| 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 |
5,087.0 |
5,000.0 |
-87.0 |
-1.7% |
5,112.0 |
| High |
5,087.0 |
5,048.0 |
-39.0 |
-0.8% |
5,125.0 |
| Low |
5,013.0 |
4,996.0 |
-17.0 |
-0.3% |
5,043.0 |
| Close |
5,016.0 |
5,037.0 |
21.0 |
0.4% |
5,086.0 |
| Range |
74.0 |
52.0 |
-22.0 |
-29.7% |
82.0 |
| ATR |
49.1 |
49.3 |
0.2 |
0.4% |
0.0 |
| Volume |
4,497 |
2,005 |
-2,492 |
-55.4% |
11,738 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,183.0 |
5,162.0 |
5,065.6 |
|
| R3 |
5,131.0 |
5,110.0 |
5,051.3 |
|
| R2 |
5,079.0 |
5,079.0 |
5,046.5 |
|
| R1 |
5,058.0 |
5,058.0 |
5,041.8 |
5,068.5 |
| PP |
5,027.0 |
5,027.0 |
5,027.0 |
5,032.3 |
| S1 |
5,006.0 |
5,006.0 |
5,032.2 |
5,016.5 |
| S2 |
4,975.0 |
4,975.0 |
5,027.5 |
|
| S3 |
4,923.0 |
4,954.0 |
5,022.7 |
|
| S4 |
4,871.0 |
4,902.0 |
5,008.4 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,330.7 |
5,290.3 |
5,131.1 |
|
| R3 |
5,248.7 |
5,208.3 |
5,108.6 |
|
| R2 |
5,166.7 |
5,166.7 |
5,101.0 |
|
| R1 |
5,126.3 |
5,126.3 |
5,093.5 |
5,105.5 |
| PP |
5,084.7 |
5,084.7 |
5,084.7 |
5,074.3 |
| S1 |
5,044.3 |
5,044.3 |
5,078.5 |
5,023.5 |
| S2 |
5,002.7 |
5,002.7 |
5,071.0 |
|
| S3 |
4,920.7 |
4,962.3 |
5,063.5 |
|
| S4 |
4,838.7 |
4,880.3 |
5,040.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,125.0 |
4,996.0 |
129.0 |
2.6% |
57.0 |
1.1% |
32% |
False |
True |
2,055 |
| 10 |
5,151.0 |
4,996.0 |
155.0 |
3.1% |
45.7 |
0.9% |
26% |
False |
True |
2,670 |
| 20 |
5,151.0 |
4,906.0 |
245.0 |
4.9% |
41.2 |
0.8% |
53% |
False |
False |
3,054 |
| 40 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
48.8 |
1.0% |
63% |
False |
False |
1,589 |
| 60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
39.6 |
0.8% |
63% |
False |
False |
1,124 |
| 80 |
5,151.0 |
4,645.0 |
506.0 |
10.0% |
29.8 |
0.6% |
77% |
False |
False |
852 |
| 100 |
5,151.0 |
4,397.0 |
754.0 |
15.0% |
23.8 |
0.5% |
85% |
False |
False |
686 |
| 120 |
5,151.0 |
4,397.0 |
754.0 |
15.0% |
19.8 |
0.4% |
85% |
False |
False |
571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,269.0 |
|
2.618 |
5,184.1 |
|
1.618 |
5,132.1 |
|
1.000 |
5,100.0 |
|
0.618 |
5,080.1 |
|
HIGH |
5,048.0 |
|
0.618 |
5,028.1 |
|
0.500 |
5,022.0 |
|
0.382 |
5,015.9 |
|
LOW |
4,996.0 |
|
0.618 |
4,963.9 |
|
1.000 |
4,944.0 |
|
1.618 |
4,911.9 |
|
2.618 |
4,859.9 |
|
4.250 |
4,775.0 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,032.0 |
5,060.5 |
| PP |
5,027.0 |
5,052.7 |
| S1 |
5,022.0 |
5,044.8 |
|