| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,085.3 |
2,066.7 |
-18.6 |
-0.9% |
2,052.9 |
| High |
2,096.3 |
2,090.9 |
-5.4 |
-0.3% |
2,096.3 |
| Low |
2,061.9 |
2,065.7 |
3.8 |
0.2% |
2,047.5 |
| Close |
2,067.9 |
2,072.5 |
4.6 |
0.2% |
2,067.9 |
| Range |
34.4 |
25.2 |
-9.2 |
-26.7% |
48.8 |
| ATR |
38.5 |
37.5 |
-0.9 |
-2.5% |
0.0 |
| Volume |
138,794 |
114,511 |
-24,283 |
-17.5% |
638,499 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.0 |
2,137.4 |
2,086.4 |
|
| R3 |
2,126.8 |
2,112.2 |
2,079.4 |
|
| R2 |
2,101.6 |
2,101.6 |
2,077.1 |
|
| R1 |
2,087.0 |
2,087.0 |
2,074.8 |
2,094.3 |
| PP |
2,076.4 |
2,076.4 |
2,076.4 |
2,080.0 |
| S1 |
2,061.8 |
2,061.8 |
2,070.2 |
2,069.1 |
| S2 |
2,051.2 |
2,051.2 |
2,067.9 |
|
| S3 |
2,026.0 |
2,036.6 |
2,065.6 |
|
| S4 |
2,000.8 |
2,011.4 |
2,058.6 |
|
|
| 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 |
2,051.8 |
44.5 |
2.1% |
26.9 |
1.3% |
47% |
False |
False |
124,153 |
| 10 |
2,096.3 |
1,972.1 |
124.2 |
6.0% |
36.2 |
1.7% |
81% |
False |
False |
158,666 |
| 20 |
2,096.3 |
1,915.8 |
180.5 |
8.7% |
37.4 |
1.8% |
87% |
False |
False |
180,581 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
39.7 |
1.9% |
62% |
False |
False |
188,569 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.6 |
1.8% |
62% |
False |
False |
151,908 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
39.0 |
1.9% |
62% |
False |
False |
113,999 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
38.8 |
1.9% |
62% |
False |
False |
91,230 |
| 120 |
2,167.0 |
1,825.1 |
341.9 |
16.5% |
36.9 |
1.8% |
72% |
False |
False |
76,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.0 |
|
2.618 |
2,156.9 |
|
1.618 |
2,131.7 |
|
1.000 |
2,116.1 |
|
0.618 |
2,106.5 |
|
HIGH |
2,090.9 |
|
0.618 |
2,081.3 |
|
0.500 |
2,078.3 |
|
0.382 |
2,075.3 |
|
LOW |
2,065.7 |
|
0.618 |
2,050.1 |
|
1.000 |
2,040.5 |
|
1.618 |
2,024.9 |
|
2.618 |
1,999.7 |
|
4.250 |
1,958.6 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.3 |
2,075.3 |
| PP |
2,076.4 |
2,074.4 |
| S1 |
2,074.4 |
2,073.4 |
|