| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,330.4 |
2,338.0 |
7.6 |
0.3% |
2,422.2 |
| High |
2,349.0 |
2,365.5 |
16.5 |
0.7% |
2,454.2 |
| Low |
2,326.3 |
2,333.8 |
7.5 |
0.3% |
2,326.3 |
| Close |
2,334.5 |
2,356.5 |
22.0 |
0.9% |
2,334.5 |
| Range |
22.7 |
31.7 |
9.0 |
39.6% |
127.9 |
| ATR |
39.9 |
39.3 |
-0.6 |
-1.5% |
0.0 |
| Volume |
178,343 |
316,223 |
137,880 |
77.3% |
1,216,704 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.0 |
2,433.5 |
2,373.9 |
|
| R3 |
2,415.3 |
2,401.8 |
2,365.2 |
|
| R2 |
2,383.6 |
2,383.6 |
2,362.3 |
|
| R1 |
2,370.1 |
2,370.1 |
2,359.4 |
2,376.9 |
| PP |
2,351.9 |
2,351.9 |
2,351.9 |
2,355.3 |
| S1 |
2,338.4 |
2,338.4 |
2,353.6 |
2,345.2 |
| S2 |
2,320.2 |
2,320.2 |
2,350.7 |
|
| S3 |
2,288.5 |
2,306.7 |
2,347.8 |
|
| S4 |
2,256.8 |
2,275.0 |
2,339.1 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.4 |
2,672.8 |
2,404.8 |
|
| R3 |
2,627.5 |
2,544.9 |
2,369.7 |
|
| R2 |
2,499.6 |
2,499.6 |
2,357.9 |
|
| R1 |
2,417.0 |
2,417.0 |
2,346.2 |
2,394.4 |
| PP |
2,371.7 |
2,371.7 |
2,371.7 |
2,360.3 |
| S1 |
2,289.1 |
2,289.1 |
2,322.8 |
2,266.5 |
| S2 |
2,243.8 |
2,243.8 |
2,311.1 |
|
| S3 |
2,115.9 |
2,161.2 |
2,299.3 |
|
| S4 |
1,988.0 |
2,033.3 |
2,264.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,438.2 |
2,326.3 |
111.9 |
4.7% |
38.8 |
1.6% |
27% |
False |
False |
250,299 |
| 10 |
2,454.2 |
2,326.3 |
127.9 |
5.4% |
37.8 |
1.6% |
24% |
False |
False |
238,442 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
37.6 |
1.6% |
42% |
False |
False |
232,227 |
| 40 |
2,454.2 |
2,267.1 |
187.1 |
7.9% |
40.9 |
1.7% |
48% |
False |
False |
251,753 |
| 60 |
2,454.2 |
2,108.5 |
345.7 |
14.7% |
37.2 |
1.6% |
72% |
False |
False |
199,719 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.6% |
33.1 |
1.4% |
78% |
False |
False |
151,981 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.6% |
31.3 |
1.3% |
78% |
False |
False |
122,506 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.6% |
30.1 |
1.3% |
78% |
False |
False |
102,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.2 |
|
2.618 |
2,448.5 |
|
1.618 |
2,416.8 |
|
1.000 |
2,397.2 |
|
0.618 |
2,385.1 |
|
HIGH |
2,365.5 |
|
0.618 |
2,353.4 |
|
0.500 |
2,349.7 |
|
0.382 |
2,345.9 |
|
LOW |
2,333.8 |
|
0.618 |
2,314.2 |
|
1.000 |
2,302.1 |
|
1.618 |
2,282.5 |
|
2.618 |
2,250.8 |
|
4.250 |
2,199.1 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,354.2 |
2,356.3 |
| PP |
2,351.9 |
2,356.2 |
| S1 |
2,349.7 |
2,356.0 |
|