Trading Metrics calculated at close of trading on 15-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,120.0 |
5,127.0 |
7.0 |
0.1% |
4,957.0 |
High |
5,133.0 |
5,145.0 |
12.0 |
0.2% |
5,131.0 |
Low |
5,106.0 |
5,120.0 |
14.0 |
0.3% |
4,944.0 |
Close |
5,121.0 |
5,140.0 |
19.0 |
0.4% |
5,116.0 |
Range |
27.0 |
25.0 |
-2.0 |
-7.4% |
187.0 |
ATR |
50.9 |
49.1 |
-1.9 |
-3.6% |
0.0 |
Volume |
15 |
13 |
-2 |
-13.3% |
33,802 |
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,210.0 |
5,200.0 |
5,153.8 |
|
R3 |
5,185.0 |
5,175.0 |
5,146.9 |
|
R2 |
5,160.0 |
5,160.0 |
5,144.6 |
|
R1 |
5,150.0 |
5,150.0 |
5,142.3 |
5,155.0 |
PP |
5,135.0 |
5,135.0 |
5,135.0 |
5,137.5 |
S1 |
5,125.0 |
5,125.0 |
5,137.7 |
5,130.0 |
S2 |
5,110.0 |
5,110.0 |
5,135.4 |
|
S3 |
5,085.0 |
5,100.0 |
5,133.1 |
|
S4 |
5,060.0 |
5,075.0 |
5,126.3 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,624.7 |
5,557.3 |
5,218.9 |
|
R3 |
5,437.7 |
5,370.3 |
5,167.4 |
|
R2 |
5,250.7 |
5,250.7 |
5,150.3 |
|
R1 |
5,183.3 |
5,183.3 |
5,133.1 |
5,217.0 |
PP |
5,063.7 |
5,063.7 |
5,063.7 |
5,080.5 |
S1 |
4,996.3 |
4,996.3 |
5,098.9 |
5,030.0 |
S2 |
4,876.7 |
4,876.7 |
5,081.7 |
|
S3 |
4,689.7 |
4,809.3 |
5,064.6 |
|
S4 |
4,502.7 |
4,622.3 |
5,013.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,145.0 |
5,045.0 |
100.0 |
1.9% |
30.0 |
0.6% |
95% |
True |
False |
3,700 |
10 |
5,145.0 |
4,906.0 |
239.0 |
4.6% |
36.6 |
0.7% |
98% |
True |
False |
3,438 |
20 |
5,145.0 |
4,846.0 |
299.0 |
5.8% |
49.2 |
1.0% |
98% |
True |
False |
1,811 |
40 |
5,145.0 |
4,846.0 |
299.0 |
5.8% |
43.5 |
0.8% |
98% |
True |
False |
943 |
60 |
5,145.0 |
4,761.0 |
384.0 |
7.5% |
32.0 |
0.6% |
99% |
True |
False |
691 |
80 |
5,145.0 |
4,463.0 |
682.0 |
13.3% |
24.0 |
0.5% |
99% |
True |
False |
523 |
100 |
5,145.0 |
4,397.0 |
748.0 |
14.6% |
19.2 |
0.4% |
99% |
True |
False |
419 |
120 |
5,145.0 |
4,363.0 |
782.0 |
15.2% |
16.0 |
0.3% |
99% |
True |
False |
349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,251.3 |
2.618 |
5,210.5 |
1.618 |
5,185.5 |
1.000 |
5,170.0 |
0.618 |
5,160.5 |
HIGH |
5,145.0 |
0.618 |
5,135.5 |
0.500 |
5,132.5 |
0.382 |
5,129.6 |
LOW |
5,120.0 |
0.618 |
5,104.6 |
1.000 |
5,095.0 |
1.618 |
5,079.6 |
2.618 |
5,054.6 |
4.250 |
5,013.8 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,137.5 |
5,135.2 |
PP |
5,135.0 |
5,130.3 |
S1 |
5,132.5 |
5,125.5 |
|