| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
5,078.0 |
5,077.0 |
-1.0 |
0.0% |
4,914.0 |
| High |
5,086.0 |
5,089.0 |
3.0 |
0.1% |
5,090.0 |
| Low |
5,063.0 |
5,047.0 |
-16.0 |
-0.3% |
4,901.0 |
| Close |
5,074.0 |
5,078.0 |
4.0 |
0.1% |
5,073.0 |
| Range |
23.0 |
42.0 |
19.0 |
82.6% |
189.0 |
| ATR |
61.4 |
60.0 |
-1.4 |
-2.3% |
0.0 |
| Volume |
406,915 |
549,096 |
142,181 |
34.9% |
3,044,375 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,197.3 |
5,179.7 |
5,101.1 |
|
| R3 |
5,155.3 |
5,137.7 |
5,089.6 |
|
| R2 |
5,113.3 |
5,113.3 |
5,085.7 |
|
| R1 |
5,095.7 |
5,095.7 |
5,081.9 |
5,104.5 |
| PP |
5,071.3 |
5,071.3 |
5,071.3 |
5,075.8 |
| S1 |
5,053.7 |
5,053.7 |
5,074.2 |
5,062.5 |
| S2 |
5,029.3 |
5,029.3 |
5,070.3 |
|
| S3 |
4,987.3 |
5,011.7 |
5,066.5 |
|
| S4 |
4,945.3 |
4,969.7 |
5,054.9 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,588.3 |
5,519.7 |
5,177.0 |
|
| R3 |
5,399.3 |
5,330.7 |
5,125.0 |
|
| R2 |
5,210.3 |
5,210.3 |
5,107.7 |
|
| R1 |
5,141.7 |
5,141.7 |
5,090.3 |
5,176.0 |
| PP |
5,021.3 |
5,021.3 |
5,021.3 |
5,038.5 |
| S1 |
4,952.7 |
4,952.7 |
5,055.7 |
4,987.0 |
| S2 |
4,832.3 |
4,832.3 |
5,038.4 |
|
| S3 |
4,643.3 |
4,763.7 |
5,021.0 |
|
| S4 |
4,454.3 |
4,574.7 |
4,969.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,090.0 |
4,988.0 |
102.0 |
2.0% |
39.8 |
0.8% |
88% |
False |
False |
575,693 |
| 10 |
5,090.0 |
4,863.0 |
227.0 |
4.5% |
49.1 |
1.0% |
95% |
False |
False |
629,073 |
| 20 |
5,090.0 |
4,762.0 |
328.0 |
6.5% |
60.5 |
1.2% |
96% |
False |
False |
728,768 |
| 40 |
5,090.0 |
4,762.0 |
328.0 |
6.5% |
59.5 |
1.2% |
96% |
False |
False |
777,938 |
| 60 |
5,090.0 |
4,697.0 |
393.0 |
7.7% |
52.3 |
1.0% |
97% |
False |
False |
611,546 |
| 80 |
5,090.0 |
4,381.0 |
709.0 |
14.0% |
47.5 |
0.9% |
98% |
False |
False |
460,099 |
| 100 |
5,090.0 |
4,352.0 |
738.0 |
14.5% |
43.5 |
0.9% |
98% |
False |
False |
368,086 |
| 120 |
5,090.0 |
4,320.0 |
770.0 |
15.2% |
38.7 |
0.8% |
98% |
False |
False |
306,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,267.5 |
|
2.618 |
5,199.0 |
|
1.618 |
5,157.0 |
|
1.000 |
5,131.0 |
|
0.618 |
5,115.0 |
|
HIGH |
5,089.0 |
|
0.618 |
5,073.0 |
|
0.500 |
5,068.0 |
|
0.382 |
5,063.0 |
|
LOW |
5,047.0 |
|
0.618 |
5,021.0 |
|
1.000 |
5,005.0 |
|
1.618 |
4,979.0 |
|
2.618 |
4,937.0 |
|
4.250 |
4,868.5 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,074.7 |
5,074.8 |
| PP |
5,071.3 |
5,071.7 |
| S1 |
5,068.0 |
5,068.5 |
|