Trading Metrics calculated at close of trading on 31-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
Open |
4,971.0 |
4,988.0 |
17.0 |
0.3% |
5,067.0 |
High |
5,006.0 |
5,020.0 |
14.0 |
0.3% |
5,082.0 |
Low |
4,950.0 |
4,974.0 |
24.0 |
0.5% |
4,950.0 |
Close |
4,993.0 |
4,984.0 |
-9.0 |
-0.2% |
4,984.0 |
Range |
56.0 |
46.0 |
-10.0 |
-17.9% |
132.0 |
ATR |
56.6 |
55.8 |
-0.8 |
-1.3% |
0.0 |
Volume |
569,776 |
880,042 |
310,266 |
54.5% |
2,846,751 |
|
Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,130.7 |
5,103.3 |
5,009.3 |
|
R3 |
5,084.7 |
5,057.3 |
4,996.7 |
|
R2 |
5,038.7 |
5,038.7 |
4,992.4 |
|
R1 |
5,011.3 |
5,011.3 |
4,988.2 |
5,002.0 |
PP |
4,992.7 |
4,992.7 |
4,992.7 |
4,988.0 |
S1 |
4,965.3 |
4,965.3 |
4,979.8 |
4,956.0 |
S2 |
4,946.7 |
4,946.7 |
4,975.6 |
|
S3 |
4,900.7 |
4,919.3 |
4,971.4 |
|
S4 |
4,854.7 |
4,873.3 |
4,958.7 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,401.3 |
5,324.7 |
5,056.6 |
|
R3 |
5,269.3 |
5,192.7 |
5,020.3 |
|
R2 |
5,137.3 |
5,137.3 |
5,008.2 |
|
R1 |
5,060.7 |
5,060.7 |
4,996.1 |
5,033.0 |
PP |
5,005.3 |
5,005.3 |
5,005.3 |
4,991.5 |
S1 |
4,928.7 |
4,928.7 |
4,971.9 |
4,901.0 |
S2 |
4,873.3 |
4,873.3 |
4,959.8 |
|
S3 |
4,741.3 |
4,796.7 |
4,947.7 |
|
S4 |
4,609.3 |
4,664.7 |
4,911.4 |
|
|
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 |
4,950.0 |
132.0 |
2.6% |
59.0 |
1.2% |
26% |
False |
False |
674,875 |
10 |
5,084.0 |
4,950.0 |
134.0 |
2.7% |
51.1 |
1.0% |
25% |
False |
False |
581,998 |
20 |
5,110.0 |
4,874.0 |
236.0 |
4.7% |
48.3 |
1.0% |
47% |
False |
False |
588,584 |
40 |
5,110.0 |
4,762.0 |
348.0 |
7.0% |
60.7 |
1.2% |
64% |
False |
False |
725,477 |
60 |
5,110.0 |
4,762.0 |
348.0 |
7.0% |
57.2 |
1.1% |
64% |
False |
False |
726,844 |
80 |
5,110.0 |
4,604.0 |
506.0 |
10.2% |
49.9 |
1.0% |
75% |
False |
False |
548,221 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.2% |
46.1 |
0.9% |
83% |
False |
False |
438,986 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.2% |
43.5 |
0.9% |
83% |
False |
False |
365,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,215.5 |
2.618 |
5,140.4 |
1.618 |
5,094.4 |
1.000 |
5,066.0 |
0.618 |
5,048.4 |
HIGH |
5,020.0 |
0.618 |
5,002.4 |
0.500 |
4,997.0 |
0.382 |
4,991.6 |
LOW |
4,974.0 |
0.618 |
4,945.6 |
1.000 |
4,928.0 |
1.618 |
4,899.6 |
2.618 |
4,853.6 |
4.250 |
4,778.5 |
|
|
Fisher Pivots for day following 31-May-2024 |
Pivot |
1 day |
3 day |
R1 |
4,997.0 |
4,998.0 |
PP |
4,992.7 |
4,993.3 |
S1 |
4,988.3 |
4,988.7 |
|