| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,375.7 |
2,392.1 |
16.4 |
0.7% |
2,335.1 |
| High |
2,407.6 |
2,393.2 |
-14.4 |
-0.6% |
2,407.6 |
| Low |
2,375.2 |
2,360.4 |
-14.8 |
-0.6% |
2,322.7 |
| Close |
2,397.7 |
2,365.7 |
-32.0 |
-1.3% |
2,397.7 |
| Range |
32.4 |
32.8 |
0.4 |
1.2% |
84.9 |
| ATR |
39.3 |
39.2 |
-0.1 |
-0.4% |
0.0 |
| Volume |
77,268 |
59,068 |
-18,200 |
-23.6% |
289,919 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,471.5 |
2,451.4 |
2,383.7 |
|
| R3 |
2,438.7 |
2,418.6 |
2,374.7 |
|
| R2 |
2,405.9 |
2,405.9 |
2,371.7 |
|
| R1 |
2,385.8 |
2,385.8 |
2,368.7 |
2,379.5 |
| PP |
2,373.1 |
2,373.1 |
2,373.1 |
2,369.9 |
| S1 |
2,353.0 |
2,353.0 |
2,362.7 |
2,346.7 |
| S2 |
2,340.3 |
2,340.3 |
2,359.7 |
|
| S3 |
2,307.5 |
2,320.2 |
2,356.7 |
|
| S4 |
2,274.7 |
2,287.4 |
2,347.7 |
|
|
| 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 |
2,333.7 |
73.9 |
3.1% |
28.8 |
1.2% |
43% |
False |
False |
65,014 |
| 10 |
2,407.6 |
2,308.7 |
98.9 |
4.2% |
36.7 |
1.6% |
58% |
False |
False |
42,905 |
| 20 |
2,455.5 |
2,308.7 |
146.8 |
6.2% |
37.3 |
1.6% |
39% |
False |
False |
25,549 |
| 40 |
2,471.3 |
2,190.7 |
280.6 |
11.9% |
38.8 |
1.6% |
62% |
False |
False |
16,617 |
| 60 |
2,471.3 |
2,045.2 |
426.1 |
18.0% |
33.5 |
1.4% |
75% |
False |
False |
11,977 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.4% |
30.1 |
1.3% |
76% |
False |
False |
9,585 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.4% |
28.6 |
1.2% |
76% |
False |
False |
8,015 |
| 120 |
2,471.3 |
2,036.0 |
435.3 |
18.4% |
28.6 |
1.2% |
76% |
False |
False |
7,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.6 |
|
2.618 |
2,479.1 |
|
1.618 |
2,446.3 |
|
1.000 |
2,426.0 |
|
0.618 |
2,413.5 |
|
HIGH |
2,393.2 |
|
0.618 |
2,380.7 |
|
0.500 |
2,376.8 |
|
0.382 |
2,372.9 |
|
LOW |
2,360.4 |
|
0.618 |
2,340.1 |
|
1.000 |
2,327.6 |
|
1.618 |
2,307.3 |
|
2.618 |
2,274.5 |
|
4.250 |
2,221.0 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,376.8 |
2,371.8 |
| PP |
2,373.1 |
2,369.7 |
| S1 |
2,369.4 |
2,367.7 |
|