| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,105.9 |
2,111.6 |
5.7 |
0.3% |
2,066.7 |
| High |
2,118.8 |
2,113.4 |
-5.4 |
-0.3% |
2,132.5 |
| Low |
2,100.1 |
2,093.6 |
-6.5 |
-0.3% |
2,058.3 |
| Close |
2,109.9 |
2,107.1 |
-2.8 |
-0.1% |
2,105.5 |
| Range |
18.7 |
19.8 |
1.1 |
5.9% |
74.2 |
| ATR |
33.9 |
32.9 |
-1.0 |
-3.0% |
0.0 |
| Volume |
117,589 |
117,246 |
-343 |
-0.3% |
775,707 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.1 |
2,155.4 |
2,118.0 |
|
| R3 |
2,144.3 |
2,135.6 |
2,112.5 |
|
| R2 |
2,124.5 |
2,124.5 |
2,110.7 |
|
| R1 |
2,115.8 |
2,115.8 |
2,108.9 |
2,110.3 |
| PP |
2,104.7 |
2,104.7 |
2,104.7 |
2,101.9 |
| S1 |
2,096.0 |
2,096.0 |
2,105.3 |
2,090.5 |
| S2 |
2,084.9 |
2,084.9 |
2,103.5 |
|
| S3 |
2,065.1 |
2,076.2 |
2,101.7 |
|
| S4 |
2,045.3 |
2,056.4 |
2,096.2 |
|
|
| 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 |
2,093.6 |
38.9 |
1.8% |
21.9 |
1.0% |
35% |
False |
True |
140,160 |
| 10 |
2,132.5 |
2,051.8 |
80.7 |
3.8% |
27.0 |
1.3% |
69% |
False |
False |
138,557 |
| 20 |
2,132.5 |
1,965.7 |
166.8 |
7.9% |
32.6 |
1.5% |
85% |
False |
False |
158,458 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.1 |
1.8% |
76% |
False |
False |
185,328 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
37.2 |
1.8% |
76% |
False |
False |
166,811 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.2 |
1.8% |
76% |
False |
False |
125,189 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
11.9% |
38.1 |
1.8% |
76% |
False |
False |
100,185 |
| 120 |
2,167.0 |
1,838.0 |
329.0 |
15.6% |
37.4 |
1.8% |
82% |
False |
False |
83,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.6 |
|
2.618 |
2,165.2 |
|
1.618 |
2,145.4 |
|
1.000 |
2,133.2 |
|
0.618 |
2,125.6 |
|
HIGH |
2,113.4 |
|
0.618 |
2,105.8 |
|
0.500 |
2,103.5 |
|
0.382 |
2,101.2 |
|
LOW |
2,093.6 |
|
0.618 |
2,081.4 |
|
1.000 |
2,073.8 |
|
1.618 |
2,061.6 |
|
2.618 |
2,041.8 |
|
4.250 |
2,009.5 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.9 |
2,106.8 |
| PP |
2,104.7 |
2,106.5 |
| S1 |
2,103.5 |
2,106.2 |
|