| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,066.7 |
2,071.9 |
5.2 |
0.3% |
2,052.9 |
| High |
2,090.9 |
2,103.5 |
12.6 |
0.6% |
2,096.3 |
| Low |
2,065.7 |
2,058.3 |
-7.4 |
-0.4% |
2,047.5 |
| Close |
2,072.5 |
2,095.0 |
22.5 |
1.1% |
2,067.9 |
| Range |
25.2 |
45.2 |
20.0 |
79.4% |
48.8 |
| ATR |
37.5 |
38.1 |
0.5 |
1.5% |
0.0 |
| Volume |
114,511 |
195,229 |
80,718 |
70.5% |
638,499 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.2 |
2,203.3 |
2,119.9 |
|
| R3 |
2,176.0 |
2,158.1 |
2,107.4 |
|
| R2 |
2,130.8 |
2,130.8 |
2,103.3 |
|
| R1 |
2,112.9 |
2,112.9 |
2,099.1 |
2,121.9 |
| PP |
2,085.6 |
2,085.6 |
2,085.6 |
2,090.1 |
| S1 |
2,067.7 |
2,067.7 |
2,090.9 |
2,076.7 |
| S2 |
2,040.4 |
2,040.4 |
2,086.7 |
|
| S3 |
1,995.2 |
2,022.5 |
2,082.6 |
|
| S4 |
1,950.0 |
1,977.3 |
2,070.1 |
|
|
| 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 |
2,103.5 |
2,051.8 |
51.7 |
2.5% |
32.0 |
1.5% |
84% |
True |
False |
136,954 |
| 10 |
2,103.5 |
1,972.1 |
131.4 |
6.3% |
35.8 |
1.7% |
94% |
True |
False |
158,738 |
| 20 |
2,103.5 |
1,915.8 |
187.7 |
9.0% |
38.2 |
1.8% |
95% |
True |
False |
177,547 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
40.1 |
1.9% |
71% |
False |
False |
189,569 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
37.7 |
1.8% |
71% |
False |
False |
155,156 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
39.1 |
1.9% |
71% |
False |
False |
116,438 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
38.8 |
1.9% |
71% |
False |
False |
93,182 |
| 120 |
2,167.0 |
1,825.1 |
341.9 |
16.3% |
37.2 |
1.8% |
79% |
False |
False |
77,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,295.6 |
|
2.618 |
2,221.8 |
|
1.618 |
2,176.6 |
|
1.000 |
2,148.7 |
|
0.618 |
2,131.4 |
|
HIGH |
2,103.5 |
|
0.618 |
2,086.2 |
|
0.500 |
2,080.9 |
|
0.382 |
2,075.6 |
|
LOW |
2,058.3 |
|
0.618 |
2,030.4 |
|
1.000 |
2,013.1 |
|
1.618 |
1,985.2 |
|
2.618 |
1,940.0 |
|
4.250 |
1,866.2 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.3 |
2,090.3 |
| PP |
2,085.6 |
2,085.6 |
| S1 |
2,080.9 |
2,080.9 |
|