| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,111.6 |
2,106.0 |
-5.6 |
-0.3% |
2,066.7 |
| High |
2,113.4 |
2,110.2 |
-3.2 |
-0.2% |
2,132.5 |
| Low |
2,093.6 |
2,080.6 |
-13.0 |
-0.6% |
2,058.3 |
| Close |
2,107.1 |
2,089.1 |
-18.0 |
-0.9% |
2,105.5 |
| Range |
19.8 |
29.6 |
9.8 |
49.5% |
74.2 |
| ATR |
32.9 |
32.7 |
-0.2 |
-0.7% |
0.0 |
| Volume |
117,246 |
167,725 |
50,479 |
43.1% |
775,707 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.1 |
2,165.2 |
2,105.4 |
|
| R3 |
2,152.5 |
2,135.6 |
2,097.2 |
|
| R2 |
2,122.9 |
2,122.9 |
2,094.5 |
|
| R1 |
2,106.0 |
2,106.0 |
2,091.8 |
2,099.7 |
| PP |
2,093.3 |
2,093.3 |
2,093.3 |
2,090.1 |
| S1 |
2,076.4 |
2,076.4 |
2,086.4 |
2,070.1 |
| S2 |
2,063.7 |
2,063.7 |
2,083.7 |
|
| S3 |
2,034.1 |
2,046.8 |
2,081.0 |
|
| S4 |
2,004.5 |
2,017.2 |
2,072.8 |
|
|
| 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 |
2,123.9 |
2,080.6 |
43.3 |
2.1% |
20.3 |
1.0% |
20% |
False |
True |
134,653 |
| 10 |
2,132.5 |
2,054.3 |
78.2 |
3.7% |
27.7 |
1.3% |
45% |
False |
False |
143,502 |
| 20 |
2,132.5 |
1,965.7 |
166.8 |
8.0% |
32.9 |
1.6% |
74% |
False |
False |
158,385 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
38.2 |
1.8% |
69% |
False |
False |
186,201 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
37.1 |
1.8% |
69% |
False |
False |
169,595 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
38.0 |
1.8% |
69% |
False |
False |
127,283 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.0% |
38.2 |
1.8% |
69% |
False |
False |
101,862 |
| 120 |
2,167.0 |
1,838.0 |
329.0 |
15.7% |
37.5 |
1.8% |
76% |
False |
False |
84,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.0 |
|
2.618 |
2,187.7 |
|
1.618 |
2,158.1 |
|
1.000 |
2,139.8 |
|
0.618 |
2,128.5 |
|
HIGH |
2,110.2 |
|
0.618 |
2,098.9 |
|
0.500 |
2,095.4 |
|
0.382 |
2,091.9 |
|
LOW |
2,080.6 |
|
0.618 |
2,062.3 |
|
1.000 |
2,051.0 |
|
1.618 |
2,032.7 |
|
2.618 |
2,003.1 |
|
4.250 |
1,954.8 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.4 |
2,099.7 |
| PP |
2,093.3 |
2,096.2 |
| S1 |
2,091.2 |
2,092.6 |
|