| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,357.4 |
2,355.7 |
-1.7 |
-0.1% |
2,388.0 |
| High |
2,374.0 |
2,386.0 |
12.0 |
0.5% |
2,402.8 |
| Low |
2,329.6 |
2,345.0 |
15.4 |
0.7% |
2,329.6 |
| Close |
2,352.7 |
2,375.9 |
23.2 |
1.0% |
2,352.7 |
| Range |
44.4 |
41.0 |
-3.4 |
-7.7% |
73.2 |
| ATR |
40.8 |
40.8 |
0.0 |
0.0% |
0.0 |
| Volume |
962 |
1,534 |
572 |
59.5% |
4,205 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.0 |
2,474.9 |
2,398.5 |
|
| R3 |
2,451.0 |
2,433.9 |
2,387.2 |
|
| R2 |
2,410.0 |
2,410.0 |
2,383.4 |
|
| R1 |
2,392.9 |
2,392.9 |
2,379.7 |
2,401.5 |
| PP |
2,369.0 |
2,369.0 |
2,369.0 |
2,373.2 |
| S1 |
2,351.9 |
2,351.9 |
2,372.1 |
2,360.5 |
| S2 |
2,328.0 |
2,328.0 |
2,368.4 |
|
| S3 |
2,287.0 |
2,310.9 |
2,364.6 |
|
| S4 |
2,246.0 |
2,269.9 |
2,353.4 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.3 |
2,540.2 |
2,393.0 |
|
| R3 |
2,508.1 |
2,467.0 |
2,372.8 |
|
| R2 |
2,434.9 |
2,434.9 |
2,366.1 |
|
| R1 |
2,393.8 |
2,393.8 |
2,359.4 |
2,377.8 |
| PP |
2,361.7 |
2,361.7 |
2,361.7 |
2,353.7 |
| S1 |
2,320.6 |
2,320.6 |
2,346.0 |
2,304.6 |
| S2 |
2,288.5 |
2,288.5 |
2,339.3 |
|
| S3 |
2,215.3 |
2,247.4 |
2,332.6 |
|
| S4 |
2,142.1 |
2,174.2 |
2,312.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,391.0 |
2,329.6 |
61.4 |
2.6% |
44.0 |
1.9% |
75% |
False |
False |
1,079 |
| 10 |
2,406.6 |
2,329.6 |
77.0 |
3.2% |
37.6 |
1.6% |
60% |
False |
False |
941 |
| 20 |
2,492.0 |
2,329.6 |
162.4 |
6.8% |
42.9 |
1.8% |
29% |
False |
False |
1,106 |
| 40 |
2,492.0 |
2,210.4 |
281.6 |
11.9% |
36.3 |
1.5% |
59% |
False |
False |
983 |
| 60 |
2,492.0 |
2,054.0 |
438.0 |
18.4% |
31.4 |
1.3% |
73% |
False |
False |
865 |
| 80 |
2,492.0 |
2,054.0 |
438.0 |
18.4% |
28.8 |
1.2% |
73% |
False |
False |
758 |
| 100 |
2,492.0 |
2,054.0 |
438.0 |
18.4% |
27.1 |
1.1% |
73% |
False |
False |
692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.3 |
|
2.618 |
2,493.3 |
|
1.618 |
2,452.3 |
|
1.000 |
2,427.0 |
|
0.618 |
2,411.3 |
|
HIGH |
2,386.0 |
|
0.618 |
2,370.3 |
|
0.500 |
2,365.5 |
|
0.382 |
2,360.7 |
|
LOW |
2,345.0 |
|
0.618 |
2,319.7 |
|
1.000 |
2,304.0 |
|
1.618 |
2,278.7 |
|
2.618 |
2,237.7 |
|
4.250 |
2,170.8 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,372.4 |
2,369.9 |
| PP |
2,369.0 |
2,363.8 |
| S1 |
2,365.5 |
2,357.8 |
|