| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,340.5 |
8,400.0 |
59.5 |
0.7% |
8,482.5 |
| High |
8,377.0 |
8,400.0 |
23.0 |
0.3% |
8,492.0 |
| Low |
8,340.5 |
8,299.0 |
-41.5 |
-0.5% |
8,340.5 |
| Close |
8,377.0 |
8,317.5 |
-59.5 |
-0.7% |
8,377.0 |
| Range |
36.5 |
101.0 |
64.5 |
176.7% |
151.5 |
| ATR |
46.9 |
50.8 |
3.9 |
8.2% |
0.0 |
| Volume |
4 |
213 |
209 |
5,225.0% |
40 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,642.0 |
8,580.5 |
8,373.0 |
|
| R3 |
8,541.0 |
8,479.5 |
8,345.5 |
|
| R2 |
8,440.0 |
8,440.0 |
8,336.0 |
|
| R1 |
8,378.5 |
8,378.5 |
8,327.0 |
8,359.0 |
| PP |
8,339.0 |
8,339.0 |
8,339.0 |
8,329.0 |
| S1 |
8,277.5 |
8,277.5 |
8,308.0 |
8,258.0 |
| S2 |
8,238.0 |
8,238.0 |
8,299.0 |
|
| S3 |
8,137.0 |
8,176.5 |
8,289.5 |
|
| S4 |
8,036.0 |
8,075.5 |
8,262.0 |
|
|
| 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 |
8,475.5 |
8,299.0 |
176.5 |
2.1% |
50.5 |
0.6% |
10% |
False |
True |
50 |
| 10 |
8,492.0 |
8,299.0 |
193.0 |
2.3% |
27.0 |
0.3% |
10% |
False |
True |
32 |
| 20 |
8,492.0 |
8,164.5 |
327.5 |
3.9% |
21.5 |
0.3% |
47% |
False |
False |
18 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
37.0 |
0.4% |
75% |
False |
False |
13 |
| 60 |
8,492.0 |
7,661.0 |
831.0 |
10.0% |
31.0 |
0.4% |
79% |
False |
False |
11 |
| 80 |
8,492.0 |
7,509.0 |
983.0 |
11.8% |
23.5 |
0.3% |
82% |
False |
False |
8 |
| 100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
19.0 |
0.2% |
83% |
False |
False |
6 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
16.0 |
0.2% |
83% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,829.0 |
|
2.618 |
8,664.5 |
|
1.618 |
8,563.5 |
|
1.000 |
8,501.0 |
|
0.618 |
8,462.5 |
|
HIGH |
8,400.0 |
|
0.618 |
8,361.5 |
|
0.500 |
8,349.5 |
|
0.382 |
8,337.5 |
|
LOW |
8,299.0 |
|
0.618 |
8,236.5 |
|
1.000 |
8,198.0 |
|
1.618 |
8,135.5 |
|
2.618 |
8,034.5 |
|
4.250 |
7,870.0 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,349.5 |
8,364.0 |
| PP |
8,339.0 |
8,348.5 |
| S1 |
8,328.0 |
8,333.0 |
|