| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,056.4 |
2,078.2 |
21.8 |
1.1% |
2,105.9 |
| High |
2,078.4 |
2,093.5 |
15.1 |
0.7% |
2,118.8 |
| Low |
2,055.7 |
2,060.9 |
5.2 |
0.3% |
2,044.9 |
| Close |
2,076.5 |
2,073.2 |
-3.3 |
-0.2% |
2,076.5 |
| Range |
22.7 |
32.6 |
9.9 |
43.6% |
73.9 |
| ATR |
33.7 |
33.6 |
-0.1 |
-0.2% |
0.0 |
| Volume |
145,809 |
170,242 |
24,433 |
16.8% |
792,359 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.7 |
2,156.0 |
2,091.1 |
|
| R3 |
2,141.1 |
2,123.4 |
2,082.2 |
|
| R2 |
2,108.5 |
2,108.5 |
2,079.2 |
|
| R1 |
2,090.8 |
2,090.8 |
2,076.2 |
2,083.4 |
| PP |
2,075.9 |
2,075.9 |
2,075.9 |
2,072.1 |
| S1 |
2,058.2 |
2,058.2 |
2,070.2 |
2,050.8 |
| S2 |
2,043.3 |
2,043.3 |
2,067.2 |
|
| S3 |
2,010.7 |
2,025.6 |
2,064.2 |
|
| S4 |
1,978.1 |
1,993.0 |
2,055.3 |
|
|
| 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 |
2,113.4 |
2,044.9 |
68.5 |
3.3% |
32.2 |
1.6% |
41% |
False |
False |
169,002 |
| 10 |
2,132.5 |
2,044.9 |
87.6 |
4.2% |
29.6 |
1.4% |
32% |
False |
False |
162,379 |
| 20 |
2,132.5 |
1,972.1 |
160.4 |
7.7% |
32.9 |
1.6% |
63% |
False |
False |
160,523 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.5% |
37.9 |
1.8% |
73% |
False |
False |
186,278 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.2 |
1.8% |
63% |
False |
False |
178,880 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.7 |
1.8% |
63% |
False |
False |
134,274 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.9 |
1.8% |
63% |
False |
False |
107,457 |
| 120 |
2,167.0 |
1,886.0 |
281.0 |
13.6% |
37.5 |
1.8% |
67% |
False |
False |
89,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.1 |
|
2.618 |
2,178.8 |
|
1.618 |
2,146.2 |
|
1.000 |
2,126.1 |
|
0.618 |
2,113.6 |
|
HIGH |
2,093.5 |
|
0.618 |
2,081.0 |
|
0.500 |
2,077.2 |
|
0.382 |
2,073.4 |
|
LOW |
2,060.9 |
|
0.618 |
2,040.8 |
|
1.000 |
2,028.3 |
|
1.618 |
2,008.2 |
|
2.618 |
1,975.6 |
|
4.250 |
1,922.4 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.2 |
2,073.1 |
| PP |
2,075.9 |
2,073.0 |
| S1 |
2,074.5 |
2,073.0 |
|