| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,060.9 |
2,083.5 |
22.6 |
1.1% |
2,102.1 |
| High |
2,091.9 |
2,105.0 |
13.1 |
0.6% |
2,115.4 |
| Low |
2,054.6 |
2,071.4 |
16.8 |
0.8% |
2,054.6 |
| Close |
2,083.7 |
2,098.1 |
14.4 |
0.7% |
2,098.1 |
| Range |
37.3 |
33.6 |
-3.7 |
-9.9% |
60.8 |
| ATR |
32.7 |
32.8 |
0.1 |
0.2% |
0.0 |
| Volume |
592 |
1,055 |
463 |
78.2% |
2,589 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.3 |
2,178.8 |
2,116.6 |
|
| R3 |
2,158.7 |
2,145.2 |
2,107.3 |
|
| R2 |
2,125.1 |
2,125.1 |
2,104.3 |
|
| R1 |
2,111.6 |
2,111.6 |
2,101.2 |
2,118.4 |
| PP |
2,091.5 |
2,091.5 |
2,091.5 |
2,094.9 |
| S1 |
2,078.0 |
2,078.0 |
2,095.0 |
2,084.8 |
| S2 |
2,057.9 |
2,057.9 |
2,091.9 |
|
| S3 |
2,024.3 |
2,044.4 |
2,088.9 |
|
| S4 |
1,990.7 |
2,010.8 |
2,079.6 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.8 |
2,245.7 |
2,131.5 |
|
| R3 |
2,211.0 |
2,184.9 |
2,114.8 |
|
| R2 |
2,150.2 |
2,150.2 |
2,109.2 |
|
| R1 |
2,124.1 |
2,124.1 |
2,103.7 |
2,106.8 |
| PP |
2,089.4 |
2,089.4 |
2,089.4 |
2,080.7 |
| S1 |
2,063.3 |
2,063.3 |
2,092.5 |
2,046.0 |
| S2 |
2,028.6 |
2,028.6 |
2,087.0 |
|
| S3 |
1,967.8 |
2,002.5 |
2,081.4 |
|
| S4 |
1,907.0 |
1,941.7 |
2,064.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,115.4 |
2,054.6 |
60.8 |
2.9% |
30.6 |
1.5% |
72% |
False |
False |
593 |
| 10 |
2,140.6 |
2,054.6 |
86.0 |
4.1% |
28.5 |
1.4% |
51% |
False |
False |
372 |
| 20 |
2,153.2 |
2,040.7 |
112.5 |
5.4% |
29.4 |
1.4% |
51% |
False |
False |
271 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.3% |
35.2 |
1.7% |
75% |
False |
False |
227 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
11.9% |
34.9 |
1.7% |
64% |
False |
False |
173 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
11.9% |
26.3 |
1.3% |
64% |
False |
False |
130 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
11.9% |
21.0 |
1.0% |
64% |
False |
False |
104 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
11.9% |
17.5 |
0.8% |
64% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,247.8 |
|
2.618 |
2,193.0 |
|
1.618 |
2,159.4 |
|
1.000 |
2,138.6 |
|
0.618 |
2,125.8 |
|
HIGH |
2,105.0 |
|
0.618 |
2,092.2 |
|
0.500 |
2,088.2 |
|
0.382 |
2,084.2 |
|
LOW |
2,071.4 |
|
0.618 |
2,050.6 |
|
1.000 |
2,037.8 |
|
1.618 |
2,017.0 |
|
2.618 |
1,983.4 |
|
4.250 |
1,928.6 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.8 |
2,092.0 |
| PP |
2,091.5 |
2,085.9 |
| S1 |
2,088.2 |
2,079.8 |
|