| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,412.7 |
2,388.5 |
-24.2 |
-1.0% |
2,355.7 |
| High |
2,415.4 |
2,410.0 |
-5.4 |
-0.2% |
2,430.0 |
| Low |
2,383.5 |
2,387.4 |
3.9 |
0.2% |
2,345.0 |
| Close |
2,388.3 |
2,404.8 |
16.5 |
0.7% |
2,420.4 |
| Range |
31.9 |
22.6 |
-9.3 |
-29.2% |
85.0 |
| ATR |
38.1 |
37.0 |
-1.1 |
-2.9% |
0.0 |
| Volume |
552 |
1,266 |
714 |
129.3% |
6,417 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.5 |
2,459.3 |
2,417.2 |
|
| R3 |
2,445.9 |
2,436.7 |
2,411.0 |
|
| R2 |
2,423.3 |
2,423.3 |
2,408.9 |
|
| R1 |
2,414.1 |
2,414.1 |
2,406.9 |
2,418.7 |
| PP |
2,400.7 |
2,400.7 |
2,400.7 |
2,403.1 |
| S1 |
2,391.5 |
2,391.5 |
2,402.7 |
2,396.1 |
| S2 |
2,378.1 |
2,378.1 |
2,400.7 |
|
| S3 |
2,355.5 |
2,368.9 |
2,398.6 |
|
| S4 |
2,332.9 |
2,346.3 |
2,392.4 |
|
|
| 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 |
2,357.4 |
72.6 |
3.0% |
28.3 |
1.2% |
65% |
False |
False |
1,205 |
| 10 |
2,430.0 |
2,329.6 |
100.4 |
4.2% |
33.0 |
1.4% |
75% |
False |
False |
1,063 |
| 20 |
2,477.4 |
2,329.6 |
147.8 |
6.1% |
35.6 |
1.5% |
51% |
False |
False |
980 |
| 40 |
2,492.0 |
2,212.8 |
279.2 |
11.6% |
37.4 |
1.6% |
69% |
False |
False |
1,072 |
| 60 |
2,492.0 |
2,082.4 |
409.6 |
17.0% |
32.2 |
1.3% |
79% |
False |
False |
917 |
| 80 |
2,492.0 |
2,054.0 |
438.0 |
18.2% |
29.0 |
1.2% |
80% |
False |
False |
807 |
| 100 |
2,492.0 |
2,054.0 |
438.0 |
18.2% |
27.2 |
1.1% |
80% |
False |
False |
720 |
| 120 |
2,492.0 |
2,054.0 |
438.0 |
18.2% |
27.3 |
1.1% |
80% |
False |
False |
686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.1 |
|
2.618 |
2,469.2 |
|
1.618 |
2,446.6 |
|
1.000 |
2,432.6 |
|
0.618 |
2,424.0 |
|
HIGH |
2,410.0 |
|
0.618 |
2,401.4 |
|
0.500 |
2,398.7 |
|
0.382 |
2,396.0 |
|
LOW |
2,387.4 |
|
0.618 |
2,373.4 |
|
1.000 |
2,364.8 |
|
1.618 |
2,350.8 |
|
2.618 |
2,328.2 |
|
4.250 |
2,291.4 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,402.8 |
2,406.8 |
| PP |
2,400.7 |
2,406.1 |
| S1 |
2,398.7 |
2,405.5 |
|