| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,423.0 |
8,436.5 |
13.5 |
0.2% |
8,434.5 |
| High |
8,445.0 |
8,458.0 |
13.0 |
0.2% |
8,489.0 |
| Low |
8,381.5 |
8,350.5 |
-31.0 |
-0.4% |
8,403.0 |
| Close |
8,437.5 |
8,387.5 |
-50.0 |
-0.6% |
8,443.0 |
| Range |
63.5 |
107.5 |
44.0 |
69.3% |
86.0 |
| ATR |
72.0 |
74.5 |
2.5 |
3.5% |
0.0 |
| Volume |
75,879 |
90,239 |
14,360 |
18.9% |
378,566 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,721.0 |
8,662.0 |
8,446.5 |
|
| R3 |
8,613.5 |
8,554.5 |
8,417.0 |
|
| R2 |
8,506.0 |
8,506.0 |
8,407.0 |
|
| R1 |
8,447.0 |
8,447.0 |
8,397.5 |
8,423.0 |
| PP |
8,398.5 |
8,398.5 |
8,398.5 |
8,386.5 |
| S1 |
8,339.5 |
8,339.5 |
8,377.5 |
8,315.0 |
| S2 |
8,291.0 |
8,291.0 |
8,368.0 |
|
| S3 |
8,183.5 |
8,232.0 |
8,358.0 |
|
| S4 |
8,076.0 |
8,124.5 |
8,328.5 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,703.0 |
8,659.0 |
8,490.5 |
|
| R3 |
8,617.0 |
8,573.0 |
8,466.5 |
|
| R2 |
8,531.0 |
8,531.0 |
8,459.0 |
|
| R1 |
8,487.0 |
8,487.0 |
8,451.0 |
8,509.0 |
| PP |
8,445.0 |
8,445.0 |
8,445.0 |
8,456.0 |
| S1 |
8,401.0 |
8,401.0 |
8,435.0 |
8,423.0 |
| S2 |
8,359.0 |
8,359.0 |
8,427.0 |
|
| S3 |
8,273.0 |
8,315.0 |
8,419.5 |
|
| S4 |
8,187.0 |
8,229.0 |
8,395.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,483.5 |
8,350.5 |
133.0 |
1.6% |
64.0 |
0.8% |
28% |
False |
True |
74,686 |
| 10 |
8,489.0 |
8,350.5 |
138.5 |
1.7% |
60.0 |
0.7% |
27% |
False |
True |
75,961 |
| 20 |
8,489.0 |
8,040.5 |
448.5 |
5.3% |
66.0 |
0.8% |
77% |
False |
False |
80,933 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.6% |
76.0 |
0.9% |
86% |
False |
False |
89,678 |
| 60 |
8,489.0 |
7,611.5 |
877.5 |
10.5% |
69.5 |
0.8% |
88% |
False |
False |
85,009 |
| 80 |
8,489.0 |
7,486.0 |
1,003.0 |
12.0% |
57.0 |
0.7% |
90% |
False |
False |
63,766 |
| 100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.4% |
49.0 |
0.6% |
90% |
False |
False |
51,016 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.4% |
41.5 |
0.5% |
90% |
False |
False |
42,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,915.0 |
|
2.618 |
8,739.5 |
|
1.618 |
8,632.0 |
|
1.000 |
8,565.5 |
|
0.618 |
8,524.5 |
|
HIGH |
8,458.0 |
|
0.618 |
8,417.0 |
|
0.500 |
8,404.0 |
|
0.382 |
8,391.5 |
|
LOW |
8,350.5 |
|
0.618 |
8,284.0 |
|
1.000 |
8,243.0 |
|
1.618 |
8,176.5 |
|
2.618 |
8,069.0 |
|
4.250 |
7,893.5 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,404.0 |
8,412.0 |
| PP |
8,398.5 |
8,404.0 |
| S1 |
8,393.0 |
8,395.5 |
|