| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,428.5 |
8,340.5 |
-88.0 |
-1.0% |
8,482.5 |
| High |
8,428.5 |
8,377.0 |
-51.5 |
-0.6% |
8,492.0 |
| Low |
8,341.0 |
8,340.5 |
-0.5 |
0.0% |
8,340.5 |
| Close |
8,400.0 |
8,377.0 |
-23.0 |
-0.3% |
8,377.0 |
| Range |
87.5 |
36.5 |
-51.0 |
-58.3% |
151.5 |
| ATR |
45.9 |
46.9 |
1.0 |
2.1% |
0.0 |
| Volume |
20 |
4 |
-16 |
-80.0% |
40 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,474.5 |
8,462.0 |
8,397.0 |
|
| R3 |
8,438.0 |
8,425.5 |
8,387.0 |
|
| R2 |
8,401.5 |
8,401.5 |
8,383.5 |
|
| R1 |
8,389.0 |
8,389.0 |
8,380.5 |
8,395.0 |
| PP |
8,365.0 |
8,365.0 |
8,365.0 |
8,368.0 |
| S1 |
8,352.5 |
8,352.5 |
8,373.5 |
8,359.0 |
| S2 |
8,328.5 |
8,328.5 |
8,370.5 |
|
| S3 |
8,292.0 |
8,316.0 |
8,367.0 |
|
| S4 |
8,255.5 |
8,279.5 |
8,357.0 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,857.5 |
8,769.0 |
8,460.5 |
|
| R3 |
8,706.0 |
8,617.5 |
8,418.5 |
|
| R2 |
8,554.5 |
8,554.5 |
8,405.0 |
|
| R1 |
8,466.0 |
8,466.0 |
8,391.0 |
8,434.5 |
| PP |
8,403.0 |
8,403.0 |
8,403.0 |
8,387.5 |
| S1 |
8,314.5 |
8,314.5 |
8,363.0 |
8,283.0 |
| S2 |
8,251.5 |
8,251.5 |
8,349.0 |
|
| S3 |
8,100.0 |
8,163.0 |
8,335.5 |
|
| S4 |
7,948.5 |
8,011.5 |
8,293.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,492.0 |
8,340.5 |
151.5 |
1.8% |
32.0 |
0.4% |
24% |
False |
True |
8 |
| 10 |
8,492.0 |
8,340.5 |
151.5 |
1.8% |
17.0 |
0.2% |
24% |
False |
True |
11 |
| 20 |
8,492.0 |
8,164.5 |
327.5 |
3.9% |
16.5 |
0.2% |
65% |
False |
False |
7 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.2% |
35.0 |
0.4% |
83% |
False |
False |
9 |
| 60 |
8,492.0 |
7,661.0 |
831.0 |
9.9% |
29.0 |
0.3% |
86% |
False |
False |
8 |
| 80 |
8,492.0 |
7,509.0 |
983.0 |
11.7% |
22.5 |
0.3% |
88% |
False |
False |
6 |
| 100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.2% |
18.0 |
0.2% |
89% |
False |
False |
4 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.2% |
15.0 |
0.2% |
89% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,532.0 |
|
2.618 |
8,472.5 |
|
1.618 |
8,436.0 |
|
1.000 |
8,413.5 |
|
0.618 |
8,399.5 |
|
HIGH |
8,377.0 |
|
0.618 |
8,363.0 |
|
0.500 |
8,359.0 |
|
0.382 |
8,354.5 |
|
LOW |
8,340.5 |
|
0.618 |
8,318.0 |
|
1.000 |
8,304.0 |
|
1.618 |
8,281.5 |
|
2.618 |
8,245.0 |
|
4.250 |
8,185.5 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,371.0 |
8,384.5 |
| PP |
8,365.0 |
8,382.0 |
| S1 |
8,359.0 |
8,379.5 |
|