| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,063.4 |
2,085.3 |
21.9 |
1.1% |
2,052.9 |
| High |
2,086.9 |
2,096.3 |
9.4 |
0.5% |
2,096.3 |
| Low |
2,054.3 |
2,061.9 |
7.6 |
0.4% |
2,047.5 |
| Close |
2,084.1 |
2,067.9 |
-16.2 |
-0.8% |
2,067.9 |
| Range |
32.6 |
34.4 |
1.8 |
5.5% |
48.8 |
| ATR |
38.8 |
38.5 |
-0.3 |
-0.8% |
0.0 |
| Volume |
117,960 |
138,794 |
20,834 |
17.7% |
638,499 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.6 |
2,157.6 |
2,086.8 |
|
| R3 |
2,144.2 |
2,123.2 |
2,077.4 |
|
| R2 |
2,109.8 |
2,109.8 |
2,074.2 |
|
| R1 |
2,088.8 |
2,088.8 |
2,071.1 |
2,082.1 |
| PP |
2,075.4 |
2,075.4 |
2,075.4 |
2,072.0 |
| S1 |
2,054.4 |
2,054.4 |
2,064.7 |
2,047.7 |
| S2 |
2,041.0 |
2,041.0 |
2,061.6 |
|
| S3 |
2,006.6 |
2,020.0 |
2,058.4 |
|
| S4 |
1,972.2 |
1,985.6 |
2,049.0 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,217.0 |
2,191.2 |
2,094.7 |
|
| R3 |
2,168.2 |
2,142.4 |
2,081.3 |
|
| R2 |
2,119.4 |
2,119.4 |
2,076.8 |
|
| R1 |
2,093.6 |
2,093.6 |
2,072.4 |
2,106.5 |
| PP |
2,070.6 |
2,070.6 |
2,070.6 |
2,077.0 |
| S1 |
2,044.8 |
2,044.8 |
2,063.4 |
2,057.7 |
| S2 |
2,021.8 |
2,021.8 |
2,059.0 |
|
| S3 |
1,973.0 |
1,996.0 |
2,054.5 |
|
| S4 |
1,924.2 |
1,947.2 |
2,041.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,096.3 |
2,047.5 |
48.8 |
2.4% |
27.4 |
1.3% |
42% |
True |
False |
127,699 |
| 10 |
2,096.3 |
1,972.1 |
124.2 |
6.0% |
35.4 |
1.7% |
77% |
True |
False |
159,557 |
| 20 |
2,096.3 |
1,915.8 |
180.5 |
8.7% |
38.8 |
1.9% |
84% |
True |
False |
187,798 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
39.6 |
1.9% |
61% |
False |
False |
190,753 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
38.1 |
1.8% |
61% |
False |
False |
150,007 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
39.0 |
1.9% |
61% |
False |
False |
112,571 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
38.7 |
1.9% |
61% |
False |
False |
90,086 |
| 120 |
2,167.0 |
1,825.1 |
341.9 |
16.5% |
36.7 |
1.8% |
71% |
False |
False |
75,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,242.5 |
|
2.618 |
2,186.4 |
|
1.618 |
2,152.0 |
|
1.000 |
2,130.7 |
|
0.618 |
2,117.6 |
|
HIGH |
2,096.3 |
|
0.618 |
2,083.2 |
|
0.500 |
2,079.1 |
|
0.382 |
2,075.0 |
|
LOW |
2,061.9 |
|
0.618 |
2,040.6 |
|
1.000 |
2,027.5 |
|
1.618 |
2,006.2 |
|
2.618 |
1,971.8 |
|
4.250 |
1,915.7 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.1 |
2,074.1 |
| PP |
2,075.4 |
2,072.0 |
| S1 |
2,071.6 |
2,070.0 |
|