Trading Metrics calculated at close of trading on 14-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,300.50 |
5,301.75 |
1.25 |
0.0% |
5,223.25 |
High |
5,322.75 |
5,334.00 |
11.25 |
0.2% |
5,322.75 |
Low |
5,292.75 |
5,279.00 |
-13.75 |
-0.3% |
5,213.25 |
Close |
5,305.00 |
5,329.25 |
24.25 |
0.5% |
5,305.50 |
Range |
30.00 |
55.00 |
25.00 |
83.3% |
109.50 |
ATR |
58.57 |
58.31 |
-0.25 |
-0.4% |
0.00 |
Volume |
1,127 |
2,233 |
1,106 |
98.1% |
6,559 |
|
Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,479.00 |
5,459.25 |
5,359.50 |
|
R3 |
5,424.00 |
5,404.25 |
5,344.50 |
|
R2 |
5,369.00 |
5,369.00 |
5,339.25 |
|
R1 |
5,349.25 |
5,349.25 |
5,334.25 |
5,359.00 |
PP |
5,314.00 |
5,314.00 |
5,314.00 |
5,319.00 |
S1 |
5,294.25 |
5,294.25 |
5,324.25 |
5,304.00 |
S2 |
5,259.00 |
5,259.00 |
5,319.25 |
|
S3 |
5,204.00 |
5,239.25 |
5,314.00 |
|
S4 |
5,149.00 |
5,184.25 |
5,299.00 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,609.00 |
5,566.75 |
5,365.75 |
|
R3 |
5,499.50 |
5,457.25 |
5,335.50 |
|
R2 |
5,390.00 |
5,390.00 |
5,325.50 |
|
R1 |
5,347.75 |
5,347.75 |
5,315.50 |
5,369.00 |
PP |
5,280.50 |
5,280.50 |
5,280.50 |
5,291.00 |
S1 |
5,238.25 |
5,238.25 |
5,295.50 |
5,259.50 |
S2 |
5,171.00 |
5,171.00 |
5,285.50 |
|
S3 |
5,061.50 |
5,128.75 |
5,275.50 |
|
S4 |
4,952.00 |
5,019.25 |
5,245.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,334.00 |
5,246.75 |
87.25 |
1.6% |
38.75 |
0.7% |
95% |
True |
False |
1,438 |
10 |
5,334.00 |
5,092.00 |
242.00 |
4.5% |
50.50 |
0.9% |
98% |
True |
False |
2,034 |
20 |
5,334.00 |
5,019.75 |
314.25 |
5.9% |
61.00 |
1.1% |
98% |
True |
False |
2,340 |
40 |
5,391.25 |
5,019.75 |
371.50 |
7.0% |
60.00 |
1.1% |
83% |
False |
False |
2,111 |
60 |
5,391.25 |
5,019.75 |
371.50 |
7.0% |
57.50 |
1.1% |
83% |
False |
False |
1,695 |
80 |
5,391.25 |
4,967.50 |
423.75 |
8.0% |
54.25 |
1.0% |
85% |
False |
False |
1,335 |
100 |
5,391.25 |
4,803.25 |
588.00 |
11.0% |
52.25 |
1.0% |
89% |
False |
False |
1,080 |
120 |
5,391.25 |
4,693.50 |
697.75 |
13.1% |
47.25 |
0.9% |
91% |
False |
False |
906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,567.75 |
2.618 |
5,478.00 |
1.618 |
5,423.00 |
1.000 |
5,389.00 |
0.618 |
5,368.00 |
HIGH |
5,334.00 |
0.618 |
5,313.00 |
0.500 |
5,306.50 |
0.382 |
5,300.00 |
LOW |
5,279.00 |
0.618 |
5,245.00 |
1.000 |
5,224.00 |
1.618 |
5,190.00 |
2.618 |
5,135.00 |
4.250 |
5,045.25 |
|
|
Fisher Pivots for day following 14-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,321.75 |
5,321.75 |
PP |
5,314.00 |
5,314.00 |
S1 |
5,306.50 |
5,306.50 |
|