| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,180.5 |
8,239.5 |
59.0 |
0.7% |
8,353.5 |
| High |
8,253.5 |
8,321.5 |
68.0 |
0.8% |
8,357.5 |
| Low |
8,151.5 |
8,232.0 |
80.5 |
1.0% |
8,151.5 |
| Close |
8,244.5 |
8,286.0 |
41.5 |
0.5% |
8,286.0 |
| Range |
102.0 |
89.5 |
-12.5 |
-12.3% |
206.0 |
| ATR |
82.5 |
83.0 |
0.5 |
0.6% |
0.0 |
| Volume |
107,797 |
120,759 |
12,962 |
12.0% |
400,776 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,548.5 |
8,506.5 |
8,335.0 |
|
| R3 |
8,459.0 |
8,417.0 |
8,310.5 |
|
| R2 |
8,369.5 |
8,369.5 |
8,302.5 |
|
| R1 |
8,327.5 |
8,327.5 |
8,294.0 |
8,348.5 |
| PP |
8,280.0 |
8,280.0 |
8,280.0 |
8,290.0 |
| S1 |
8,238.0 |
8,238.0 |
8,278.0 |
8,259.0 |
| S2 |
8,190.5 |
8,190.5 |
8,269.5 |
|
| S3 |
8,101.0 |
8,148.5 |
8,261.5 |
|
| S4 |
8,011.5 |
8,059.0 |
8,237.0 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,883.0 |
8,790.5 |
8,399.5 |
|
| R3 |
8,677.0 |
8,584.5 |
8,342.5 |
|
| R2 |
8,471.0 |
8,471.0 |
8,324.0 |
|
| R1 |
8,378.5 |
8,378.5 |
8,305.0 |
8,322.0 |
| PP |
8,265.0 |
8,265.0 |
8,265.0 |
8,236.5 |
| S1 |
8,172.5 |
8,172.5 |
8,267.0 |
8,116.0 |
| S2 |
8,059.0 |
8,059.0 |
8,248.0 |
|
| S3 |
7,853.0 |
7,966.5 |
8,229.5 |
|
| S4 |
7,647.0 |
7,760.5 |
8,172.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,357.5 |
8,151.5 |
206.0 |
2.5% |
94.0 |
1.1% |
65% |
False |
False |
93,614 |
| 10 |
8,473.5 |
8,151.5 |
322.0 |
3.9% |
84.5 |
1.0% |
42% |
False |
False |
84,937 |
| 20 |
8,489.0 |
8,133.0 |
356.0 |
4.3% |
71.0 |
0.9% |
43% |
False |
False |
84,357 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.7% |
81.5 |
1.0% |
72% |
False |
False |
90,634 |
| 60 |
8,489.0 |
7,611.5 |
877.5 |
10.6% |
76.0 |
0.9% |
77% |
False |
False |
94,276 |
| 80 |
8,489.0 |
7,486.0 |
1,003.0 |
12.1% |
63.5 |
0.8% |
80% |
False |
False |
70,736 |
| 100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.5% |
53.5 |
0.6% |
80% |
False |
False |
56,591 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.5% |
46.0 |
0.6% |
80% |
False |
False |
47,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,702.0 |
|
2.618 |
8,556.0 |
|
1.618 |
8,466.5 |
|
1.000 |
8,411.0 |
|
0.618 |
8,377.0 |
|
HIGH |
8,321.5 |
|
0.618 |
8,287.5 |
|
0.500 |
8,277.0 |
|
0.382 |
8,266.0 |
|
LOW |
8,232.0 |
|
0.618 |
8,176.5 |
|
1.000 |
8,142.5 |
|
1.618 |
8,087.0 |
|
2.618 |
7,997.5 |
|
4.250 |
7,851.5 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,283.0 |
8,269.5 |
| PP |
8,280.0 |
8,253.0 |
| S1 |
8,277.0 |
8,236.5 |
|