Trading Metrics calculated at close of trading on 16-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,089.0 |
5,107.0 |
18.0 |
0.4% |
4,914.0 |
High |
5,103.0 |
5,110.0 |
7.0 |
0.1% |
5,090.0 |
Low |
5,070.0 |
5,052.0 |
-18.0 |
-0.4% |
4,901.0 |
Close |
5,096.0 |
5,070.0 |
-26.0 |
-0.5% |
5,073.0 |
Range |
33.0 |
58.0 |
25.0 |
75.8% |
189.0 |
ATR |
58.1 |
58.1 |
0.0 |
0.0% |
0.0 |
Volume |
591,979 |
678,611 |
86,632 |
14.6% |
3,044,375 |
|
Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,251.3 |
5,218.7 |
5,101.9 |
|
R3 |
5,193.3 |
5,160.7 |
5,086.0 |
|
R2 |
5,135.3 |
5,135.3 |
5,080.6 |
|
R1 |
5,102.7 |
5,102.7 |
5,075.3 |
5,090.0 |
PP |
5,077.3 |
5,077.3 |
5,077.3 |
5,071.0 |
S1 |
5,044.7 |
5,044.7 |
5,064.7 |
5,032.0 |
S2 |
5,019.3 |
5,019.3 |
5,059.4 |
|
S3 |
4,961.3 |
4,986.7 |
5,054.1 |
|
S4 |
4,903.3 |
4,928.7 |
5,038.1 |
|
|
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 |
5,110.0 |
5,047.0 |
63.0 |
1.2% |
39.2 |
0.8% |
37% |
True |
False |
586,061 |
10 |
5,110.0 |
4,874.0 |
236.0 |
4.7% |
45.4 |
0.9% |
83% |
True |
False |
595,170 |
20 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
58.6 |
1.2% |
89% |
True |
False |
685,186 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
59.8 |
1.2% |
89% |
True |
False |
768,250 |
60 |
5,110.0 |
4,716.0 |
394.0 |
7.8% |
53.1 |
1.0% |
90% |
True |
False |
632,547 |
80 |
5,110.0 |
4,431.0 |
679.0 |
13.4% |
47.5 |
0.9% |
94% |
True |
False |
475,976 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
44.1 |
0.9% |
95% |
True |
False |
380,789 |
120 |
5,110.0 |
4,333.0 |
777.0 |
15.3% |
39.5 |
0.8% |
95% |
True |
False |
317,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,356.5 |
2.618 |
5,261.8 |
1.618 |
5,203.8 |
1.000 |
5,168.0 |
0.618 |
5,145.8 |
HIGH |
5,110.0 |
0.618 |
5,087.8 |
0.500 |
5,081.0 |
0.382 |
5,074.2 |
LOW |
5,052.0 |
0.618 |
5,016.2 |
1.000 |
4,994.0 |
1.618 |
4,958.2 |
2.618 |
4,900.2 |
4.250 |
4,805.5 |
|
|
Fisher Pivots for day following 16-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,081.0 |
5,078.5 |
PP |
5,077.3 |
5,075.7 |
S1 |
5,073.7 |
5,072.8 |
|