Trading Metrics calculated at close of trading on 31-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
Open |
18,753.00 |
18,590.75 |
-162.25 |
-0.9% |
18,874.75 |
High |
18,787.00 |
18,668.25 |
-118.75 |
-0.6% |
18,980.50 |
Low |
18,546.25 |
18,241.25 |
-305.00 |
-1.6% |
18,241.25 |
Close |
18,606.50 |
18,591.00 |
-15.50 |
-0.1% |
18,591.00 |
Range |
240.75 |
427.00 |
186.25 |
77.4% |
739.25 |
ATR |
240.80 |
254.10 |
13.30 |
5.5% |
0.00 |
Volume |
619,548 |
834,003 |
214,455 |
34.6% |
2,670,443 |
|
Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,781.25 |
19,613.00 |
18,825.75 |
|
R3 |
19,354.25 |
19,186.00 |
18,708.50 |
|
R2 |
18,927.25 |
18,927.25 |
18,669.25 |
|
R1 |
18,759.00 |
18,759.00 |
18,630.25 |
18,843.00 |
PP |
18,500.25 |
18,500.25 |
18,500.25 |
18,542.25 |
S1 |
18,332.00 |
18,332.00 |
18,551.75 |
18,416.00 |
S2 |
18,073.25 |
18,073.25 |
18,512.75 |
|
S3 |
17,646.25 |
17,905.00 |
18,473.50 |
|
S4 |
17,219.25 |
17,478.00 |
18,356.25 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,822.00 |
20,445.75 |
18,997.50 |
|
R3 |
20,082.75 |
19,706.50 |
18,794.25 |
|
R2 |
19,343.50 |
19,343.50 |
18,726.50 |
|
R1 |
18,967.25 |
18,967.25 |
18,658.75 |
18,785.75 |
PP |
18,604.25 |
18,604.25 |
18,604.25 |
18,513.50 |
S1 |
18,228.00 |
18,228.00 |
18,523.25 |
18,046.50 |
S2 |
17,865.00 |
17,865.00 |
18,455.50 |
|
S3 |
17,125.75 |
17,488.75 |
18,387.75 |
|
S4 |
16,386.50 |
16,749.50 |
18,184.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,980.50 |
18,241.25 |
739.25 |
4.0% |
257.00 |
1.4% |
47% |
False |
True |
644,505 |
10 |
19,023.25 |
18,241.25 |
782.00 |
4.2% |
232.75 |
1.3% |
45% |
False |
True |
603,826 |
20 |
19,023.25 |
17,719.50 |
1,303.75 |
7.0% |
213.75 |
1.1% |
67% |
False |
False |
549,003 |
40 |
19,023.25 |
17,113.25 |
1,910.00 |
10.3% |
278.25 |
1.5% |
77% |
False |
False |
639,764 |
60 |
19,023.25 |
17,113.25 |
1,910.00 |
10.3% |
273.00 |
1.5% |
77% |
False |
False |
620,997 |
80 |
19,023.25 |
17,113.25 |
1,910.00 |
10.3% |
268.25 |
1.4% |
77% |
False |
False |
466,434 |
100 |
19,023.25 |
16,866.00 |
2,157.25 |
11.6% |
262.50 |
1.4% |
80% |
False |
False |
373,320 |
120 |
19,023.25 |
16,325.75 |
2,697.50 |
14.5% |
253.00 |
1.4% |
84% |
False |
False |
311,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,483.00 |
2.618 |
19,786.25 |
1.618 |
19,359.25 |
1.000 |
19,095.25 |
0.618 |
18,932.25 |
HIGH |
18,668.25 |
0.618 |
18,505.25 |
0.500 |
18,454.75 |
0.382 |
18,404.25 |
LOW |
18,241.25 |
0.618 |
17,977.25 |
1.000 |
17,814.25 |
1.618 |
17,550.25 |
2.618 |
17,123.25 |
4.250 |
16,426.50 |
|
|
Fisher Pivots for day following 31-May-2024 |
Pivot |
1 day |
3 day |
R1 |
18,545.50 |
18,595.50 |
PP |
18,500.25 |
18,594.00 |
S1 |
18,454.75 |
18,592.50 |
|