| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,102.1 |
2,091.4 |
-10.7 |
-0.5% |
2,132.3 |
| High |
2,115.4 |
2,091.4 |
-24.0 |
-1.1% |
2,140.6 |
| Low |
2,084.7 |
2,061.1 |
-23.6 |
-1.1% |
2,067.1 |
| Close |
2,096.2 |
2,064.1 |
-32.1 |
-1.5% |
2,099.1 |
| Range |
30.7 |
30.3 |
-0.4 |
-1.3% |
73.5 |
| ATR |
32.1 |
32.3 |
0.2 |
0.7% |
0.0 |
| Volume |
303 |
639 |
336 |
110.9% |
1,098 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.1 |
2,143.9 |
2,080.8 |
|
| R3 |
2,132.8 |
2,113.6 |
2,072.4 |
|
| R2 |
2,102.5 |
2,102.5 |
2,069.7 |
|
| R1 |
2,083.3 |
2,083.3 |
2,066.9 |
2,077.8 |
| PP |
2,072.2 |
2,072.2 |
2,072.2 |
2,069.4 |
| S1 |
2,053.0 |
2,053.0 |
2,061.3 |
2,047.5 |
| S2 |
2,041.9 |
2,041.9 |
2,058.5 |
|
| S3 |
2,011.6 |
2,022.7 |
2,055.8 |
|
| S4 |
1,981.3 |
1,992.4 |
2,047.4 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.8 |
2,284.4 |
2,139.5 |
|
| R3 |
2,249.3 |
2,210.9 |
2,119.3 |
|
| R2 |
2,175.8 |
2,175.8 |
2,112.6 |
|
| R1 |
2,137.4 |
2,137.4 |
2,105.8 |
2,119.9 |
| PP |
2,102.3 |
2,102.3 |
2,102.3 |
2,093.5 |
| S1 |
2,063.9 |
2,063.9 |
2,092.4 |
2,046.4 |
| S2 |
2,028.8 |
2,028.8 |
2,085.6 |
|
| S3 |
1,955.3 |
1,990.4 |
2,078.9 |
|
| S4 |
1,881.8 |
1,916.9 |
2,058.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,132.3 |
2,061.1 |
71.2 |
3.4% |
33.3 |
1.6% |
4% |
False |
True |
356 |
| 10 |
2,153.2 |
2,061.1 |
92.1 |
4.5% |
26.9 |
1.3% |
3% |
False |
True |
259 |
| 20 |
2,153.2 |
1,993.7 |
159.5 |
7.7% |
30.6 |
1.5% |
44% |
False |
False |
200 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
35.6 |
1.7% |
59% |
False |
False |
191 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
33.7 |
1.6% |
51% |
False |
False |
146 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
25.4 |
1.2% |
51% |
False |
False |
109 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
20.3 |
1.0% |
51% |
False |
False |
87 |
| 120 |
2,187.1 |
1,910.8 |
276.3 |
13.4% |
16.9 |
0.8% |
55% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.2 |
|
2.618 |
2,170.7 |
|
1.618 |
2,140.4 |
|
1.000 |
2,121.7 |
|
0.618 |
2,110.1 |
|
HIGH |
2,091.4 |
|
0.618 |
2,079.8 |
|
0.500 |
2,076.3 |
|
0.382 |
2,072.7 |
|
LOW |
2,061.1 |
|
0.618 |
2,042.4 |
|
1.000 |
2,030.8 |
|
1.618 |
2,012.1 |
|
2.618 |
1,981.8 |
|
4.250 |
1,932.3 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.3 |
2,088.3 |
| PP |
2,072.2 |
2,080.2 |
| S1 |
2,068.2 |
2,072.2 |
|