| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,071.9 |
2,097.2 |
25.3 |
1.2% |
2,052.9 |
| High |
2,103.5 |
2,132.5 |
29.0 |
1.4% |
2,096.3 |
| Low |
2,058.3 |
2,094.5 |
36.2 |
1.8% |
2,047.5 |
| Close |
2,095.0 |
2,118.9 |
23.9 |
1.1% |
2,067.9 |
| Range |
45.2 |
38.0 |
-7.2 |
-15.9% |
48.8 |
| ATR |
38.1 |
38.1 |
0.0 |
0.0% |
0.0 |
| Volume |
195,229 |
195,262 |
33 |
0.0% |
638,499 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.3 |
2,212.1 |
2,139.8 |
|
| R3 |
2,191.3 |
2,174.1 |
2,129.4 |
|
| R2 |
2,153.3 |
2,153.3 |
2,125.9 |
|
| R1 |
2,136.1 |
2,136.1 |
2,122.4 |
2,144.7 |
| PP |
2,115.3 |
2,115.3 |
2,115.3 |
2,119.6 |
| S1 |
2,098.1 |
2,098.1 |
2,115.4 |
2,106.7 |
| S2 |
2,077.3 |
2,077.3 |
2,111.9 |
|
| S3 |
2,039.3 |
2,060.1 |
2,108.5 |
|
| S4 |
2,001.3 |
2,022.1 |
2,098.0 |
|
|
| 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 |
2,132.5 |
2,054.3 |
78.2 |
3.7% |
35.1 |
1.7% |
83% |
True |
False |
152,351 |
| 10 |
2,132.5 |
1,991.7 |
140.8 |
6.6% |
33.7 |
1.6% |
90% |
True |
False |
152,765 |
| 20 |
2,132.5 |
1,915.8 |
216.7 |
10.2% |
38.0 |
1.8% |
94% |
True |
False |
175,695 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
40.2 |
1.9% |
81% |
False |
False |
190,618 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
37.7 |
1.8% |
81% |
False |
False |
158,406 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
39.0 |
1.8% |
81% |
False |
False |
118,877 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.6 |
1.8% |
81% |
False |
False |
95,133 |
| 120 |
2,167.0 |
1,828.5 |
338.5 |
16.0% |
37.3 |
1.8% |
86% |
False |
False |
79,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,294.0 |
|
2.618 |
2,232.0 |
|
1.618 |
2,194.0 |
|
1.000 |
2,170.5 |
|
0.618 |
2,156.0 |
|
HIGH |
2,132.5 |
|
0.618 |
2,118.0 |
|
0.500 |
2,113.5 |
|
0.382 |
2,109.0 |
|
LOW |
2,094.5 |
|
0.618 |
2,071.0 |
|
1.000 |
2,056.5 |
|
1.618 |
2,033.0 |
|
2.618 |
1,995.0 |
|
4.250 |
1,933.0 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,117.1 |
2,111.1 |
| PP |
2,115.3 |
2,103.2 |
| S1 |
2,113.5 |
2,095.4 |
|