| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
5,343.50 |
5,339.00 |
-4.50 |
-0.1% |
5,240.50 |
| High |
5,349.25 |
5,368.25 |
19.00 |
0.4% |
5,349.00 |
| Low |
5,306.75 |
5,273.50 |
-33.25 |
-0.6% |
5,216.75 |
| Close |
5,328.00 |
5,285.25 |
-42.75 |
-0.8% |
5,327.25 |
| Range |
42.50 |
94.75 |
52.25 |
122.9% |
132.25 |
| ATR |
50.44 |
53.60 |
3.17 |
6.3% |
0.00 |
| Volume |
1,257,477 |
2,012,153 |
754,676 |
60.0% |
5,827,015 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,593.25 |
5,534.00 |
5,337.25 |
|
| R3 |
5,498.50 |
5,439.25 |
5,311.25 |
|
| R2 |
5,403.75 |
5,403.75 |
5,302.50 |
|
| R1 |
5,344.50 |
5,344.50 |
5,294.00 |
5,326.75 |
| PP |
5,309.00 |
5,309.00 |
5,309.00 |
5,300.00 |
| S1 |
5,249.75 |
5,249.75 |
5,276.50 |
5,232.00 |
| S2 |
5,214.25 |
5,214.25 |
5,268.00 |
|
| S3 |
5,119.50 |
5,155.00 |
5,259.25 |
|
| S4 |
5,024.75 |
5,060.25 |
5,233.25 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,694.50 |
5,643.00 |
5,400.00 |
|
| R3 |
5,562.25 |
5,510.75 |
5,363.50 |
|
| R2 |
5,430.00 |
5,430.00 |
5,351.50 |
|
| R1 |
5,378.50 |
5,378.50 |
5,339.25 |
5,404.25 |
| PP |
5,297.75 |
5,297.75 |
5,297.75 |
5,310.50 |
| S1 |
5,246.25 |
5,246.25 |
5,315.25 |
5,272.00 |
| S2 |
5,165.50 |
5,165.50 |
5,303.00 |
|
| S3 |
5,033.25 |
5,114.00 |
5,291.00 |
|
| S4 |
4,901.00 |
4,981.75 |
5,254.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,368.25 |
5,273.50 |
94.75 |
1.8% |
42.00 |
0.8% |
12% |
True |
True |
1,273,140 |
| 10 |
5,368.25 |
5,216.75 |
151.50 |
2.9% |
43.50 |
0.8% |
45% |
True |
False |
1,225,287 |
| 20 |
5,368.25 |
5,036.25 |
332.00 |
6.3% |
50.00 |
0.9% |
75% |
True |
False |
1,295,704 |
| 40 |
5,368.25 |
4,963.50 |
404.75 |
7.7% |
61.50 |
1.2% |
79% |
True |
False |
1,516,169 |
| 60 |
5,368.25 |
4,963.50 |
404.75 |
7.7% |
58.00 |
1.1% |
79% |
True |
False |
1,380,652 |
| 80 |
5,368.25 |
4,921.00 |
447.25 |
8.5% |
56.25 |
1.1% |
81% |
True |
False |
1,037,274 |
| 100 |
5,368.25 |
4,754.50 |
613.75 |
11.6% |
54.25 |
1.0% |
86% |
True |
False |
830,748 |
| 120 |
5,368.25 |
4,650.00 |
718.25 |
13.6% |
52.00 |
1.0% |
88% |
True |
False |
692,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,771.00 |
|
2.618 |
5,616.25 |
|
1.618 |
5,521.50 |
|
1.000 |
5,463.00 |
|
0.618 |
5,426.75 |
|
HIGH |
5,368.25 |
|
0.618 |
5,332.00 |
|
0.500 |
5,321.00 |
|
0.382 |
5,309.75 |
|
LOW |
5,273.50 |
|
0.618 |
5,215.00 |
|
1.000 |
5,178.75 |
|
1.618 |
5,120.25 |
|
2.618 |
5,025.50 |
|
4.250 |
4,870.75 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,321.00 |
5,321.00 |
| PP |
5,309.00 |
5,309.00 |
| S1 |
5,297.00 |
5,297.00 |
|