| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,078.2 |
2,071.0 |
-7.2 |
-0.3% |
2,105.9 |
| High |
2,093.5 |
2,071.1 |
-22.4 |
-1.1% |
2,118.8 |
| Low |
2,060.9 |
2,038.4 |
-22.5 |
-1.1% |
2,044.9 |
| Close |
2,073.2 |
2,041.6 |
-31.6 |
-1.5% |
2,076.5 |
| Range |
32.6 |
32.7 |
0.1 |
0.3% |
73.9 |
| ATR |
33.6 |
33.7 |
0.1 |
0.3% |
0.0 |
| Volume |
170,242 |
175,503 |
5,261 |
3.1% |
792,359 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.5 |
2,127.7 |
2,059.6 |
|
| R3 |
2,115.8 |
2,095.0 |
2,050.6 |
|
| R2 |
2,083.1 |
2,083.1 |
2,047.6 |
|
| R1 |
2,062.3 |
2,062.3 |
2,044.6 |
2,056.4 |
| PP |
2,050.4 |
2,050.4 |
2,050.4 |
2,047.4 |
| S1 |
2,029.6 |
2,029.6 |
2,038.6 |
2,023.7 |
| S2 |
2,017.7 |
2,017.7 |
2,035.6 |
|
| S3 |
1,985.0 |
1,996.9 |
2,032.6 |
|
| S4 |
1,952.3 |
1,964.2 |
2,023.6 |
|
|
| 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 |
2,110.2 |
2,038.4 |
71.8 |
3.5% |
34.7 |
1.7% |
4% |
False |
True |
180,653 |
| 10 |
2,132.5 |
2,038.4 |
94.1 |
4.6% |
28.3 |
1.4% |
3% |
False |
True |
160,407 |
| 20 |
2,132.5 |
1,972.1 |
160.4 |
7.9% |
32.1 |
1.6% |
43% |
False |
False |
159,572 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.6% |
37.3 |
1.8% |
58% |
False |
False |
184,814 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
37.2 |
1.8% |
50% |
False |
False |
181,767 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
37.7 |
1.8% |
50% |
False |
False |
136,465 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
38.0 |
1.9% |
50% |
False |
False |
109,209 |
| 120 |
2,167.0 |
1,886.0 |
281.0 |
13.8% |
37.6 |
1.8% |
55% |
False |
False |
91,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.1 |
|
2.618 |
2,156.7 |
|
1.618 |
2,124.0 |
|
1.000 |
2,103.8 |
|
0.618 |
2,091.3 |
|
HIGH |
2,071.1 |
|
0.618 |
2,058.6 |
|
0.500 |
2,054.8 |
|
0.382 |
2,050.9 |
|
LOW |
2,038.4 |
|
0.618 |
2,018.2 |
|
1.000 |
2,005.7 |
|
1.618 |
1,985.5 |
|
2.618 |
1,952.8 |
|
4.250 |
1,899.4 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.8 |
2,066.0 |
| PP |
2,050.4 |
2,057.8 |
| S1 |
2,046.0 |
2,049.7 |
|