343.05 |
4.71 |
0.2% |
2,351.66 |
| High |
2,349.80 |
2,357.11 |
7.31 |
0.3% |
2,361.81 |
| Low |
2,324.23 |
2,321.60 |
-2.63 |
-0.1% |
2,321.60 |
| Close |
2,343.00 |
2,327.82 |
-15.18 |
-0.6% |
2,327.82 |
| Range |
25.57 |
35.51 |
9.94 |
38.9% |
40.21 |
| ATR |
32.06 |
32.31 |
0.25 |
0.8% |
0.00 |
| Volume |
5,186 |
5,179 |
-7 |
-0.1% |
20,932 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,442.04 |
2,420.44 |
2,347.35 |
|
| R3 |
2,406.53 |
2,384.93 |
2,337.59 |
|
| R2 |
2,371.02 |
2,371.02 |
2,334.33 |
|
| R1 |
2,349.42 |
2,349.42 |
2,331.08 |
2,342.47 |
| PP |
2,335.51 |
2,335.51 |
2,335.51 |
2,332.03 |
| S1 |
2,313.91 |
2,313.91 |
2,324.56 |
2,306.96 |
| S2 |
2,300.00 |
2,300.00 |
2,321.31 |
|
| S3 |
2,264.49 |
2,278.40 |
2,318.05 |
|
| S4 |
2,228.98 |
2,242.89 |
2,308.29 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.71 |
2,432.97 |
2,349.94 |
|
| R3 |
2,417.50 |
2,392.76 |
2,338.88 |
|
| R2 |
2,377.29 |
2,377.29 |
2,335.19 |
|
| R1 |
2,352.55 |
2,352.55 |
2,331.51 |
2,344.82 |
| PP |
2,337.08 |
2,337.08 |
2,337.08 |
2,333.21 |
| S1 |
2,312.34 |
2,312.34 |
2,324.13 |
2,304.61 |
| S2 |
2,296.87 |
2,296.87 |
2,320.45 |
|
| S3 |
2,256.66 |
2,272.13 |
2,316.76 |
|
| S4 |
2,216.45 |
2,231.92 |
2,305.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,361.81 |
2,321.60 |
40.21 |
1.7% |
24.86 |
1.1% |
15% |
False |
True |
5,228 |
| 10 |
2,449.34 |
2,321.60 |
127.74 |
5.5% |
32.99 |
1.4% |
5% |
False |
True |
5,120 |
| 20 |
2,449.34 |
2,285.07 |
164.27 |
7.1% |
30.34 |
1.3% |
26% |
False |
False |
5,193 |
| 40 |
2,449.34 |
2,270.21 |
179.13 |
7.7% |
35.65 |
1.5% |
32% |
False |
False |
5,047 |
| 60 |
2,449.34 |
2,145.06 |
304.28 |
13.1% |
32.32 |
1.4% |
60% |
False |
False |
5,123 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
29.13 |
1.3% |
74% |
False |
False |
5,252 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
27.36 |
1.2% |
74% |
False |
False |
5,292 |
| 120 |
2,449.34 |
1,973.95 |
475.39 |
20.4% |
26.74 |
1.1% |
74% |
False |
False |
5,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,508.03 |
|
2.618 |
2,450.08 |
|
1.618 |
2,414.57 |
|
1.000 |
2,392.62 |
|
0.618 |
2,379.06 |
|
HIGH |
2,357.11 |
|
0.618 |
2,343.55 |
|
0.500 |
2,339.36 |
|
0.382 |
2,335.16 |
|
LOW |
2,321.60 |
|
0.618 |
2,299.65 |
|
1.000 |
2,286.09 |
|
1.618 |
2,264.14 |
|
2.618 |
2,228.63 |
|
4.250 |
2,170.68 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,339.36 |
2,341.57 |
| PP |
2,335.51 |
2,336.99 |
| S1 |
2,331.67 |
2,332.40 |
|