Trading Metrics calculated at close of trading on 21-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,074.0 |
5,068.0 |
-6.0 |
-0.1% |
5,078.0 |
High |
5,084.0 |
5,071.0 |
-13.0 |
-0.3% |
5,110.0 |
Low |
5,064.0 |
5,033.0 |
-31.0 |
-0.6% |
5,038.0 |
Close |
5,077.0 |
5,055.0 |
-22.0 |
-0.4% |
5,062.0 |
Range |
20.0 |
38.0 |
18.0 |
90.0% |
72.0 |
ATR |
53.8 |
53.1 |
-0.7 |
-1.3% |
0.0 |
Volume |
312,609 |
458,788 |
146,179 |
46.8% |
2,763,029 |
|
Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,167.0 |
5,149.0 |
5,075.9 |
|
R3 |
5,129.0 |
5,111.0 |
5,065.5 |
|
R2 |
5,091.0 |
5,091.0 |
5,062.0 |
|
R1 |
5,073.0 |
5,073.0 |
5,058.5 |
5,063.0 |
PP |
5,053.0 |
5,053.0 |
5,053.0 |
5,048.0 |
S1 |
5,035.0 |
5,035.0 |
5,051.5 |
5,025.0 |
S2 |
5,015.0 |
5,015.0 |
5,048.0 |
|
S3 |
4,977.0 |
4,997.0 |
5,044.6 |
|
S4 |
4,939.0 |
4,959.0 |
5,034.1 |
|
|
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 |
5,033.0 |
77.0 |
1.5% |
36.2 |
0.7% |
29% |
False |
True |
515,683 |
10 |
5,110.0 |
4,988.0 |
122.0 |
2.4% |
38.0 |
0.8% |
55% |
False |
False |
545,688 |
20 |
5,110.0 |
4,862.0 |
248.0 |
4.9% |
51.8 |
1.0% |
78% |
False |
False |
624,405 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
58.1 |
1.1% |
84% |
False |
False |
743,141 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
53.0 |
1.0% |
84% |
False |
False |
653,653 |
80 |
5,110.0 |
4,513.0 |
597.0 |
11.8% |
47.0 |
0.9% |
91% |
False |
False |
492,303 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
44.3 |
0.9% |
93% |
False |
False |
393,867 |
120 |
5,110.0 |
4,333.0 |
777.0 |
15.4% |
40.2 |
0.8% |
93% |
False |
False |
328,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,232.5 |
2.618 |
5,170.5 |
1.618 |
5,132.5 |
1.000 |
5,109.0 |
0.618 |
5,094.5 |
HIGH |
5,071.0 |
0.618 |
5,056.5 |
0.500 |
5,052.0 |
0.382 |
5,047.5 |
LOW |
5,033.0 |
0.618 |
5,009.5 |
1.000 |
4,995.0 |
1.618 |
4,971.5 |
2.618 |
4,933.5 |
4.250 |
4,871.5 |
|
|
Fisher Pivots for day following 21-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,054.0 |
5,058.5 |
PP |
5,053.0 |
5,057.3 |
S1 |
5,052.0 |
5,056.2 |
|