Trading Metrics calculated at close of trading on 15-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,077.0 |
5,089.0 |
12.0 |
0.2% |
4,914.0 |
High |
5,089.0 |
5,103.0 |
14.0 |
0.3% |
5,090.0 |
Low |
5,047.0 |
5,070.0 |
23.0 |
0.5% |
4,901.0 |
Close |
5,078.0 |
5,096.0 |
18.0 |
0.4% |
5,073.0 |
Range |
42.0 |
33.0 |
-9.0 |
-21.4% |
189.0 |
ATR |
60.0 |
58.1 |
-1.9 |
-3.2% |
0.0 |
Volume |
549,096 |
591,979 |
42,883 |
7.8% |
3,044,375 |
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,188.7 |
5,175.3 |
5,114.2 |
|
R3 |
5,155.7 |
5,142.3 |
5,105.1 |
|
R2 |
5,122.7 |
5,122.7 |
5,102.1 |
|
R1 |
5,109.3 |
5,109.3 |
5,099.0 |
5,116.0 |
PP |
5,089.7 |
5,089.7 |
5,089.7 |
5,093.0 |
S1 |
5,076.3 |
5,076.3 |
5,093.0 |
5,083.0 |
S2 |
5,056.7 |
5,056.7 |
5,090.0 |
|
S3 |
5,023.7 |
5,043.3 |
5,086.9 |
|
S4 |
4,990.7 |
5,010.3 |
5,077.9 |
|
|
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 |
5,103.0 |
5,003.0 |
100.0 |
2.0% |
38.0 |
0.7% |
93% |
True |
False |
572,355 |
10 |
5,103.0 |
4,863.0 |
240.0 |
4.7% |
43.3 |
0.8% |
97% |
True |
False |
606,292 |
20 |
5,103.0 |
4,762.0 |
341.0 |
6.7% |
59.7 |
1.2% |
98% |
True |
False |
697,832 |
40 |
5,103.0 |
4,762.0 |
341.0 |
6.7% |
59.2 |
1.2% |
98% |
True |
False |
767,689 |
60 |
5,103.0 |
4,716.0 |
387.0 |
7.6% |
52.4 |
1.0% |
98% |
True |
False |
621,255 |
80 |
5,103.0 |
4,403.0 |
700.0 |
13.7% |
47.2 |
0.9% |
99% |
True |
False |
467,494 |
100 |
5,103.0 |
4,352.0 |
751.0 |
14.7% |
43.6 |
0.9% |
99% |
True |
False |
374,003 |
120 |
5,103.0 |
4,320.0 |
783.0 |
15.4% |
39.0 |
0.8% |
99% |
True |
False |
311,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,243.3 |
2.618 |
5,189.4 |
1.618 |
5,156.4 |
1.000 |
5,136.0 |
0.618 |
5,123.4 |
HIGH |
5,103.0 |
0.618 |
5,090.4 |
0.500 |
5,086.5 |
0.382 |
5,082.6 |
LOW |
5,070.0 |
0.618 |
5,049.6 |
1.000 |
5,037.0 |
1.618 |
5,016.6 |
2.618 |
4,983.6 |
4.250 |
4,929.8 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,092.8 |
5,089.0 |
PP |
5,089.7 |
5,082.0 |
S1 |
5,086.5 |
5,075.0 |
|