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 |
8,424.5 |
8,451.0 |
26.5 |
0.3% |
8,283.5 |
High |
8,460.0 |
8,489.0 |
29.0 |
0.3% |
8,469.5 |
Low |
8,403.0 |
8,440.0 |
37.0 |
0.4% |
8,283.5 |
Close |
8,442.0 |
8,451.5 |
9.5 |
0.1% |
8,451.0 |
Range |
57.0 |
49.0 |
-8.0 |
-14.0% |
186.0 |
ATR |
80.4 |
78.2 |
-2.2 |
-2.8% |
0.0 |
Volume |
76,840 |
79,399 |
2,559 |
3.3% |
367,699 |
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,607.0 |
8,578.5 |
8,478.5 |
|
R3 |
8,558.0 |
8,529.5 |
8,465.0 |
|
R2 |
8,509.0 |
8,509.0 |
8,460.5 |
|
R1 |
8,480.5 |
8,480.5 |
8,456.0 |
8,495.0 |
PP |
8,460.0 |
8,460.0 |
8,460.0 |
8,467.5 |
S1 |
8,431.5 |
8,431.5 |
8,447.0 |
8,446.0 |
S2 |
8,411.0 |
8,411.0 |
8,442.5 |
|
S3 |
8,362.0 |
8,382.5 |
8,438.0 |
|
S4 |
8,313.0 |
8,333.5 |
8,424.5 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,959.5 |
8,891.0 |
8,553.5 |
|
R3 |
8,773.5 |
8,705.0 |
8,502.0 |
|
R2 |
8,587.5 |
8,587.5 |
8,485.0 |
|
R1 |
8,519.0 |
8,519.0 |
8,468.0 |
8,553.0 |
PP |
8,401.5 |
8,401.5 |
8,401.5 |
8,418.5 |
S1 |
8,333.0 |
8,333.0 |
8,434.0 |
8,367.0 |
S2 |
8,215.5 |
8,215.5 |
8,417.0 |
|
S3 |
8,029.5 |
8,147.0 |
8,400.0 |
|
S4 |
7,843.5 |
7,961.0 |
8,348.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,489.0 |
8,363.0 |
126.0 |
1.5% |
56.0 |
0.7% |
70% |
True |
False |
77,236 |
10 |
8,489.0 |
8,109.0 |
380.0 |
4.5% |
60.5 |
0.7% |
90% |
True |
False |
81,528 |
20 |
8,489.0 |
7,766.5 |
722.5 |
8.5% |
76.0 |
0.9% |
95% |
True |
False |
87,636 |
40 |
8,489.0 |
7,718.5 |
770.5 |
9.1% |
77.5 |
0.9% |
95% |
True |
False |
91,308 |
60 |
8,489.0 |
7,611.5 |
877.5 |
10.4% |
66.5 |
0.8% |
96% |
True |
False |
78,794 |
80 |
8,489.0 |
7,486.0 |
1,003.0 |
11.9% |
53.5 |
0.6% |
96% |
True |
False |
59,099 |
100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.3% |
46.5 |
0.5% |
96% |
True |
False |
47,282 |
120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.3% |
38.5 |
0.5% |
96% |
True |
False |
39,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,697.0 |
2.618 |
8,617.5 |
1.618 |
8,568.5 |
1.000 |
8,538.0 |
0.618 |
8,519.5 |
HIGH |
8,489.0 |
0.618 |
8,470.5 |
0.500 |
8,464.5 |
0.382 |
8,458.5 |
LOW |
8,440.0 |
0.618 |
8,409.5 |
1.000 |
8,391.0 |
1.618 |
8,360.5 |
2.618 |
8,311.5 |
4.250 |
8,232.0 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
8,464.5 |
8,449.5 |
PP |
8,460.0 |
8,448.0 |
S1 |
8,456.0 |
8,446.0 |
|