| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,353.5 |
8,264.5 |
-89.0 |
-1.1% |
8,464.0 |
| High |
8,357.5 |
8,277.0 |
-80.5 |
-1.0% |
8,473.5 |
| Low |
8,252.0 |
8,187.0 |
-65.0 |
-0.8% |
8,261.0 |
| Close |
8,272.5 |
8,194.5 |
-78.0 |
-0.9% |
8,333.5 |
| Range |
105.5 |
90.0 |
-15.5 |
-14.7% |
212.5 |
| ATR |
80.3 |
81.0 |
0.7 |
0.9% |
0.0 |
| Volume |
77,231 |
94,989 |
17,758 |
23.0% |
371,794 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,489.5 |
8,432.0 |
8,244.0 |
|
| R3 |
8,399.5 |
8,342.0 |
8,219.0 |
|
| R2 |
8,309.5 |
8,309.5 |
8,211.0 |
|
| R1 |
8,252.0 |
8,252.0 |
8,203.0 |
8,236.0 |
| PP |
8,219.5 |
8,219.5 |
8,219.5 |
8,211.5 |
| S1 |
8,162.0 |
8,162.0 |
8,186.0 |
8,146.0 |
| S2 |
8,129.5 |
8,129.5 |
8,178.0 |
|
| S3 |
8,039.5 |
8,072.0 |
8,170.0 |
|
| S4 |
7,949.5 |
7,982.0 |
8,145.0 |
|
|
| 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 |
8,187.0 |
271.0 |
3.3% |
99.0 |
1.2% |
3% |
False |
True |
83,875 |
| 10 |
8,489.0 |
8,187.0 |
302.0 |
3.7% |
75.5 |
0.9% |
2% |
False |
True |
78,196 |
| 20 |
8,489.0 |
8,109.0 |
380.0 |
4.6% |
69.0 |
0.8% |
23% |
False |
False |
80,864 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.8% |
81.0 |
1.0% |
59% |
False |
False |
89,856 |
| 60 |
8,489.0 |
7,611.5 |
877.5 |
10.7% |
74.0 |
0.9% |
66% |
False |
False |
90,491 |
| 80 |
8,489.0 |
7,486.0 |
1,003.0 |
12.2% |
61.5 |
0.8% |
71% |
False |
False |
67,879 |
| 100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.7% |
52.5 |
0.6% |
72% |
False |
False |
54,307 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.7% |
44.5 |
0.5% |
72% |
False |
False |
45,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,659.5 |
|
2.618 |
8,512.5 |
|
1.618 |
8,422.5 |
|
1.000 |
8,367.0 |
|
0.618 |
8,332.5 |
|
HIGH |
8,277.0 |
|
0.618 |
8,242.5 |
|
0.500 |
8,232.0 |
|
0.382 |
8,221.5 |
|
LOW |
8,187.0 |
|
0.618 |
8,131.5 |
|
1.000 |
8,097.0 |
|
1.618 |
8,041.5 |
|
2.618 |
7,951.5 |
|
4.250 |
7,804.5 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,232.0 |
8,272.0 |
| PP |
8,219.5 |
8,246.5 |
| S1 |
8,207.0 |
8,220.5 |
|