| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,071.0 |
2,041.2 |
-29.8 |
-1.4% |
2,105.9 |
| High |
2,071.1 |
2,070.0 |
-1.1 |
-0.1% |
2,118.8 |
| Low |
2,038.4 |
2,031.2 |
-7.2 |
-0.4% |
2,044.9 |
| Close |
2,041.6 |
2,061.0 |
19.4 |
1.0% |
2,076.5 |
| Range |
32.7 |
38.8 |
6.1 |
18.7% |
73.9 |
| ATR |
33.7 |
34.0 |
0.4 |
1.1% |
0.0 |
| Volume |
175,503 |
170,394 |
-5,109 |
-2.9% |
792,359 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.5 |
2,154.5 |
2,082.3 |
|
| R3 |
2,131.7 |
2,115.7 |
2,071.7 |
|
| R2 |
2,092.9 |
2,092.9 |
2,068.1 |
|
| R1 |
2,076.9 |
2,076.9 |
2,064.6 |
2,084.9 |
| PP |
2,054.1 |
2,054.1 |
2,054.1 |
2,058.1 |
| S1 |
2,038.1 |
2,038.1 |
2,057.4 |
2,046.1 |
| S2 |
2,015.3 |
2,015.3 |
2,053.9 |
|
| S3 |
1,976.5 |
1,999.3 |
2,050.3 |
|
| S4 |
1,937.7 |
1,960.5 |
2,039.7 |
|
|
| 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 |
2,101.0 |
2,031.2 |
69.8 |
3.4% |
36.6 |
1.8% |
43% |
False |
True |
181,187 |
| 10 |
2,123.9 |
2,031.2 |
92.7 |
4.5% |
28.4 |
1.4% |
32% |
False |
True |
157,920 |
| 20 |
2,132.5 |
1,991.7 |
140.8 |
6.8% |
31.1 |
1.5% |
49% |
False |
False |
155,342 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.5% |
37.4 |
1.8% |
67% |
False |
False |
184,361 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.4 |
1.8% |
58% |
False |
False |
184,573 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.6 |
1.8% |
58% |
False |
False |
138,593 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.9 |
1.8% |
58% |
False |
False |
110,911 |
| 120 |
2,167.0 |
1,886.0 |
281.0 |
13.6% |
37.7 |
1.8% |
62% |
False |
False |
92,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.9 |
|
2.618 |
2,171.6 |
|
1.618 |
2,132.8 |
|
1.000 |
2,108.8 |
|
0.618 |
2,094.0 |
|
HIGH |
2,070.0 |
|
0.618 |
2,055.2 |
|
0.500 |
2,050.6 |
|
0.382 |
2,046.0 |
|
LOW |
2,031.2 |
|
0.618 |
2,007.2 |
|
1.000 |
1,992.4 |
|
1.618 |
1,968.4 |
|
2.618 |
1,929.6 |
|
4.250 |
1,866.3 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.5 |
2,062.4 |
| PP |
2,054.1 |
2,061.9 |
| S1 |
2,050.6 |
2,061.5 |
|