Trading Metrics calculated at close of trading on 20-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,381.50 |
5,392.00 |
10.50 |
0.2% |
5,300.50 |
High |
5,389.75 |
5,409.75 |
20.00 |
0.4% |
5,410.50 |
Low |
5,367.00 |
5,385.25 |
18.25 |
0.3% |
5,279.00 |
Close |
5,388.50 |
5,393.50 |
5.00 |
0.1% |
5,388.50 |
Range |
22.75 |
24.50 |
1.75 |
7.7% |
131.50 |
ATR |
55.08 |
52.90 |
-2.18 |
-4.0% |
0.00 |
Volume |
2,014 |
3,405 |
1,391 |
69.1% |
12,086 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,469.75 |
5,456.00 |
5,407.00 |
|
R3 |
5,445.25 |
5,431.50 |
5,400.25 |
|
R2 |
5,420.75 |
5,420.75 |
5,398.00 |
|
R1 |
5,407.00 |
5,407.00 |
5,395.75 |
5,414.00 |
PP |
5,396.25 |
5,396.25 |
5,396.25 |
5,399.50 |
S1 |
5,382.50 |
5,382.50 |
5,391.25 |
5,389.50 |
S2 |
5,371.75 |
5,371.75 |
5,389.00 |
|
S3 |
5,347.25 |
5,358.00 |
5,386.75 |
|
S4 |
5,322.75 |
5,333.50 |
5,380.00 |
|
|
Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,753.75 |
5,702.75 |
5,460.75 |
|
R3 |
5,622.25 |
5,571.25 |
5,424.75 |
|
R2 |
5,490.75 |
5,490.75 |
5,412.50 |
|
R1 |
5,439.75 |
5,439.75 |
5,400.50 |
5,465.25 |
PP |
5,359.25 |
5,359.25 |
5,359.25 |
5,372.00 |
S1 |
5,308.25 |
5,308.25 |
5,376.50 |
5,333.75 |
S2 |
5,227.75 |
5,227.75 |
5,364.50 |
|
S3 |
5,096.25 |
5,176.75 |
5,352.25 |
|
S4 |
4,964.75 |
5,045.25 |
5,316.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,410.50 |
5,279.00 |
131.50 |
2.4% |
42.00 |
0.8% |
87% |
False |
False |
2,872 |
10 |
5,410.50 |
5,246.75 |
163.75 |
3.0% |
37.25 |
0.7% |
90% |
False |
False |
2,067 |
20 |
5,410.50 |
5,078.75 |
331.75 |
6.2% |
54.00 |
1.0% |
95% |
False |
False |
2,362 |
40 |
5,410.50 |
5,019.75 |
390.75 |
7.2% |
59.50 |
1.1% |
96% |
False |
False |
2,213 |
60 |
5,410.50 |
5,019.75 |
390.75 |
7.2% |
56.00 |
1.0% |
96% |
False |
False |
1,882 |
80 |
5,410.50 |
4,967.50 |
443.00 |
8.2% |
54.75 |
1.0% |
96% |
False |
False |
1,474 |
100 |
5,410.50 |
4,803.25 |
607.25 |
11.3% |
52.00 |
1.0% |
97% |
False |
False |
1,200 |
120 |
5,410.50 |
4,698.50 |
712.00 |
13.2% |
48.25 |
0.9% |
98% |
False |
False |
1,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,514.00 |
2.618 |
5,474.00 |
1.618 |
5,449.50 |
1.000 |
5,434.25 |
0.618 |
5,425.00 |
HIGH |
5,409.75 |
0.618 |
5,400.50 |
0.500 |
5,397.50 |
0.382 |
5,394.50 |
LOW |
5,385.25 |
0.618 |
5,370.00 |
1.000 |
5,360.75 |
1.618 |
5,345.50 |
2.618 |
5,321.00 |
4.250 |
5,281.00 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,397.50 |
5,392.00 |
PP |
5,396.25 |
5,390.25 |
S1 |
5,394.75 |
5,388.75 |
|