Trading Metrics calculated at close of trading on 28-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,015.0 |
5,067.0 |
52.0 |
1.0% |
5,074.0 |
High |
5,048.0 |
5,082.0 |
34.0 |
0.7% |
5,084.0 |
Low |
4,998.0 |
5,023.0 |
25.0 |
0.5% |
4,998.0 |
Close |
5,042.0 |
5,038.0 |
-4.0 |
-0.1% |
5,042.0 |
Range |
50.0 |
59.0 |
9.0 |
18.0% |
86.0 |
ATR |
54.2 |
54.5 |
0.3 |
0.6% |
0.0 |
Volume |
527,625 |
570,744 |
43,119 |
8.2% |
2,436,803 |
|
Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,224.7 |
5,190.3 |
5,070.5 |
|
R3 |
5,165.7 |
5,131.3 |
5,054.2 |
|
R2 |
5,106.7 |
5,106.7 |
5,048.8 |
|
R1 |
5,072.3 |
5,072.3 |
5,043.4 |
5,060.0 |
PP |
5,047.7 |
5,047.7 |
5,047.7 |
5,041.5 |
S1 |
5,013.3 |
5,013.3 |
5,032.6 |
5,001.0 |
S2 |
4,988.7 |
4,988.7 |
5,027.2 |
|
S3 |
4,929.7 |
4,954.3 |
5,021.8 |
|
S4 |
4,870.7 |
4,895.3 |
5,005.6 |
|
|
Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,299.3 |
5,256.7 |
5,089.3 |
|
R3 |
5,213.3 |
5,170.7 |
5,065.7 |
|
R2 |
5,127.3 |
5,127.3 |
5,057.8 |
|
R1 |
5,084.7 |
5,084.7 |
5,049.9 |
5,063.0 |
PP |
5,041.3 |
5,041.3 |
5,041.3 |
5,030.5 |
S1 |
4,998.7 |
4,998.7 |
5,034.1 |
4,977.0 |
S2 |
4,955.3 |
4,955.3 |
5,026.2 |
|
S3 |
4,869.3 |
4,912.7 |
5,018.4 |
|
S4 |
4,783.3 |
4,826.7 |
4,994.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,082.0 |
4,998.0 |
84.0 |
1.7% |
54.6 |
1.1% |
48% |
True |
False |
538,987 |
10 |
5,110.0 |
4,998.0 |
112.0 |
2.2% |
45.8 |
0.9% |
36% |
False |
False |
536,366 |
20 |
5,110.0 |
4,863.0 |
247.0 |
4.9% |
48.5 |
1.0% |
71% |
False |
False |
585,897 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
60.0 |
1.2% |
79% |
False |
False |
730,940 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
55.6 |
1.1% |
79% |
False |
False |
690,027 |
80 |
5,110.0 |
4,590.0 |
520.0 |
10.3% |
48.4 |
1.0% |
86% |
False |
False |
519,897 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
45.7 |
0.9% |
91% |
False |
False |
416,228 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
42.2 |
0.8% |
91% |
False |
False |
346,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,332.8 |
2.618 |
5,236.5 |
1.618 |
5,177.5 |
1.000 |
5,141.0 |
0.618 |
5,118.5 |
HIGH |
5,082.0 |
0.618 |
5,059.5 |
0.500 |
5,052.5 |
0.382 |
5,045.5 |
LOW |
5,023.0 |
0.618 |
4,986.5 |
1.000 |
4,964.0 |
1.618 |
4,927.5 |
2.618 |
4,868.5 |
4.250 |
4,772.3 |
|
|
Fisher Pivots for day following 28-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,052.5 |
5,040.0 |
PP |
5,047.7 |
5,039.3 |
S1 |
5,042.8 |
5,038.7 |
|