| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,359.8 |
2,384.7 |
24.9 |
1.1% |
2,445.7 |
| High |
2,388.0 |
2,386.0 |
-2.0 |
-0.1% |
2,477.0 |
| Low |
2,356.4 |
2,356.6 |
0.2 |
0.0% |
2,348.7 |
| Close |
2,379.3 |
2,364.1 |
-15.2 |
-0.6% |
2,356.9 |
| Range |
31.6 |
29.4 |
-2.2 |
-7.0% |
128.3 |
| ATR |
39.0 |
38.3 |
-0.7 |
-1.8% |
0.0 |
| Volume |
129,151 |
172,055 |
42,904 |
33.2% |
253,095 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.1 |
2,440.0 |
2,380.3 |
|
| R3 |
2,427.7 |
2,410.6 |
2,372.2 |
|
| R2 |
2,398.3 |
2,398.3 |
2,369.5 |
|
| R1 |
2,381.2 |
2,381.2 |
2,366.8 |
2,375.1 |
| PP |
2,368.9 |
2,368.9 |
2,368.9 |
2,365.8 |
| S1 |
2,351.8 |
2,351.8 |
2,361.4 |
2,345.7 |
| S2 |
2,339.5 |
2,339.5 |
2,358.7 |
|
| S3 |
2,310.1 |
2,322.4 |
2,356.0 |
|
| S4 |
2,280.7 |
2,293.0 |
2,347.9 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.1 |
2,696.3 |
2,427.5 |
|
| R3 |
2,650.8 |
2,568.0 |
2,392.2 |
|
| R2 |
2,522.5 |
2,522.5 |
2,380.4 |
|
| R1 |
2,439.7 |
2,439.7 |
2,368.7 |
2,417.0 |
| PP |
2,394.2 |
2,394.2 |
2,394.2 |
2,382.8 |
| S1 |
2,311.4 |
2,311.4 |
2,345.1 |
2,288.7 |
| S2 |
2,265.9 |
2,265.9 |
2,333.4 |
|
| S3 |
2,137.6 |
2,183.1 |
2,321.6 |
|
| S4 |
2,009.3 |
2,054.8 |
2,286.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,453.3 |
2,348.7 |
104.6 |
4.4% |
38.7 |
1.6% |
15% |
False |
False |
92,973 |
| 10 |
2,477.0 |
2,348.7 |
128.3 |
5.4% |
38.1 |
1.6% |
12% |
False |
False |
64,517 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
36.1 |
1.5% |
33% |
False |
False |
54,184 |
| 40 |
2,477.0 |
2,306.8 |
170.2 |
7.2% |
40.2 |
1.7% |
34% |
False |
False |
32,013 |
| 60 |
2,477.0 |
2,158.1 |
318.9 |
13.5% |
36.3 |
1.5% |
65% |
False |
False |
22,708 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
32.3 |
1.4% |
74% |
False |
False |
17,622 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
30.5 |
1.3% |
74% |
False |
False |
14,546 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
29.2 |
1.2% |
74% |
False |
False |
12,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.0 |
|
2.618 |
2,463.0 |
|
1.618 |
2,433.6 |
|
1.000 |
2,415.4 |
|
0.618 |
2,404.2 |
|
HIGH |
2,386.0 |
|
0.618 |
2,374.8 |
|
0.500 |
2,371.3 |
|
0.382 |
2,367.8 |
|
LOW |
2,356.6 |
|
0.618 |
2,338.4 |
|
1.000 |
2,327.2 |
|
1.618 |
2,309.0 |
|
2.618 |
2,279.6 |
|
4.250 |
2,231.7 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.3 |
2,368.4 |
| PP |
2,368.9 |
2,366.9 |
| S1 |
2,366.5 |
2,365.5 |
|