| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,436.5 |
8,394.0 |
-42.5 |
-0.5% |
8,434.5 |
| High |
8,458.0 |
8,400.5 |
-57.5 |
-0.7% |
8,489.0 |
| Low |
8,350.5 |
8,291.5 |
-59.0 |
-0.7% |
8,403.0 |
| Close |
8,387.5 |
8,357.0 |
-30.5 |
-0.4% |
8,443.0 |
| Range |
107.5 |
109.0 |
1.5 |
1.4% |
86.0 |
| ATR |
74.5 |
77.0 |
2.5 |
3.3% |
0.0 |
| Volume |
90,239 |
89,620 |
-619 |
-0.7% |
378,566 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,676.5 |
8,626.0 |
8,417.0 |
|
| R3 |
8,567.5 |
8,517.0 |
8,387.0 |
|
| R2 |
8,458.5 |
8,458.5 |
8,377.0 |
|
| R1 |
8,408.0 |
8,408.0 |
8,367.0 |
8,379.0 |
| PP |
8,349.5 |
8,349.5 |
8,349.5 |
8,335.0 |
| S1 |
8,299.0 |
8,299.0 |
8,347.0 |
8,270.0 |
| S2 |
8,240.5 |
8,240.5 |
8,337.0 |
|
| S3 |
8,131.5 |
8,190.0 |
8,327.0 |
|
| S4 |
8,022.5 |
8,081.0 |
8,297.0 |
|
|
| 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 |
8,473.5 |
8,291.5 |
182.0 |
2.2% |
75.0 |
0.9% |
36% |
False |
True |
76,261 |
| 10 |
8,489.0 |
8,291.5 |
197.5 |
2.4% |
64.5 |
0.8% |
33% |
False |
True |
76,508 |
| 20 |
8,489.0 |
8,040.5 |
448.5 |
5.4% |
67.0 |
0.8% |
71% |
False |
False |
81,697 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.6% |
77.5 |
0.9% |
82% |
False |
False |
90,012 |
| 60 |
8,489.0 |
7,611.5 |
877.5 |
10.5% |
71.0 |
0.8% |
85% |
False |
False |
86,502 |
| 80 |
8,489.0 |
7,486.0 |
1,003.0 |
12.0% |
58.5 |
0.7% |
87% |
False |
False |
64,887 |
| 100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.4% |
50.0 |
0.6% |
87% |
False |
False |
51,912 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.4% |
42.5 |
0.5% |
87% |
False |
False |
43,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,864.0 |
|
2.618 |
8,686.0 |
|
1.618 |
8,577.0 |
|
1.000 |
8,509.5 |
|
0.618 |
8,468.0 |
|
HIGH |
8,400.5 |
|
0.618 |
8,359.0 |
|
0.500 |
8,346.0 |
|
0.382 |
8,333.0 |
|
LOW |
8,291.5 |
|
0.618 |
8,224.0 |
|
1.000 |
8,182.5 |
|
1.618 |
8,115.0 |
|
2.618 |
8,006.0 |
|
4.250 |
7,828.0 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,353.5 |
8,375.0 |
| PP |
8,349.5 |
8,369.0 |
| S1 |
8,346.0 |
8,363.0 |
|