Trading Metrics calculated at close of trading on 15-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,241.75 |
5,268.50 |
26.75 |
0.5% |
5,166.75 |
High |
5,274.25 |
5,337.25 |
63.00 |
1.2% |
5,264.00 |
Low |
5,216.75 |
5,266.25 |
49.50 |
0.9% |
5,155.75 |
Close |
5,269.50 |
5,333.00 |
63.50 |
1.2% |
5,246.25 |
Range |
57.50 |
71.00 |
13.50 |
23.5% |
108.25 |
ATR |
58.72 |
59.59 |
0.88 |
1.5% |
0.00 |
Volume |
1,252,615 |
1,391,029 |
138,414 |
11.1% |
5,347,038 |
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,525.25 |
5,500.00 |
5,372.00 |
|
R3 |
5,454.25 |
5,429.00 |
5,352.50 |
|
R2 |
5,383.25 |
5,383.25 |
5,346.00 |
|
R1 |
5,358.00 |
5,358.00 |
5,339.50 |
5,370.50 |
PP |
5,312.25 |
5,312.25 |
5,312.25 |
5,318.50 |
S1 |
5,287.00 |
5,287.00 |
5,326.50 |
5,299.50 |
S2 |
5,241.25 |
5,241.25 |
5,320.00 |
|
S3 |
5,170.25 |
5,216.00 |
5,313.50 |
|
S4 |
5,099.25 |
5,145.00 |
5,294.00 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,546.75 |
5,504.75 |
5,305.75 |
|
R3 |
5,438.50 |
5,396.50 |
5,276.00 |
|
R2 |
5,330.25 |
5,330.25 |
5,266.00 |
|
R1 |
5,288.25 |
5,288.25 |
5,256.25 |
5,309.25 |
PP |
5,222.00 |
5,222.00 |
5,222.00 |
5,232.50 |
S1 |
5,180.00 |
5,180.00 |
5,236.25 |
5,201.00 |
S2 |
5,113.75 |
5,113.75 |
5,226.50 |
|
S3 |
5,005.50 |
5,071.75 |
5,216.50 |
|
S4 |
4,897.25 |
4,963.50 |
5,186.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,337.25 |
5,195.00 |
142.25 |
2.7% |
48.00 |
0.9% |
97% |
True |
False |
1,154,852 |
10 |
5,337.25 |
5,036.25 |
301.00 |
5.6% |
49.00 |
0.9% |
99% |
True |
False |
1,209,074 |
20 |
5,337.25 |
4,963.50 |
373.75 |
7.0% |
61.00 |
1.1% |
99% |
True |
False |
1,437,053 |
40 |
5,337.25 |
4,963.50 |
373.75 |
7.0% |
60.75 |
1.1% |
99% |
True |
False |
1,511,719 |
60 |
5,337.25 |
4,963.50 |
373.75 |
7.0% |
58.50 |
1.1% |
99% |
True |
False |
1,255,311 |
80 |
5,337.25 |
4,921.00 |
416.25 |
7.8% |
56.00 |
1.0% |
99% |
True |
False |
943,004 |
100 |
5,337.25 |
4,754.50 |
582.75 |
10.9% |
53.75 |
1.0% |
99% |
True |
False |
755,082 |
120 |
5,337.25 |
4,645.00 |
692.25 |
13.0% |
51.50 |
1.0% |
99% |
True |
False |
629,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,639.00 |
2.618 |
5,523.25 |
1.618 |
5,452.25 |
1.000 |
5,408.25 |
0.618 |
5,381.25 |
HIGH |
5,337.25 |
0.618 |
5,310.25 |
0.500 |
5,301.75 |
0.382 |
5,293.25 |
LOW |
5,266.25 |
0.618 |
5,222.25 |
1.000 |
5,195.25 |
1.618 |
5,151.25 |
2.618 |
5,080.25 |
4.250 |
4,964.50 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,322.50 |
5,314.25 |
PP |
5,312.25 |
5,295.75 |
S1 |
5,301.75 |
5,277.00 |
|