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 |
18,282.00 |
18,409.75 |
127.75 |
0.7% |
18,047.50 |
High |
18,433.00 |
18,707.00 |
274.00 |
1.5% |
18,348.00 |
Low |
18,165.50 |
18,393.00 |
227.50 |
1.3% |
17,983.75 |
Close |
18,415.00 |
18,691.75 |
276.75 |
1.5% |
18,255.00 |
Range |
267.50 |
314.00 |
46.50 |
17.4% |
364.25 |
ATR |
269.43 |
272.61 |
3.18 |
1.2% |
0.00 |
Volume |
555,369 |
605,869 |
50,500 |
9.1% |
2,264,002 |
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,539.25 |
19,429.50 |
18,864.50 |
|
R3 |
19,225.25 |
19,115.50 |
18,778.00 |
|
R2 |
18,911.25 |
18,911.25 |
18,749.25 |
|
R1 |
18,801.50 |
18,801.50 |
18,720.50 |
18,856.50 |
PP |
18,597.25 |
18,597.25 |
18,597.25 |
18,624.75 |
S1 |
18,487.50 |
18,487.50 |
18,663.00 |
18,542.50 |
S2 |
18,283.25 |
18,283.25 |
18,634.25 |
|
S3 |
17,969.25 |
18,173.50 |
18,605.50 |
|
S4 |
17,655.25 |
17,859.50 |
18,519.00 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,288.25 |
19,136.00 |
18,455.25 |
|
R3 |
18,924.00 |
18,771.75 |
18,355.25 |
|
R2 |
18,559.75 |
18,559.75 |
18,321.75 |
|
R1 |
18,407.50 |
18,407.50 |
18,288.50 |
18,483.50 |
PP |
18,195.50 |
18,195.50 |
18,195.50 |
18,233.75 |
S1 |
18,043.25 |
18,043.25 |
18,221.50 |
18,119.50 |
S2 |
17,831.25 |
17,831.25 |
18,188.25 |
|
S3 |
17,467.00 |
17,679.00 |
18,154.75 |
|
S4 |
17,102.75 |
17,314.75 |
18,054.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,707.00 |
18,103.75 |
603.25 |
3.2% |
197.00 |
1.1% |
97% |
True |
False |
503,470 |
10 |
18,707.00 |
17,386.25 |
1,320.75 |
7.1% |
218.75 |
1.2% |
99% |
True |
False |
502,852 |
20 |
18,707.00 |
17,113.25 |
1,593.75 |
8.5% |
281.75 |
1.5% |
99% |
True |
False |
608,458 |
40 |
18,709.00 |
17,113.25 |
1,595.75 |
8.5% |
280.00 |
1.5% |
99% |
False |
False |
635,031 |
60 |
18,709.00 |
17,113.25 |
1,595.75 |
8.5% |
279.25 |
1.5% |
99% |
False |
False |
511,967 |
80 |
18,709.00 |
17,113.25 |
1,595.75 |
8.5% |
270.25 |
1.4% |
99% |
False |
False |
384,222 |
100 |
18,709.00 |
16,541.50 |
2,167.50 |
11.6% |
260.25 |
1.4% |
99% |
False |
False |
307,515 |
120 |
18,709.00 |
16,124.25 |
2,584.75 |
13.8% |
250.00 |
1.3% |
99% |
False |
False |
256,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,041.50 |
2.618 |
19,529.00 |
1.618 |
19,215.00 |
1.000 |
19,021.00 |
0.618 |
18,901.00 |
HIGH |
18,707.00 |
0.618 |
18,587.00 |
0.500 |
18,550.00 |
0.382 |
18,513.00 |
LOW |
18,393.00 |
0.618 |
18,199.00 |
1.000 |
18,079.00 |
1.618 |
17,885.00 |
2.618 |
17,571.00 |
4.250 |
17,058.50 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
18,644.50 |
18,606.50 |
PP |
18,597.25 |
18,521.50 |
S1 |
18,550.00 |
18,436.25 |
|