| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,097.2 |
2,117.6 |
20.4 |
1.0% |
2,052.9 |
| High |
2,132.5 |
2,123.9 |
-8.6 |
-0.4% |
2,096.3 |
| Low |
2,094.5 |
2,102.5 |
8.0 |
0.4% |
2,047.5 |
| Close |
2,118.9 |
2,104.9 |
-14.0 |
-0.7% |
2,067.9 |
| Range |
38.0 |
21.4 |
-16.6 |
-43.7% |
48.8 |
| ATR |
38.1 |
36.9 |
-1.2 |
-3.1% |
0.0 |
| Volume |
195,262 |
137,878 |
-57,384 |
-29.4% |
638,499 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.6 |
2,161.2 |
2,116.7 |
|
| R3 |
2,153.2 |
2,139.8 |
2,110.8 |
|
| R2 |
2,131.8 |
2,131.8 |
2,108.8 |
|
| R1 |
2,118.4 |
2,118.4 |
2,106.9 |
2,114.4 |
| PP |
2,110.4 |
2,110.4 |
2,110.4 |
2,108.5 |
| S1 |
2,097.0 |
2,097.0 |
2,102.9 |
2,093.0 |
| S2 |
2,089.0 |
2,089.0 |
2,101.0 |
|
| S3 |
2,067.6 |
2,075.6 |
2,099.0 |
|
| S4 |
2,046.2 |
2,054.2 |
2,093.1 |
|
|
| 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 |
2,132.5 |
2,058.3 |
74.2 |
3.5% |
32.8 |
1.6% |
63% |
False |
False |
156,334 |
| 10 |
2,132.5 |
2,019.1 |
113.4 |
5.4% |
31.8 |
1.5% |
76% |
False |
False |
147,911 |
| 20 |
2,132.5 |
1,915.8 |
216.7 |
10.3% |
37.3 |
1.8% |
87% |
False |
False |
171,606 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
39.2 |
1.9% |
75% |
False |
False |
188,154 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
37.6 |
1.8% |
75% |
False |
False |
160,700 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.9 |
1.8% |
75% |
False |
False |
120,598 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.5 |
1.8% |
75% |
False |
False |
96,511 |
| 120 |
2,167.0 |
1,828.5 |
338.5 |
16.1% |
37.4 |
1.8% |
82% |
False |
False |
80,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.9 |
|
2.618 |
2,179.9 |
|
1.618 |
2,158.5 |
|
1.000 |
2,145.3 |
|
0.618 |
2,137.1 |
|
HIGH |
2,123.9 |
|
0.618 |
2,115.7 |
|
0.500 |
2,113.2 |
|
0.382 |
2,110.7 |
|
LOW |
2,102.5 |
|
0.618 |
2,089.3 |
|
1.000 |
2,081.1 |
|
1.618 |
2,067.9 |
|
2.618 |
2,046.5 |
|
4.250 |
2,011.6 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,113.2 |
2,101.7 |
| PP |
2,110.4 |
2,098.6 |
| S1 |
2,107.7 |
2,095.4 |
|