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 |
18,889.75 |
18,884.75 |
-5.00 |
0.0% |
18,464.00 |
High |
18,920.75 |
19,032.00 |
111.25 |
0.6% |
18,993.50 |
Low |
18,781.25 |
18,873.75 |
92.50 |
0.5% |
18,406.50 |
Close |
18,870.75 |
19,001.50 |
130.75 |
0.7% |
18,870.75 |
Range |
139.50 |
158.25 |
18.75 |
13.4% |
587.00 |
ATR |
249.95 |
243.61 |
-6.34 |
-2.5% |
0.00 |
Volume |
698 |
948 |
250 |
35.8% |
4,588 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,443.75 |
19,381.00 |
19,088.50 |
|
R3 |
19,285.50 |
19,222.75 |
19,045.00 |
|
R2 |
19,127.25 |
19,127.25 |
19,030.50 |
|
R1 |
19,064.50 |
19,064.50 |
19,016.00 |
19,096.00 |
PP |
18,969.00 |
18,969.00 |
18,969.00 |
18,984.75 |
S1 |
18,906.25 |
18,906.25 |
18,987.00 |
18,937.50 |
S2 |
18,810.75 |
18,810.75 |
18,972.50 |
|
S3 |
18,652.50 |
18,748.00 |
18,958.00 |
|
S4 |
18,494.25 |
18,589.75 |
18,914.50 |
|
|
Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,518.00 |
20,281.25 |
19,193.50 |
|
R3 |
19,931.00 |
19,694.25 |
19,032.25 |
|
R2 |
19,344.00 |
19,344.00 |
18,978.25 |
|
R1 |
19,107.25 |
19,107.25 |
18,924.50 |
19,225.50 |
PP |
18,757.00 |
18,757.00 |
18,757.00 |
18,816.00 |
S1 |
18,520.25 |
18,520.25 |
18,817.00 |
18,638.50 |
S2 |
18,170.00 |
18,170.00 |
18,763.25 |
|
S3 |
17,583.00 |
17,933.25 |
18,709.25 |
|
S4 |
16,996.00 |
17,346.25 |
18,548.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,032.00 |
18,406.50 |
625.50 |
3.3% |
198.00 |
1.0% |
95% |
True |
False |
932 |
10 |
19,032.00 |
18,296.00 |
736.00 |
3.9% |
166.25 |
0.9% |
96% |
True |
False |
797 |
20 |
19,032.00 |
17,508.00 |
1,524.00 |
8.0% |
249.50 |
1.3% |
98% |
True |
False |
826 |
40 |
19,032.00 |
17,333.50 |
1,698.50 |
8.9% |
271.50 |
1.4% |
98% |
True |
False |
855 |
60 |
19,032.00 |
17,333.50 |
1,698.50 |
8.9% |
264.25 |
1.4% |
98% |
True |
False |
689 |
80 |
19,032.00 |
17,333.50 |
1,698.50 |
8.9% |
254.50 |
1.3% |
98% |
True |
False |
521 |
100 |
19,032.00 |
16,747.50 |
2,284.50 |
12.0% |
237.50 |
1.2% |
99% |
True |
False |
417 |
120 |
19,032.00 |
16,402.00 |
2,630.00 |
13.8% |
205.50 |
1.1% |
99% |
True |
False |
348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,704.50 |
2.618 |
19,446.25 |
1.618 |
19,288.00 |
1.000 |
19,190.25 |
0.618 |
19,129.75 |
HIGH |
19,032.00 |
0.618 |
18,971.50 |
0.500 |
18,953.00 |
0.382 |
18,934.25 |
LOW |
18,873.75 |
0.618 |
18,776.00 |
1.000 |
18,715.50 |
1.618 |
18,617.75 |
2.618 |
18,459.50 |
4.250 |
18,201.25 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
18,985.25 |
18,970.00 |
PP |
18,969.00 |
18,938.25 |
S1 |
18,953.00 |
18,906.50 |
|