| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,084.6 |
2,056.4 |
-28.2 |
-1.4% |
2,105.9 |
| High |
2,101.0 |
2,078.4 |
-22.6 |
-1.1% |
2,118.8 |
| Low |
2,044.9 |
2,055.7 |
10.8 |
0.5% |
2,044.9 |
| Close |
2,053.7 |
2,076.5 |
22.8 |
1.1% |
2,076.5 |
| Range |
56.1 |
22.7 |
-33.4 |
-59.5% |
73.9 |
| ATR |
34.4 |
33.7 |
-0.7 |
-2.0% |
0.0 |
| Volume |
243,990 |
145,809 |
-98,181 |
-40.2% |
792,359 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.3 |
2,130.1 |
2,089.0 |
|
| R3 |
2,115.6 |
2,107.4 |
2,082.7 |
|
| R2 |
2,092.9 |
2,092.9 |
2,080.7 |
|
| R1 |
2,084.7 |
2,084.7 |
2,078.6 |
2,088.8 |
| PP |
2,070.2 |
2,070.2 |
2,070.2 |
2,072.3 |
| S1 |
2,062.0 |
2,062.0 |
2,074.4 |
2,066.1 |
| S2 |
2,047.5 |
2,047.5 |
2,072.3 |
|
| S3 |
2,024.8 |
2,039.3 |
2,070.3 |
|
| S4 |
2,002.1 |
2,016.6 |
2,064.0 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.8 |
2,263.0 |
2,117.1 |
|
| R3 |
2,227.9 |
2,189.1 |
2,096.8 |
|
| R2 |
2,154.0 |
2,154.0 |
2,090.0 |
|
| R1 |
2,115.2 |
2,115.2 |
2,083.3 |
2,097.7 |
| PP |
2,080.1 |
2,080.1 |
2,080.1 |
2,071.3 |
| S1 |
2,041.3 |
2,041.3 |
2,069.7 |
2,023.8 |
| S2 |
2,006.2 |
2,006.2 |
2,063.0 |
|
| S3 |
1,932.3 |
1,967.4 |
2,056.2 |
|
| S4 |
1,858.4 |
1,893.5 |
2,035.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,118.8 |
2,044.9 |
73.9 |
3.6% |
29.4 |
1.4% |
43% |
False |
False |
158,471 |
| 10 |
2,132.5 |
2,044.9 |
87.6 |
4.2% |
28.9 |
1.4% |
36% |
False |
False |
156,806 |
| 20 |
2,132.5 |
1,972.1 |
160.4 |
7.7% |
32.1 |
1.5% |
65% |
False |
False |
158,182 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
38.3 |
1.8% |
64% |
False |
False |
186,455 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.2 |
1.8% |
64% |
False |
False |
176,060 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.8 |
1.8% |
64% |
False |
False |
132,148 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
38.2 |
1.8% |
64% |
False |
False |
105,756 |
| 120 |
2,167.0 |
1,886.0 |
281.0 |
13.5% |
37.5 |
1.8% |
68% |
False |
False |
88,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.9 |
|
2.618 |
2,137.8 |
|
1.618 |
2,115.1 |
|
1.000 |
2,101.1 |
|
0.618 |
2,092.4 |
|
HIGH |
2,078.4 |
|
0.618 |
2,069.7 |
|
0.500 |
2,067.1 |
|
0.382 |
2,064.4 |
|
LOW |
2,055.7 |
|
0.618 |
2,041.7 |
|
1.000 |
2,033.0 |
|
1.618 |
2,019.0 |
|
2.618 |
1,996.3 |
|
4.250 |
1,959.2 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.4 |
2,077.6 |
| PP |
2,070.2 |
2,077.2 |
| S1 |
2,067.1 |
2,076.9 |
|