| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,301.0 |
8,353.5 |
52.5 |
0.6% |
8,464.0 |
| High |
8,343.5 |
8,357.5 |
14.0 |
0.2% |
8,473.5 |
| Low |
8,261.0 |
8,252.0 |
-9.0 |
-0.1% |
8,261.0 |
| Close |
8,333.5 |
8,272.5 |
-61.0 |
-0.7% |
8,333.5 |
| Range |
82.5 |
105.5 |
23.0 |
27.9% |
212.5 |
| ATR |
78.3 |
80.3 |
1.9 |
2.5% |
0.0 |
| Volume |
67,296 |
77,231 |
9,935 |
14.8% |
371,794 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,610.5 |
8,547.0 |
8,330.5 |
|
| R3 |
8,505.0 |
8,441.5 |
8,301.5 |
|
| R2 |
8,399.5 |
8,399.5 |
8,292.0 |
|
| R1 |
8,336.0 |
8,336.0 |
8,282.0 |
8,315.0 |
| PP |
8,294.0 |
8,294.0 |
8,294.0 |
8,283.5 |
| S1 |
8,230.5 |
8,230.5 |
8,263.0 |
8,209.5 |
| S2 |
8,188.5 |
8,188.5 |
8,253.0 |
|
| S3 |
8,083.0 |
8,125.0 |
8,243.5 |
|
| S4 |
7,977.5 |
8,019.5 |
8,214.5 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,993.5 |
8,876.0 |
8,450.5 |
|
| R3 |
8,781.0 |
8,663.5 |
8,392.0 |
|
| R2 |
8,568.5 |
8,568.5 |
8,372.5 |
|
| R1 |
8,451.0 |
8,451.0 |
8,353.0 |
8,403.5 |
| PP |
8,356.0 |
8,356.0 |
8,356.0 |
8,332.0 |
| S1 |
8,238.5 |
8,238.5 |
8,314.0 |
8,191.0 |
| S2 |
8,143.5 |
8,143.5 |
8,294.5 |
|
| S3 |
7,931.0 |
8,026.0 |
8,275.0 |
|
| S4 |
7,718.5 |
7,813.5 |
8,216.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,458.0 |
8,252.0 |
206.0 |
2.5% |
93.5 |
1.1% |
10% |
False |
True |
80,053 |
| 10 |
8,489.0 |
8,252.0 |
237.0 |
2.9% |
72.5 |
0.9% |
9% |
False |
True |
76,381 |
| 20 |
8,489.0 |
8,109.0 |
380.0 |
4.6% |
68.0 |
0.8% |
43% |
False |
False |
79,759 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.7% |
79.5 |
1.0% |
70% |
False |
False |
89,786 |
| 60 |
8,489.0 |
7,611.5 |
877.5 |
10.6% |
73.0 |
0.9% |
75% |
False |
False |
88,909 |
| 80 |
8,489.0 |
7,486.0 |
1,003.0 |
12.1% |
60.5 |
0.7% |
78% |
False |
False |
66,692 |
| 100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.6% |
51.5 |
0.6% |
79% |
False |
False |
53,357 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.6% |
44.0 |
0.5% |
79% |
False |
False |
44,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,806.0 |
|
2.618 |
8,633.5 |
|
1.618 |
8,528.0 |
|
1.000 |
8,463.0 |
|
0.618 |
8,422.5 |
|
HIGH |
8,357.5 |
|
0.618 |
8,317.0 |
|
0.500 |
8,305.0 |
|
0.382 |
8,292.5 |
|
LOW |
8,252.0 |
|
0.618 |
8,187.0 |
|
1.000 |
8,146.5 |
|
1.618 |
8,081.5 |
|
2.618 |
7,976.0 |
|
4.250 |
7,803.5 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,305.0 |
8,326.0 |
| PP |
8,294.0 |
8,308.5 |
| S1 |
8,283.0 |
8,290.5 |
|