Trading Metrics calculated at close of trading on 20-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,058.0 |
5,074.0 |
16.0 |
0.3% |
5,078.0 |
High |
5,070.0 |
5,084.0 |
14.0 |
0.3% |
5,110.0 |
Low |
5,038.0 |
5,064.0 |
26.0 |
0.5% |
5,038.0 |
Close |
5,062.0 |
5,077.0 |
15.0 |
0.3% |
5,062.0 |
Range |
32.0 |
20.0 |
-12.0 |
-37.5% |
72.0 |
ATR |
56.2 |
53.8 |
-2.4 |
-4.3% |
0.0 |
Volume |
536,428 |
312,609 |
-223,819 |
-41.7% |
2,763,029 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,135.0 |
5,126.0 |
5,088.0 |
|
R3 |
5,115.0 |
5,106.0 |
5,082.5 |
|
R2 |
5,095.0 |
5,095.0 |
5,080.7 |
|
R1 |
5,086.0 |
5,086.0 |
5,078.8 |
5,090.5 |
PP |
5,075.0 |
5,075.0 |
5,075.0 |
5,077.3 |
S1 |
5,066.0 |
5,066.0 |
5,075.2 |
5,070.5 |
S2 |
5,055.0 |
5,055.0 |
5,073.3 |
|
S3 |
5,035.0 |
5,046.0 |
5,071.5 |
|
S4 |
5,015.0 |
5,026.0 |
5,066.0 |
|
|
Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,286.0 |
5,246.0 |
5,101.6 |
|
R3 |
5,214.0 |
5,174.0 |
5,081.8 |
|
R2 |
5,142.0 |
5,142.0 |
5,075.2 |
|
R1 |
5,102.0 |
5,102.0 |
5,068.6 |
5,086.0 |
PP |
5,070.0 |
5,070.0 |
5,070.0 |
5,062.0 |
S1 |
5,030.0 |
5,030.0 |
5,055.4 |
5,014.0 |
S2 |
4,998.0 |
4,998.0 |
5,048.8 |
|
S3 |
4,926.0 |
4,958.0 |
5,042.2 |
|
S4 |
4,854.0 |
4,886.0 |
5,022.4 |
|
|
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 |
5,038.0 |
72.0 |
1.4% |
37.0 |
0.7% |
54% |
False |
False |
533,744 |
10 |
5,110.0 |
4,948.0 |
162.0 |
3.2% |
40.0 |
0.8% |
80% |
False |
False |
564,164 |
20 |
5,110.0 |
4,862.0 |
248.0 |
4.9% |
52.9 |
1.0% |
87% |
False |
False |
637,967 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
58.2 |
1.1% |
91% |
False |
False |
755,228 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
53.3 |
1.1% |
91% |
False |
False |
646,188 |
80 |
5,110.0 |
4,470.0 |
640.0 |
12.6% |
47.5 |
0.9% |
95% |
False |
False |
486,570 |
100 |
5,110.0 |
4,352.0 |
758.0 |
14.9% |
44.0 |
0.9% |
96% |
False |
False |
389,279 |
120 |
5,110.0 |
4,333.0 |
777.0 |
15.3% |
39.9 |
0.8% |
96% |
False |
False |
324,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,169.0 |
2.618 |
5,136.4 |
1.618 |
5,116.4 |
1.000 |
5,104.0 |
0.618 |
5,096.4 |
HIGH |
5,084.0 |
0.618 |
5,076.4 |
0.500 |
5,074.0 |
0.382 |
5,071.6 |
LOW |
5,064.0 |
0.618 |
5,051.6 |
1.000 |
5,044.0 |
1.618 |
5,031.6 |
2.618 |
5,011.6 |
4.250 |
4,979.0 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,076.0 |
5,076.0 |
PP |
5,075.0 |
5,075.0 |
S1 |
5,074.0 |
5,074.0 |
|