| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,392.1 |
2,364.5 |
-27.6 |
-1.2% |
2,335.1 |
| High |
2,393.2 |
2,387.7 |
-5.5 |
-0.2% |
2,407.6 |
| Low |
2,360.4 |
2,363.4 |
3.0 |
0.1% |
2,322.7 |
| Close |
2,365.7 |
2,382.5 |
16.8 |
0.7% |
2,397.7 |
| Range |
32.8 |
24.3 |
-8.5 |
-25.9% |
84.9 |
| ATR |
39.2 |
38.1 |
-1.1 |
-2.7% |
0.0 |
| Volume |
59,068 |
22,959 |
-36,109 |
-61.1% |
289,919 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.8 |
2,440.9 |
2,395.9 |
|
| R3 |
2,426.5 |
2,416.6 |
2,389.2 |
|
| R2 |
2,402.2 |
2,402.2 |
2,387.0 |
|
| R1 |
2,392.3 |
2,392.3 |
2,384.7 |
2,397.3 |
| PP |
2,377.9 |
2,377.9 |
2,377.9 |
2,380.3 |
| S1 |
2,368.0 |
2,368.0 |
2,380.3 |
2,373.0 |
| S2 |
2,353.6 |
2,353.6 |
2,378.0 |
|
| S3 |
2,329.3 |
2,343.7 |
2,375.8 |
|
| S4 |
2,305.0 |
2,319.4 |
2,369.1 |
|
|
| 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% |
29.6 |
1.2% |
66% |
False |
False |
54,782 |
| 10 |
2,407.6 |
2,308.7 |
98.9 |
4.2% |
34.1 |
1.4% |
75% |
False |
False |
43,852 |
| 20 |
2,455.5 |
2,308.7 |
146.8 |
6.2% |
36.8 |
1.5% |
50% |
False |
False |
26,415 |
| 40 |
2,471.3 |
2,191.7 |
279.6 |
11.7% |
38.9 |
1.6% |
68% |
False |
False |
17,135 |
| 60 |
2,471.3 |
2,063.7 |
407.6 |
17.1% |
33.5 |
1.4% |
78% |
False |
False |
12,331 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.3% |
30.2 |
1.3% |
80% |
False |
False |
9,841 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.3% |
28.6 |
1.2% |
80% |
False |
False |
8,228 |
| 120 |
2,471.3 |
2,036.0 |
435.3 |
18.3% |
28.6 |
1.2% |
80% |
False |
False |
7,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.0 |
|
2.618 |
2,451.3 |
|
1.618 |
2,427.0 |
|
1.000 |
2,412.0 |
|
0.618 |
2,402.7 |
|
HIGH |
2,387.7 |
|
0.618 |
2,378.4 |
|
0.500 |
2,375.6 |
|
0.382 |
2,372.7 |
|
LOW |
2,363.4 |
|
0.618 |
2,348.4 |
|
1.000 |
2,339.1 |
|
1.618 |
2,324.1 |
|
2.618 |
2,299.8 |
|
4.250 |
2,260.1 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,380.2 |
2,384.0 |
| PP |
2,377.9 |
2,383.5 |
| S1 |
2,375.6 |
2,383.0 |
|