| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
5,000.0 |
5,038.0 |
38.0 |
0.8% |
5,114.0 |
| High |
5,048.0 |
5,054.0 |
6.0 |
0.1% |
5,125.0 |
| Low |
4,996.0 |
5,018.0 |
22.0 |
0.4% |
4,996.0 |
| Close |
5,037.0 |
5,028.0 |
-9.0 |
-0.2% |
5,028.0 |
| Range |
52.0 |
36.0 |
-16.0 |
-30.8% |
129.0 |
| ATR |
49.3 |
48.4 |
-1.0 |
-1.9% |
0.0 |
| Volume |
2,005 |
39,131 |
37,126 |
1,851.7% |
48,045 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,141.3 |
5,120.7 |
5,047.8 |
|
| R3 |
5,105.3 |
5,084.7 |
5,037.9 |
|
| R2 |
5,069.3 |
5,069.3 |
5,034.6 |
|
| R1 |
5,048.7 |
5,048.7 |
5,031.3 |
5,041.0 |
| PP |
5,033.3 |
5,033.3 |
5,033.3 |
5,029.5 |
| S1 |
5,012.7 |
5,012.7 |
5,024.7 |
5,005.0 |
| S2 |
4,997.3 |
4,997.3 |
5,021.4 |
|
| S3 |
4,961.3 |
4,976.7 |
5,018.1 |
|
| S4 |
4,925.3 |
4,940.7 |
5,008.2 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,436.7 |
5,361.3 |
5,099.0 |
|
| R3 |
5,307.7 |
5,232.3 |
5,063.5 |
|
| R2 |
5,178.7 |
5,178.7 |
5,051.7 |
|
| R1 |
5,103.3 |
5,103.3 |
5,039.8 |
5,076.5 |
| PP |
5,049.7 |
5,049.7 |
5,049.7 |
5,036.3 |
| S1 |
4,974.3 |
4,974.3 |
5,016.2 |
4,947.5 |
| S2 |
4,920.7 |
4,920.7 |
5,004.4 |
|
| S3 |
4,791.7 |
4,845.3 |
4,992.5 |
|
| S4 |
4,662.7 |
4,716.3 |
4,957.1 |
|
|
| 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% |
51.8 |
1.0% |
25% |
False |
False |
9,769 |
| 10 |
5,125.0 |
4,996.0 |
129.0 |
2.6% |
44.2 |
0.9% |
25% |
False |
False |
6,049 |
| 20 |
5,151.0 |
4,922.0 |
229.0 |
4.6% |
41.4 |
0.8% |
46% |
False |
False |
4,996 |
| 40 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
48.8 |
1.0% |
60% |
False |
False |
2,566 |
| 60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
40.2 |
0.8% |
60% |
False |
False |
1,776 |
| 80 |
5,151.0 |
4,674.0 |
477.0 |
9.5% |
30.2 |
0.6% |
74% |
False |
False |
1,341 |
| 100 |
5,151.0 |
4,397.0 |
754.0 |
15.0% |
24.2 |
0.5% |
84% |
False |
False |
1,077 |
| 120 |
5,151.0 |
4,397.0 |
754.0 |
15.0% |
20.1 |
0.4% |
84% |
False |
False |
897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,207.0 |
|
2.618 |
5,148.2 |
|
1.618 |
5,112.2 |
|
1.000 |
5,090.0 |
|
0.618 |
5,076.2 |
|
HIGH |
5,054.0 |
|
0.618 |
5,040.2 |
|
0.500 |
5,036.0 |
|
0.382 |
5,031.8 |
|
LOW |
5,018.0 |
|
0.618 |
4,995.8 |
|
1.000 |
4,982.0 |
|
1.618 |
4,959.8 |
|
2.618 |
4,923.8 |
|
4.250 |
4,865.0 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,036.0 |
5,041.5 |
| PP |
5,033.3 |
5,037.0 |
| S1 |
5,030.7 |
5,032.5 |
|