| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,431.5 |
2,425.4 |
-6.1 |
-0.3% |
2,369.1 |
| High |
2,438.2 |
2,430.5 |
-7.7 |
-0.3% |
2,427.4 |
| Low |
2,408.5 |
2,378.0 |
-30.5 |
-1.3% |
2,337.6 |
| Close |
2,425.9 |
2,392.9 |
-33.0 |
-1.4% |
2,417.4 |
| Range |
29.7 |
52.5 |
22.8 |
76.8% |
89.8 |
| ATR |
38.4 |
39.4 |
1.0 |
2.6% |
0.0 |
| Volume |
229,421 |
253,852 |
24,431 |
10.6% |
1,094,573 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.0 |
2,527.9 |
2,421.8 |
|
| R3 |
2,505.5 |
2,475.4 |
2,407.3 |
|
| R2 |
2,453.0 |
2,453.0 |
2,402.5 |
|
| R1 |
2,422.9 |
2,422.9 |
2,397.7 |
2,411.7 |
| PP |
2,400.5 |
2,400.5 |
2,400.5 |
2,394.9 |
| S1 |
2,370.4 |
2,370.4 |
2,388.1 |
2,359.2 |
| S2 |
2,348.0 |
2,348.0 |
2,383.3 |
|
| S3 |
2,295.5 |
2,317.9 |
2,378.5 |
|
| S4 |
2,243.0 |
2,265.4 |
2,364.0 |
|
|
| 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 |
2,375.2 |
79.0 |
3.3% |
40.5 |
1.7% |
22% |
False |
False |
234,856 |
| 10 |
2,454.2 |
2,312.9 |
141.3 |
5.9% |
37.4 |
1.6% |
57% |
False |
False |
238,360 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.1% |
36.8 |
1.5% |
64% |
False |
False |
222,955 |
| 40 |
2,454.2 |
2,193.7 |
260.5 |
10.9% |
40.8 |
1.7% |
76% |
False |
False |
249,109 |
| 60 |
2,454.2 |
2,053.6 |
400.6 |
16.7% |
36.8 |
1.5% |
85% |
False |
False |
187,939 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.3% |
32.8 |
1.4% |
86% |
False |
False |
142,655 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.3% |
30.9 |
1.3% |
86% |
False |
False |
114,888 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.3% |
30.6 |
1.3% |
86% |
False |
False |
96,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.6 |
|
2.618 |
2,567.9 |
|
1.618 |
2,515.4 |
|
1.000 |
2,483.0 |
|
0.618 |
2,462.9 |
|
HIGH |
2,430.5 |
|
0.618 |
2,410.4 |
|
0.500 |
2,404.3 |
|
0.382 |
2,398.1 |
|
LOW |
2,378.0 |
|
0.618 |
2,345.6 |
|
1.000 |
2,325.5 |
|
1.618 |
2,293.1 |
|
2.618 |
2,240.6 |
|
4.250 |
2,154.9 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,404.3 |
2,416.1 |
| PP |
2,400.5 |
2,408.4 |
| S1 |
2,396.7 |
2,400.6 |
|