| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,453.9 |
2,448.3 |
-5.6 |
-0.2% |
2,392.1 |
| High |
2,461.2 |
2,453.3 |
-7.9 |
-0.3% |
2,450.1 |
| Low |
2,431.8 |
2,400.8 |
-31.0 |
-1.3% |
2,360.4 |
| Close |
2,449.1 |
2,415.7 |
-33.4 |
-1.4% |
2,440.4 |
| Range |
29.4 |
52.5 |
23.1 |
78.6% |
89.7 |
| ATR |
37.9 |
39.0 |
1.0 |
2.7% |
0.0 |
| Volume |
42,504 |
50,545 |
8,041 |
18.9% |
172,900 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,580.8 |
2,550.7 |
2,444.6 |
|
| R3 |
2,528.3 |
2,498.2 |
2,430.1 |
|
| R2 |
2,475.8 |
2,475.8 |
2,425.3 |
|
| R1 |
2,445.7 |
2,445.7 |
2,420.5 |
2,434.5 |
| PP |
2,423.3 |
2,423.3 |
2,423.3 |
2,417.7 |
| S1 |
2,393.2 |
2,393.2 |
2,410.9 |
2,382.0 |
| S2 |
2,370.8 |
2,370.8 |
2,406.1 |
|
| S3 |
2,318.3 |
2,340.7 |
2,401.3 |
|
| S4 |
2,265.8 |
2,288.2 |
2,386.8 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.1 |
2,652.9 |
2,489.7 |
|
| R3 |
2,596.4 |
2,563.2 |
2,465.1 |
|
| R2 |
2,506.7 |
2,506.7 |
2,456.8 |
|
| R1 |
2,473.5 |
2,473.5 |
2,448.6 |
2,490.1 |
| PP |
2,417.0 |
2,417.0 |
2,417.0 |
2,425.3 |
| S1 |
2,383.8 |
2,383.8 |
2,432.2 |
2,400.4 |
| S2 |
2,327.3 |
2,327.3 |
2,424.0 |
|
| S3 |
2,237.6 |
2,294.1 |
2,415.7 |
|
| S4 |
2,147.9 |
2,204.4 |
2,391.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.0 |
2,398.0 |
79.0 |
3.3% |
40.2 |
1.7% |
22% |
False |
False |
40,377 |
| 10 |
2,477.0 |
2,335.9 |
141.1 |
5.8% |
37.0 |
1.5% |
57% |
False |
False |
44,183 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.0% |
36.2 |
1.5% |
64% |
False |
False |
35,517 |
| 40 |
2,477.0 |
2,213.7 |
263.3 |
10.9% |
40.3 |
1.7% |
77% |
False |
False |
22,337 |
| 60 |
2,477.0 |
2,072.9 |
404.1 |
16.7% |
36.0 |
1.5% |
85% |
False |
False |
15,987 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.3% |
31.9 |
1.3% |
86% |
False |
False |
12,594 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.3% |
29.9 |
1.2% |
86% |
False |
False |
10,465 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.3% |
29.7 |
1.2% |
86% |
False |
False |
9,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,676.4 |
|
2.618 |
2,590.7 |
|
1.618 |
2,538.2 |
|
1.000 |
2,505.8 |
|
0.618 |
2,485.7 |
|
HIGH |
2,453.3 |
|
0.618 |
2,433.2 |
|
0.500 |
2,427.1 |
|
0.382 |
2,420.9 |
|
LOW |
2,400.8 |
|
0.618 |
2,368.4 |
|
1.000 |
2,348.3 |
|
1.618 |
2,315.9 |
|
2.618 |
2,263.4 |
|
4.250 |
2,177.7 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.1 |
2,438.9 |
| PP |
2,423.3 |
2,431.2 |
| S1 |
2,419.5 |
2,423.4 |
|