| 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 |
2,422.2 |
2,431.5 |
9.3 |
0.4% |
2,369.1 |
| High |
2,454.2 |
2,438.2 |
-16.0 |
-0.7% |
2,427.4 |
| Low |
2,411.1 |
2,408.5 |
-2.6 |
-0.1% |
2,337.6 |
| Close |
2,438.5 |
2,425.9 |
-12.6 |
-0.5% |
2,417.4 |
| Range |
43.1 |
29.7 |
-13.4 |
-31.1% |
89.8 |
| ATR |
39.0 |
38.4 |
-0.6 |
-1.6% |
0.0 |
| Volume |
281,430 |
229,421 |
-52,009 |
-18.5% |
1,094,573 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.3 |
2,499.3 |
2,442.2 |
|
| R3 |
2,483.6 |
2,469.6 |
2,434.1 |
|
| R2 |
2,453.9 |
2,453.9 |
2,431.3 |
|
| R1 |
2,439.9 |
2,439.9 |
2,428.6 |
2,432.1 |
| PP |
2,424.2 |
2,424.2 |
2,424.2 |
2,420.3 |
| S1 |
2,410.2 |
2,410.2 |
2,423.2 |
2,402.4 |
| S2 |
2,394.5 |
2,394.5 |
2,420.5 |
|
| S3 |
2,364.8 |
2,380.5 |
2,417.7 |
|
| S4 |
2,335.1 |
2,350.8 |
2,409.6 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.5 |
2,630.3 |
2,466.8 |
|
| R3 |
2,573.7 |
2,540.5 |
2,442.1 |
|
| R2 |
2,483.9 |
2,483.9 |
2,433.9 |
|
| R1 |
2,450.7 |
2,450.7 |
2,425.6 |
2,467.3 |
| PP |
2,394.1 |
2,394.1 |
2,394.1 |
2,402.5 |
| S1 |
2,360.9 |
2,360.9 |
2,409.2 |
2,377.5 |
| S2 |
2,304.3 |
2,304.3 |
2,400.9 |
|
| S3 |
2,214.5 |
2,271.1 |
2,392.7 |
|
| S4 |
2,124.7 |
2,181.3 |
2,368.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,454.2 |
2,357.1 |
97.1 |
4.0% |
37.8 |
1.6% |
71% |
False |
False |
234,054 |
| 10 |
2,454.2 |
2,311.4 |
142.8 |
5.9% |
34.0 |
1.4% |
80% |
False |
False |
234,445 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.0% |
35.5 |
1.5% |
83% |
False |
False |
219,648 |
| 40 |
2,454.2 |
2,190.0 |
264.2 |
10.9% |
40.3 |
1.7% |
89% |
False |
False |
248,280 |
| 60 |
2,454.2 |
2,053.6 |
400.6 |
16.5% |
36.1 |
1.5% |
93% |
False |
False |
183,808 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.1% |
32.3 |
1.3% |
94% |
False |
False |
139,550 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.1% |
30.6 |
1.3% |
94% |
False |
False |
112,382 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.1% |
30.3 |
1.2% |
94% |
False |
False |
94,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,564.4 |
|
2.618 |
2,516.0 |
|
1.618 |
2,486.3 |
|
1.000 |
2,467.9 |
|
0.618 |
2,456.6 |
|
HIGH |
2,438.2 |
|
0.618 |
2,426.9 |
|
0.500 |
2,423.4 |
|
0.382 |
2,419.8 |
|
LOW |
2,408.5 |
|
0.618 |
2,390.1 |
|
1.000 |
2,378.8 |
|
1.618 |
2,360.4 |
|
2.618 |
2,330.7 |
|
4.250 |
2,282.3 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,425.1 |
2,422.6 |
| PP |
2,424.2 |
2,419.3 |
| S1 |
2,423.4 |
2,416.0 |
|