| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,338.3 |
2,375.7 |
37.4 |
1.6% |
2,335.1 |
| High |
2,376.2 |
2,407.6 |
31.4 |
1.3% |
2,407.6 |
| Low |
2,335.9 |
2,375.2 |
39.3 |
1.7% |
2,322.7 |
| Close |
2,362.7 |
2,397.7 |
35.0 |
1.5% |
2,397.7 |
| Range |
40.3 |
32.4 |
-7.9 |
-19.6% |
84.9 |
| ATR |
38.9 |
39.3 |
0.4 |
1.1% |
0.0 |
| Volume |
51,687 |
77,268 |
25,581 |
49.5% |
289,919 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.7 |
2,476.6 |
2,415.5 |
|
| R3 |
2,458.3 |
2,444.2 |
2,406.6 |
|
| R2 |
2,425.9 |
2,425.9 |
2,403.6 |
|
| R1 |
2,411.8 |
2,411.8 |
2,400.7 |
2,418.9 |
| PP |
2,393.5 |
2,393.5 |
2,393.5 |
2,397.0 |
| S1 |
2,379.4 |
2,379.4 |
2,394.7 |
2,386.5 |
| S2 |
2,361.1 |
2,361.1 |
2,391.8 |
|
| S3 |
2,328.7 |
2,347.0 |
2,388.8 |
|
| S4 |
2,296.3 |
2,314.6 |
2,379.9 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.7 |
2,599.1 |
2,444.4 |
|
| R3 |
2,545.8 |
2,514.2 |
2,421.0 |
|
| R2 |
2,460.9 |
2,460.9 |
2,413.3 |
|
| R1 |
2,429.3 |
2,429.3 |
2,405.5 |
2,445.1 |
| PP |
2,376.0 |
2,376.0 |
2,376.0 |
2,383.9 |
| S1 |
2,344.4 |
2,344.4 |
2,389.9 |
2,360.2 |
| S2 |
2,291.1 |
2,291.1 |
2,382.1 |
|
| S3 |
2,206.2 |
2,259.5 |
2,374.4 |
|
| S4 |
2,121.3 |
2,174.6 |
2,351.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,407.6 |
2,322.7 |
84.9 |
3.5% |
30.4 |
1.3% |
88% |
True |
False |
57,983 |
| 10 |
2,407.6 |
2,308.7 |
98.9 |
4.1% |
36.2 |
1.5% |
90% |
True |
False |
37,914 |
| 20 |
2,455.5 |
2,308.7 |
146.8 |
6.1% |
38.9 |
1.6% |
61% |
False |
False |
23,117 |
| 40 |
2,471.3 |
2,190.7 |
280.6 |
11.7% |
38.4 |
1.6% |
74% |
False |
False |
15,182 |
| 60 |
2,471.3 |
2,040.0 |
431.3 |
18.0% |
33.2 |
1.4% |
83% |
False |
False |
11,028 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.2% |
29.9 |
1.2% |
83% |
False |
False |
8,859 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.2% |
28.4 |
1.2% |
83% |
False |
False |
7,438 |
| 120 |
2,471.3 |
2,036.0 |
435.3 |
18.2% |
28.4 |
1.2% |
83% |
False |
False |
6,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.3 |
|
2.618 |
2,492.4 |
|
1.618 |
2,460.0 |
|
1.000 |
2,440.0 |
|
0.618 |
2,427.6 |
|
HIGH |
2,407.6 |
|
0.618 |
2,395.2 |
|
0.500 |
2,391.4 |
|
0.382 |
2,387.6 |
|
LOW |
2,375.2 |
|
0.618 |
2,355.2 |
|
1.000 |
2,342.8 |
|
1.618 |
2,322.8 |
|
2.618 |
2,290.4 |
|
4.250 |
2,237.5 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,395.6 |
2,388.7 |
| PP |
2,393.5 |
2,379.7 |
| S1 |
2,391.4 |
2,370.7 |
|