| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,103.4 |
2,105.9 |
2.5 |
0.1% |
2,066.7 |
| High |
2,109.2 |
2,118.8 |
9.6 |
0.5% |
2,132.5 |
| Low |
2,097.4 |
2,100.1 |
2.7 |
0.1% |
2,058.3 |
| Close |
2,105.5 |
2,109.9 |
4.4 |
0.2% |
2,105.5 |
| Range |
11.8 |
18.7 |
6.9 |
58.5% |
74.2 |
| ATR |
35.1 |
33.9 |
-1.2 |
-3.3% |
0.0 |
| Volume |
132,827 |
117,589 |
-15,238 |
-11.5% |
775,707 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.7 |
2,156.5 |
2,120.2 |
|
| R3 |
2,147.0 |
2,137.8 |
2,115.0 |
|
| R2 |
2,128.3 |
2,128.3 |
2,113.3 |
|
| R1 |
2,119.1 |
2,119.1 |
2,111.6 |
2,123.7 |
| PP |
2,109.6 |
2,109.6 |
2,109.6 |
2,111.9 |
| S1 |
2,100.4 |
2,100.4 |
2,108.2 |
2,105.0 |
| S2 |
2,090.9 |
2,090.9 |
2,106.5 |
|
| S3 |
2,072.2 |
2,081.7 |
2,104.8 |
|
| S4 |
2,053.5 |
2,063.0 |
2,099.6 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.4 |
2,287.6 |
2,146.3 |
|
| R3 |
2,247.2 |
2,213.4 |
2,125.9 |
|
| R2 |
2,173.0 |
2,173.0 |
2,119.1 |
|
| R1 |
2,139.2 |
2,139.2 |
2,112.3 |
2,156.1 |
| PP |
2,098.8 |
2,098.8 |
2,098.8 |
2,107.2 |
| S1 |
2,065.0 |
2,065.0 |
2,098.7 |
2,081.9 |
| S2 |
2,024.6 |
2,024.6 |
2,091.9 |
|
| S3 |
1,950.4 |
1,990.8 |
2,085.1 |
|
| S4 |
1,876.2 |
1,916.6 |
2,064.7 |
|
|
| 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% |
27.0 |
1.3% |
70% |
False |
False |
155,757 |
| 10 |
2,132.5 |
2,051.8 |
80.7 |
3.8% |
27.0 |
1.3% |
72% |
False |
False |
139,955 |
| 20 |
2,132.5 |
1,965.7 |
166.8 |
7.9% |
34.1 |
1.6% |
86% |
False |
False |
161,971 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.2 |
1.8% |
77% |
False |
False |
185,006 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
37.3 |
1.8% |
77% |
False |
False |
164,864 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.2 |
1.8% |
77% |
False |
False |
123,725 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.1 |
1.8% |
77% |
False |
False |
99,013 |
| 120 |
2,167.0 |
1,828.5 |
338.5 |
16.0% |
37.4 |
1.8% |
83% |
False |
False |
82,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.3 |
|
2.618 |
2,167.8 |
|
1.618 |
2,149.1 |
|
1.000 |
2,137.5 |
|
0.618 |
2,130.4 |
|
HIGH |
2,118.8 |
|
0.618 |
2,111.7 |
|
0.500 |
2,109.5 |
|
0.382 |
2,107.2 |
|
LOW |
2,100.1 |
|
0.618 |
2,088.5 |
|
1.000 |
2,081.4 |
|
1.618 |
2,069.8 |
|
2.618 |
2,051.1 |
|
4.250 |
2,020.6 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,109.8 |
2,110.7 |
| PP |
2,109.6 |
2,110.4 |
| S1 |
2,109.5 |
2,110.2 |
|