| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,322.0 |
2,316.5 |
-5.5 |
-0.2% |
2,347.6 |
| High |
2,329.6 |
2,354.2 |
24.6 |
1.1% |
2,358.9 |
| Low |
2,311.4 |
2,312.9 |
1.5 |
0.1% |
2,285.2 |
| Close |
2,322.3 |
2,340.3 |
18.0 |
0.8% |
2,308.6 |
| Range |
18.2 |
41.3 |
23.1 |
126.9% |
73.7 |
| ATR |
39.3 |
39.5 |
0.1 |
0.4% |
0.0 |
| Volume |
214,693 |
249,092 |
34,399 |
16.0% |
1,068,815 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.7 |
2,441.3 |
2,363.0 |
|
| R3 |
2,418.4 |
2,400.0 |
2,351.7 |
|
| R2 |
2,377.1 |
2,377.1 |
2,347.9 |
|
| R1 |
2,358.7 |
2,358.7 |
2,344.1 |
2,367.9 |
| PP |
2,335.8 |
2,335.8 |
2,335.8 |
2,340.4 |
| S1 |
2,317.4 |
2,317.4 |
2,336.5 |
2,326.6 |
| S2 |
2,294.5 |
2,294.5 |
2,332.7 |
|
| S3 |
2,253.2 |
2,276.1 |
2,328.9 |
|
| S4 |
2,211.9 |
2,234.8 |
2,317.6 |
|
|
| 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 |
2,354.2 |
2,285.2 |
69.0 |
2.9% |
33.4 |
1.4% |
80% |
True |
False |
218,340 |
| 10 |
2,364.4 |
2,285.2 |
79.2 |
3.4% |
36.2 |
1.5% |
70% |
False |
False |
210,012 |
| 20 |
2,448.8 |
2,285.2 |
163.6 |
7.0% |
42.8 |
1.8% |
34% |
False |
False |
246,335 |
| 40 |
2,448.8 |
2,170.8 |
278.0 |
11.9% |
38.8 |
1.7% |
61% |
False |
False |
214,912 |
| 60 |
2,448.8 |
2,016.3 |
432.5 |
18.5% |
33.7 |
1.4% |
75% |
False |
False |
153,301 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.5% |
30.8 |
1.3% |
75% |
False |
False |
116,466 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.5% |
29.4 |
1.3% |
75% |
False |
False |
93,740 |
| 120 |
2,448.8 |
2,016.3 |
432.5 |
18.5% |
29.3 |
1.3% |
75% |
False |
False |
78,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,529.7 |
|
2.618 |
2,462.3 |
|
1.618 |
2,421.0 |
|
1.000 |
2,395.5 |
|
0.618 |
2,379.7 |
|
HIGH |
2,354.2 |
|
0.618 |
2,338.4 |
|
0.500 |
2,333.6 |
|
0.382 |
2,328.7 |
|
LOW |
2,312.9 |
|
0.618 |
2,287.4 |
|
1.000 |
2,271.6 |
|
1.618 |
2,246.1 |
|
2.618 |
2,204.8 |
|
4.250 |
2,137.4 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,338.1 |
2,337.8 |
| PP |
2,335.8 |
2,335.3 |
| S1 |
2,333.6 |
2,332.8 |
|