| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,384.7 |
2,361.0 |
-23.7 |
-1.0% |
2,445.7 |
| High |
2,386.0 |
2,373.7 |
-12.3 |
-0.5% |
2,477.0 |
| Low |
2,356.6 |
2,343.3 |
-13.3 |
-0.6% |
2,348.7 |
| Close |
2,364.1 |
2,366.5 |
2.4 |
0.1% |
2,356.9 |
| Range |
29.4 |
30.4 |
1.0 |
3.4% |
128.3 |
| ATR |
38.3 |
37.7 |
-0.6 |
-1.5% |
0.0 |
| Volume |
172,055 |
188,892 |
16,837 |
9.8% |
253,095 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.4 |
2,439.8 |
2,383.2 |
|
| R3 |
2,422.0 |
2,409.4 |
2,374.9 |
|
| R2 |
2,391.6 |
2,391.6 |
2,372.1 |
|
| R1 |
2,379.0 |
2,379.0 |
2,369.3 |
2,385.3 |
| PP |
2,361.2 |
2,361.2 |
2,361.2 |
2,364.3 |
| S1 |
2,348.6 |
2,348.6 |
2,363.7 |
2,354.9 |
| S2 |
2,330.8 |
2,330.8 |
2,360.9 |
|
| S3 |
2,300.4 |
2,318.2 |
2,358.1 |
|
| S4 |
2,270.0 |
2,287.8 |
2,349.8 |
|
|
| 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 |
2,407.9 |
2,343.3 |
64.6 |
2.7% |
34.3 |
1.4% |
36% |
False |
True |
120,643 |
| 10 |
2,477.0 |
2,343.3 |
133.7 |
5.6% |
37.2 |
1.6% |
17% |
False |
True |
80,510 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
35.3 |
1.5% |
34% |
False |
False |
62,777 |
| 40 |
2,477.0 |
2,307.3 |
169.7 |
7.2% |
40.1 |
1.7% |
35% |
False |
False |
36,572 |
| 60 |
2,477.0 |
2,172.4 |
304.6 |
12.9% |
36.3 |
1.5% |
64% |
False |
False |
25,802 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
32.4 |
1.4% |
75% |
False |
False |
19,960 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
30.4 |
1.3% |
75% |
False |
False |
16,417 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
29.3 |
1.2% |
75% |
False |
False |
14,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.9 |
|
2.618 |
2,453.3 |
|
1.618 |
2,422.9 |
|
1.000 |
2,404.1 |
|
0.618 |
2,392.5 |
|
HIGH |
2,373.7 |
|
0.618 |
2,362.1 |
|
0.500 |
2,358.5 |
|
0.382 |
2,354.9 |
|
LOW |
2,343.3 |
|
0.618 |
2,324.5 |
|
1.000 |
2,312.9 |
|
1.618 |
2,294.1 |
|
2.618 |
2,263.7 |
|
4.250 |
2,214.1 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,363.8 |
2,366.2 |
| PP |
2,361.2 |
2,365.9 |
| S1 |
2,358.5 |
2,365.7 |
|