| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,313.5 |
2,312.8 |
-0.7 |
0.0% |
2,347.6 |
| High |
2,330.7 |
2,341.9 |
11.2 |
0.5% |
2,358.9 |
| Low |
2,285.2 |
2,300.6 |
15.4 |
0.7% |
2,285.2 |
| Close |
2,308.6 |
2,331.2 |
22.6 |
1.0% |
2,308.6 |
| Range |
45.5 |
41.3 |
-4.2 |
-9.2% |
73.7 |
| ATR |
42.6 |
42.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
231,400 |
191,895 |
-39,505 |
-17.1% |
1,068,815 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.5 |
2,431.1 |
2,353.9 |
|
| R3 |
2,407.2 |
2,389.8 |
2,342.6 |
|
| R2 |
2,365.9 |
2,365.9 |
2,338.8 |
|
| R1 |
2,348.5 |
2,348.5 |
2,335.0 |
2,357.2 |
| PP |
2,324.6 |
2,324.6 |
2,324.6 |
2,328.9 |
| S1 |
2,307.2 |
2,307.2 |
2,327.4 |
2,315.9 |
| S2 |
2,283.3 |
2,283.3 |
2,323.6 |
|
| S3 |
2,242.0 |
2,265.9 |
2,319.8 |
|
| S4 |
2,200.7 |
2,224.6 |
2,308.5 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.7 |
2,497.3 |
2,349.1 |
|
| R3 |
2,465.0 |
2,423.6 |
2,328.9 |
|
| R2 |
2,391.3 |
2,391.3 |
2,322.1 |
|
| R1 |
2,349.9 |
2,349.9 |
2,315.4 |
2,333.8 |
| PP |
2,317.6 |
2,317.6 |
2,317.6 |
2,309.5 |
| S1 |
2,276.2 |
2,276.2 |
2,301.8 |
2,260.1 |
| S2 |
2,243.9 |
2,243.9 |
2,295.1 |
|
| S3 |
2,170.2 |
2,202.5 |
2,288.3 |
|
| S4 |
2,096.5 |
2,128.8 |
2,268.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,347.6 |
2,285.2 |
62.4 |
2.7% |
45.6 |
2.0% |
74% |
False |
False |
214,680 |
| 10 |
2,364.4 |
2,285.2 |
79.2 |
3.4% |
39.3 |
1.7% |
58% |
False |
False |
211,411 |
| 20 |
2,448.8 |
2,285.2 |
163.6 |
7.0% |
44.9 |
1.9% |
28% |
False |
False |
257,608 |
| 40 |
2,448.8 |
2,170.8 |
278.0 |
11.9% |
38.6 |
1.7% |
58% |
False |
False |
203,595 |
| 60 |
2,448.8 |
2,016.3 |
432.5 |
18.6% |
33.7 |
1.4% |
73% |
False |
False |
142,512 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.6% |
31.1 |
1.3% |
73% |
False |
False |
108,276 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.6% |
29.5 |
1.3% |
73% |
False |
False |
87,189 |
| 120 |
2,448.8 |
1,994.8 |
454.0 |
19.5% |
29.2 |
1.3% |
74% |
False |
False |
73,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.4 |
|
2.618 |
2,450.0 |
|
1.618 |
2,408.7 |
|
1.000 |
2,383.2 |
|
0.618 |
2,367.4 |
|
HIGH |
2,341.9 |
|
0.618 |
2,326.1 |
|
0.500 |
2,321.3 |
|
0.382 |
2,316.4 |
|
LOW |
2,300.6 |
|
0.618 |
2,275.1 |
|
1.000 |
2,259.3 |
|
1.618 |
2,233.8 |
|
2.618 |
2,192.5 |
|
4.250 |
2,125.1 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,327.9 |
2,325.3 |
| PP |
2,324.6 |
2,319.4 |
| S1 |
2,321.3 |
2,313.6 |
|