| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,041.2 |
2,064.1 |
22.9 |
1.1% |
2,078.2 |
| High |
2,070.0 |
2,082.5 |
12.5 |
0.6% |
2,093.5 |
| Low |
2,031.2 |
2,048.7 |
17.5 |
0.9% |
2,031.2 |
| Close |
2,061.0 |
2,075.8 |
14.8 |
0.7% |
2,075.8 |
| Range |
38.8 |
33.8 |
-5.0 |
-12.9% |
62.3 |
| ATR |
34.0 |
34.0 |
0.0 |
-0.1% |
0.0 |
| Volume |
170,394 |
213,060 |
42,666 |
25.0% |
729,199 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.4 |
2,156.9 |
2,094.4 |
|
| R3 |
2,136.6 |
2,123.1 |
2,085.1 |
|
| R2 |
2,102.8 |
2,102.8 |
2,082.0 |
|
| R1 |
2,089.3 |
2,089.3 |
2,078.9 |
2,096.1 |
| PP |
2,069.0 |
2,069.0 |
2,069.0 |
2,072.4 |
| S1 |
2,055.5 |
2,055.5 |
2,072.7 |
2,062.3 |
| S2 |
2,035.2 |
2,035.2 |
2,069.6 |
|
| S3 |
2,001.4 |
2,021.7 |
2,066.5 |
|
| S4 |
1,967.6 |
1,987.9 |
2,057.2 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,253.7 |
2,227.1 |
2,110.1 |
|
| R3 |
2,191.4 |
2,164.8 |
2,092.9 |
|
| R2 |
2,129.1 |
2,129.1 |
2,087.2 |
|
| R1 |
2,102.5 |
2,102.5 |
2,081.5 |
2,084.7 |
| PP |
2,066.8 |
2,066.8 |
2,066.8 |
2,057.9 |
| S1 |
2,040.2 |
2,040.2 |
2,070.1 |
2,022.4 |
| S2 |
2,004.5 |
2,004.5 |
2,064.4 |
|
| S3 |
1,942.2 |
1,977.9 |
2,058.7 |
|
| S4 |
1,879.9 |
1,915.6 |
2,041.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.5 |
2,031.2 |
62.3 |
3.0% |
32.1 |
1.5% |
72% |
False |
False |
175,001 |
| 10 |
2,118.8 |
2,031.2 |
87.6 |
4.2% |
29.7 |
1.4% |
51% |
False |
False |
165,438 |
| 20 |
2,132.5 |
2,019.1 |
113.4 |
5.5% |
30.7 |
1.5% |
50% |
False |
False |
156,674 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.4% |
36.9 |
1.8% |
74% |
False |
False |
184,740 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.5 |
1.8% |
64% |
False |
False |
188,064 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.7 |
1.8% |
64% |
False |
False |
141,254 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.8 |
1.8% |
64% |
False |
False |
113,040 |
| 120 |
2,167.0 |
1,900.7 |
266.3 |
12.8% |
37.8 |
1.8% |
66% |
False |
False |
94,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.2 |
|
2.618 |
2,171.0 |
|
1.618 |
2,137.2 |
|
1.000 |
2,116.3 |
|
0.618 |
2,103.4 |
|
HIGH |
2,082.5 |
|
0.618 |
2,069.6 |
|
0.500 |
2,065.6 |
|
0.382 |
2,061.6 |
|
LOW |
2,048.7 |
|
0.618 |
2,027.8 |
|
1.000 |
2,014.9 |
|
1.618 |
1,994.0 |
|
2.618 |
1,960.2 |
|
4.250 |
1,905.1 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.4 |
2,069.5 |
| PP |
2,069.0 |
2,063.2 |
| S1 |
2,065.6 |
2,056.9 |
|