| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,425.4 |
2,383.0 |
-42.4 |
-1.7% |
2,369.1 |
| High |
2,430.5 |
2,385.7 |
-44.8 |
-1.8% |
2,427.4 |
| Low |
2,378.0 |
2,328.1 |
-49.9 |
-2.1% |
2,337.6 |
| Close |
2,392.9 |
2,337.2 |
-55.7 |
-2.3% |
2,417.4 |
| Range |
52.5 |
57.6 |
5.1 |
9.7% |
89.8 |
| ATR |
39.4 |
41.2 |
1.8 |
4.6% |
0.0 |
| Volume |
253,852 |
273,658 |
19,806 |
7.8% |
1,094,573 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.1 |
2,487.8 |
2,368.9 |
|
| R3 |
2,465.5 |
2,430.2 |
2,353.0 |
|
| R2 |
2,407.9 |
2,407.9 |
2,347.8 |
|
| R1 |
2,372.6 |
2,372.6 |
2,342.5 |
2,361.5 |
| PP |
2,350.3 |
2,350.3 |
2,350.3 |
2,344.8 |
| S1 |
2,315.0 |
2,315.0 |
2,331.9 |
2,303.9 |
| S2 |
2,292.7 |
2,292.7 |
2,326.6 |
|
| S3 |
2,235.1 |
2,257.4 |
2,321.4 |
|
| S4 |
2,177.5 |
2,199.8 |
2,305.5 |
|
|
| 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 |
2,328.1 |
126.1 |
5.4% |
46.5 |
2.0% |
7% |
False |
True |
251,382 |
| 10 |
2,454.2 |
2,328.1 |
126.1 |
5.4% |
39.0 |
1.7% |
7% |
False |
True |
240,817 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
37.6 |
1.6% |
31% |
False |
False |
225,415 |
| 40 |
2,454.2 |
2,207.5 |
246.7 |
10.6% |
41.7 |
1.8% |
53% |
False |
False |
251,164 |
| 60 |
2,454.2 |
2,056.1 |
398.1 |
17.0% |
37.5 |
1.6% |
71% |
False |
False |
192,418 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
33.2 |
1.4% |
73% |
False |
False |
145,999 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
31.3 |
1.3% |
73% |
False |
False |
117,616 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
30.9 |
1.3% |
73% |
False |
False |
98,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.5 |
|
2.618 |
2,536.5 |
|
1.618 |
2,478.9 |
|
1.000 |
2,443.3 |
|
0.618 |
2,421.3 |
|
HIGH |
2,385.7 |
|
0.618 |
2,363.7 |
|
0.500 |
2,356.9 |
|
0.382 |
2,350.1 |
|
LOW |
2,328.1 |
|
0.618 |
2,292.5 |
|
1.000 |
2,270.5 |
|
1.618 |
2,234.9 |
|
2.618 |
2,177.3 |
|
4.250 |
2,083.3 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,356.9 |
2,383.2 |
| PP |
2,350.3 |
2,367.8 |
| S1 |
2,343.8 |
2,352.5 |
|