Trading Metrics calculated at close of trading on 20-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
Open |
18,642.00 |
18,633.50 |
-8.50 |
0.0% |
18,238.00 |
High |
18,686.75 |
18,794.50 |
107.75 |
0.6% |
18,760.75 |
Low |
18,545.00 |
18,633.00 |
88.00 |
0.5% |
18,165.50 |
Close |
18,635.25 |
18,763.00 |
127.75 |
0.7% |
18,635.25 |
Range |
141.75 |
161.50 |
19.75 |
13.9% |
595.25 |
ATR |
253.64 |
247.06 |
-6.58 |
-2.6% |
0.00 |
Volume |
489,227 |
470,381 |
-18,846 |
-3.9% |
2,610,083 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,214.75 |
19,150.25 |
18,851.75 |
|
R3 |
19,053.25 |
18,988.75 |
18,807.50 |
|
R2 |
18,891.75 |
18,891.75 |
18,792.50 |
|
R1 |
18,827.25 |
18,827.25 |
18,777.75 |
18,859.50 |
PP |
18,730.25 |
18,730.25 |
18,730.25 |
18,746.25 |
S1 |
18,665.75 |
18,665.75 |
18,748.25 |
18,698.00 |
S2 |
18,568.75 |
18,568.75 |
18,733.50 |
|
S3 |
18,407.25 |
18,504.25 |
18,718.50 |
|
S4 |
18,245.75 |
18,342.75 |
18,674.25 |
|
|
Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,306.25 |
20,066.00 |
18,962.75 |
|
R3 |
19,711.00 |
19,470.75 |
18,799.00 |
|
R2 |
19,115.75 |
19,115.75 |
18,744.50 |
|
R1 |
18,875.50 |
18,875.50 |
18,689.75 |
18,995.50 |
PP |
18,520.50 |
18,520.50 |
18,520.50 |
18,580.50 |
S1 |
18,280.25 |
18,280.25 |
18,580.75 |
18,400.50 |
S2 |
17,925.25 |
17,925.25 |
18,526.00 |
|
S3 |
17,330.00 |
17,685.00 |
18,471.50 |
|
S4 |
16,734.75 |
17,089.75 |
18,307.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,794.50 |
18,165.50 |
629.00 |
3.4% |
202.50 |
1.1% |
95% |
True |
False |
533,885 |
10 |
18,794.50 |
18,072.50 |
722.00 |
3.8% |
170.00 |
0.9% |
96% |
True |
False |
494,897 |
20 |
18,794.50 |
17,286.25 |
1,508.25 |
8.0% |
253.00 |
1.3% |
98% |
True |
False |
562,597 |
40 |
18,794.50 |
17,113.25 |
1,681.25 |
9.0% |
275.00 |
1.5% |
98% |
True |
False |
629,293 |
60 |
18,794.50 |
17,113.25 |
1,681.25 |
9.0% |
270.25 |
1.4% |
98% |
True |
False |
537,013 |
80 |
18,794.50 |
17,113.25 |
1,681.25 |
9.0% |
268.25 |
1.4% |
98% |
True |
False |
403,045 |
100 |
18,794.50 |
16,541.50 |
2,253.00 |
12.0% |
260.25 |
1.4% |
99% |
True |
False |
322,588 |
120 |
18,794.50 |
16,124.25 |
2,670.25 |
14.2% |
249.75 |
1.3% |
99% |
True |
False |
268,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,481.00 |
2.618 |
19,217.25 |
1.618 |
19,055.75 |
1.000 |
18,956.00 |
0.618 |
18,894.25 |
HIGH |
18,794.50 |
0.618 |
18,732.75 |
0.500 |
18,713.75 |
0.382 |
18,694.75 |
LOW |
18,633.00 |
0.618 |
18,533.25 |
1.000 |
18,471.50 |
1.618 |
18,371.75 |
2.618 |
18,210.25 |
4.250 |
17,946.50 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
18,746.50 |
18,732.00 |
PP |
18,730.25 |
18,700.75 |
S1 |
18,713.75 |
18,669.75 |
|