| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,362.5 |
2,336.9 |
-25.6 |
-1.1% |
2,422.2 |
| High |
2,363.7 |
2,349.7 |
-14.0 |
-0.6% |
2,454.2 |
| Low |
2,334.2 |
2,320.8 |
-13.4 |
-0.6% |
2,326.3 |
| Close |
2,341.2 |
2,342.9 |
1.7 |
0.1% |
2,334.5 |
| Range |
29.5 |
28.9 |
-0.6 |
-2.0% |
127.9 |
| ATR |
38.6 |
37.9 |
-0.7 |
-1.8% |
0.0 |
| Volume |
119,317 |
32,587 |
-86,730 |
-72.7% |
1,216,704 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.5 |
2,412.6 |
2,358.8 |
|
| R3 |
2,395.6 |
2,383.7 |
2,350.8 |
|
| R2 |
2,366.7 |
2,366.7 |
2,348.2 |
|
| R1 |
2,354.8 |
2,354.8 |
2,345.5 |
2,360.8 |
| PP |
2,337.8 |
2,337.8 |
2,337.8 |
2,340.8 |
| S1 |
2,325.9 |
2,325.9 |
2,340.3 |
2,331.9 |
| S2 |
2,308.9 |
2,308.9 |
2,337.6 |
|
| S3 |
2,280.0 |
2,297.0 |
2,335.0 |
|
| S4 |
2,251.1 |
2,268.1 |
2,327.0 |
|
|
| 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 |
2,385.7 |
2,320.8 |
64.9 |
2.8% |
34.1 |
1.5% |
34% |
False |
True |
184,025 |
| 10 |
2,454.2 |
2,320.8 |
133.4 |
5.7% |
37.3 |
1.6% |
17% |
False |
True |
209,441 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
35.6 |
1.5% |
34% |
False |
False |
217,000 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
40.5 |
1.7% |
34% |
False |
False |
242,256 |
| 60 |
2,454.2 |
2,152.7 |
301.5 |
12.9% |
37.0 |
1.6% |
63% |
False |
False |
201,186 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
33.1 |
1.4% |
75% |
False |
False |
153,632 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
31.3 |
1.3% |
75% |
False |
False |
123,965 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
30.2 |
1.3% |
75% |
False |
False |
103,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,472.5 |
|
2.618 |
2,425.4 |
|
1.618 |
2,396.5 |
|
1.000 |
2,378.6 |
|
0.618 |
2,367.6 |
|
HIGH |
2,349.7 |
|
0.618 |
2,338.7 |
|
0.500 |
2,335.3 |
|
0.382 |
2,331.8 |
|
LOW |
2,320.8 |
|
0.618 |
2,302.9 |
|
1.000 |
2,291.9 |
|
1.618 |
2,274.0 |
|
2.618 |
2,245.1 |
|
4.250 |
2,198.0 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.4 |
2,343.2 |
| PP |
2,337.8 |
2,343.1 |
| S1 |
2,335.3 |
2,343.0 |
|