Trading Metrics calculated at close of trading on 30-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,323.75 |
5,270.50 |
-53.25 |
-1.0% |
5,329.25 |
High |
5,324.00 |
5,277.00 |
-47.00 |
-0.9% |
5,368.25 |
Low |
5,268.25 |
5,238.25 |
-30.00 |
-0.6% |
5,273.50 |
Close |
5,284.00 |
5,253.00 |
-31.00 |
-0.6% |
5,321.50 |
Range |
55.75 |
38.75 |
-17.00 |
-30.5% |
94.75 |
ATR |
52.47 |
51.99 |
-0.48 |
-0.9% |
0.00 |
Volume |
1,445,855 |
1,495,148 |
49,293 |
3.4% |
6,577,179 |
|
Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,372.25 |
5,351.50 |
5,274.25 |
|
R3 |
5,333.50 |
5,312.75 |
5,263.75 |
|
R2 |
5,294.75 |
5,294.75 |
5,260.00 |
|
R1 |
5,274.00 |
5,274.00 |
5,256.50 |
5,265.00 |
PP |
5,256.00 |
5,256.00 |
5,256.00 |
5,251.50 |
S1 |
5,235.25 |
5,235.25 |
5,249.50 |
5,226.25 |
S2 |
5,217.25 |
5,217.25 |
5,246.00 |
|
S3 |
5,178.50 |
5,196.50 |
5,242.25 |
|
S4 |
5,139.75 |
5,157.75 |
5,231.75 |
|
|
Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,605.25 |
5,558.25 |
5,373.50 |
|
R3 |
5,510.50 |
5,463.50 |
5,347.50 |
|
R2 |
5,415.75 |
5,415.75 |
5,338.75 |
|
R1 |
5,368.75 |
5,368.75 |
5,330.25 |
5,345.00 |
PP |
5,321.00 |
5,321.00 |
5,321.00 |
5,309.25 |
S1 |
5,274.00 |
5,274.00 |
5,312.75 |
5,250.00 |
S2 |
5,226.25 |
5,226.25 |
5,304.25 |
|
S3 |
5,131.50 |
5,179.25 |
5,295.50 |
|
S4 |
5,036.75 |
5,084.50 |
5,269.50 |
|
|
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 |
5,238.25 |
130.00 |
2.5% |
55.00 |
1.0% |
11% |
False |
True |
1,521,054 |
10 |
5,368.25 |
5,238.25 |
130.00 |
2.5% |
42.25 |
0.8% |
11% |
False |
True |
1,316,666 |
20 |
5,368.25 |
5,036.25 |
332.00 |
6.3% |
45.75 |
0.9% |
65% |
False |
False |
1,262,870 |
40 |
5,368.25 |
4,963.50 |
404.75 |
7.7% |
61.75 |
1.2% |
72% |
False |
False |
1,524,178 |
60 |
5,368.25 |
4,963.50 |
404.75 |
7.7% |
57.50 |
1.1% |
72% |
False |
False |
1,471,876 |
80 |
5,368.25 |
4,963.50 |
404.75 |
7.7% |
55.00 |
1.0% |
72% |
False |
False |
1,106,809 |
100 |
5,368.25 |
4,767.25 |
601.00 |
11.4% |
54.00 |
1.0% |
81% |
False |
False |
886,384 |
120 |
5,368.25 |
4,650.00 |
718.25 |
13.7% |
52.25 |
1.0% |
84% |
False |
False |
739,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,441.75 |
2.618 |
5,378.50 |
1.618 |
5,339.75 |
1.000 |
5,315.75 |
0.618 |
5,301.00 |
HIGH |
5,277.00 |
0.618 |
5,262.25 |
0.500 |
5,257.50 |
0.382 |
5,253.00 |
LOW |
5,238.25 |
0.618 |
5,214.25 |
1.000 |
5,199.50 |
1.618 |
5,175.50 |
2.618 |
5,136.75 |
4.250 |
5,073.50 |
|
|
Fisher Pivots for day following 30-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,257.50 |
5,288.50 |
PP |
5,256.00 |
5,276.75 |
S1 |
5,254.50 |
5,265.00 |
|