| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,360.0 |
2,400.0 |
40.0 |
1.7% |
2,355.7 |
| High |
2,398.4 |
2,430.0 |
31.6 |
1.3% |
2,430.0 |
| Low |
2,358.6 |
2,399.7 |
41.1 |
1.7% |
2,345.0 |
| Close |
2,385.1 |
2,420.4 |
35.3 |
1.5% |
2,420.4 |
| Range |
39.8 |
30.3 |
-9.5 |
-23.9% |
85.0 |
| ATR |
37.7 |
38.2 |
0.5 |
1.4% |
0.0 |
| Volume |
984 |
1,536 |
552 |
56.1% |
6,417 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.6 |
2,494.3 |
2,437.1 |
|
| R3 |
2,477.3 |
2,464.0 |
2,428.7 |
|
| R2 |
2,447.0 |
2,447.0 |
2,426.0 |
|
| R1 |
2,433.7 |
2,433.7 |
2,423.2 |
2,440.4 |
| PP |
2,416.7 |
2,416.7 |
2,416.7 |
2,420.0 |
| S1 |
2,403.4 |
2,403.4 |
2,417.6 |
2,410.1 |
| S2 |
2,386.4 |
2,386.4 |
2,414.8 |
|
| S3 |
2,356.1 |
2,373.1 |
2,412.1 |
|
| S4 |
2,325.8 |
2,342.8 |
2,403.7 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.5 |
2,621.9 |
2,467.2 |
|
| R3 |
2,568.5 |
2,536.9 |
2,443.8 |
|
| R2 |
2,483.5 |
2,483.5 |
2,436.0 |
|
| R1 |
2,451.9 |
2,451.9 |
2,428.2 |
2,467.7 |
| PP |
2,398.5 |
2,398.5 |
2,398.5 |
2,406.4 |
| S1 |
2,366.9 |
2,366.9 |
2,412.6 |
2,382.7 |
| S2 |
2,313.5 |
2,313.5 |
2,404.8 |
|
| S3 |
2,228.5 |
2,281.9 |
2,397.0 |
|
| S4 |
2,143.5 |
2,196.9 |
2,373.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,430.0 |
2,345.0 |
85.0 |
3.5% |
29.2 |
1.2% |
89% |
True |
False |
1,283 |
| 10 |
2,430.0 |
2,329.6 |
100.4 |
4.1% |
35.2 |
1.5% |
90% |
True |
False |
1,062 |
| 20 |
2,477.4 |
2,329.6 |
147.8 |
6.1% |
37.7 |
1.6% |
61% |
False |
False |
989 |
| 40 |
2,492.0 |
2,210.4 |
281.6 |
11.6% |
36.8 |
1.5% |
75% |
False |
False |
1,040 |
| 60 |
2,492.0 |
2,058.9 |
433.1 |
17.9% |
31.9 |
1.3% |
83% |
False |
False |
896 |
| 80 |
2,492.0 |
2,054.0 |
438.0 |
18.1% |
28.7 |
1.2% |
84% |
False |
False |
789 |
| 100 |
2,492.0 |
2,054.0 |
438.0 |
18.1% |
27.1 |
1.1% |
84% |
False |
False |
709 |
| 120 |
2,492.0 |
2,054.0 |
438.0 |
18.1% |
27.1 |
1.1% |
84% |
False |
False |
673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.8 |
|
2.618 |
2,509.3 |
|
1.618 |
2,479.0 |
|
1.000 |
2,460.3 |
|
0.618 |
2,448.7 |
|
HIGH |
2,430.0 |
|
0.618 |
2,418.4 |
|
0.500 |
2,414.9 |
|
0.382 |
2,411.3 |
|
LOW |
2,399.7 |
|
0.618 |
2,381.0 |
|
1.000 |
2,369.4 |
|
1.618 |
2,350.7 |
|
2.618 |
2,320.4 |
|
4.250 |
2,270.9 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.6 |
2,411.5 |
| PP |
2,416.7 |
2,402.6 |
| S1 |
2,414.9 |
2,393.7 |
|