Trading Metrics calculated at close of trading on 21-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
Open |
18,633.50 |
18,746.00 |
112.50 |
0.6% |
18,238.00 |
High |
18,794.50 |
18,808.75 |
14.25 |
0.1% |
18,760.75 |
Low |
18,633.00 |
18,678.00 |
45.00 |
0.2% |
18,165.50 |
Close |
18,763.00 |
18,799.25 |
36.25 |
0.2% |
18,635.25 |
Range |
161.50 |
130.75 |
-30.75 |
-19.0% |
595.25 |
ATR |
247.06 |
238.75 |
-8.31 |
-3.4% |
0.00 |
Volume |
470,381 |
426,117 |
-44,264 |
-9.4% |
2,610,083 |
|
Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,154.25 |
19,107.50 |
18,871.25 |
|
R3 |
19,023.50 |
18,976.75 |
18,835.25 |
|
R2 |
18,892.75 |
18,892.75 |
18,823.25 |
|
R1 |
18,846.00 |
18,846.00 |
18,811.25 |
18,869.50 |
PP |
18,762.00 |
18,762.00 |
18,762.00 |
18,773.75 |
S1 |
18,715.25 |
18,715.25 |
18,787.25 |
18,738.50 |
S2 |
18,631.25 |
18,631.25 |
18,775.25 |
|
S3 |
18,500.50 |
18,584.50 |
18,763.25 |
|
S4 |
18,369.75 |
18,453.75 |
18,727.25 |
|
|
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 |
18,808.75 |
18,393.00 |
415.75 |
2.2% |
175.00 |
0.9% |
98% |
True |
False |
508,035 |
10 |
18,808.75 |
18,072.50 |
736.25 |
3.9% |
171.50 |
0.9% |
99% |
True |
False |
490,537 |
20 |
18,808.75 |
17,308.25 |
1,500.50 |
8.0% |
240.75 |
1.3% |
99% |
True |
False |
553,811 |
40 |
18,808.75 |
17,113.25 |
1,695.50 |
9.0% |
273.50 |
1.5% |
99% |
True |
False |
628,539 |
60 |
18,808.75 |
17,113.25 |
1,695.50 |
9.0% |
270.25 |
1.4% |
99% |
True |
False |
544,094 |
80 |
18,808.75 |
17,113.25 |
1,695.50 |
9.0% |
268.00 |
1.4% |
99% |
True |
False |
408,362 |
100 |
18,808.75 |
16,541.50 |
2,267.25 |
12.1% |
260.75 |
1.4% |
100% |
True |
False |
326,846 |
120 |
18,808.75 |
16,124.25 |
2,684.50 |
14.3% |
250.00 |
1.3% |
100% |
True |
False |
272,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,364.50 |
2.618 |
19,151.00 |
1.618 |
19,020.25 |
1.000 |
18,939.50 |
0.618 |
18,889.50 |
HIGH |
18,808.75 |
0.618 |
18,758.75 |
0.500 |
18,743.50 |
0.382 |
18,728.00 |
LOW |
18,678.00 |
0.618 |
18,597.25 |
1.000 |
18,547.25 |
1.618 |
18,466.50 |
2.618 |
18,335.75 |
4.250 |
18,122.25 |
|
|
Fisher Pivots for day following 21-May-2024 |
Pivot |
1 day |
3 day |
R1 |
18,780.50 |
18,758.50 |
PP |
18,762.00 |
18,717.75 |
S1 |
18,743.50 |
18,677.00 |
|