| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,388.5 |
2,407.0 |
18.5 |
0.8% |
2,355.7 |
| High |
2,410.0 |
2,440.8 |
30.8 |
1.3% |
2,430.0 |
| Low |
2,387.4 |
2,403.6 |
16.2 |
0.7% |
2,345.0 |
| Close |
2,404.8 |
2,440.0 |
35.2 |
1.5% |
2,420.4 |
| Range |
22.6 |
37.2 |
14.6 |
64.6% |
85.0 |
| ATR |
37.0 |
37.0 |
0.0 |
0.0% |
0.0 |
| Volume |
1,266 |
1,805 |
539 |
42.6% |
6,417 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.7 |
2,527.1 |
2,460.5 |
|
| R3 |
2,502.5 |
2,489.9 |
2,450.2 |
|
| R2 |
2,465.3 |
2,465.3 |
2,446.8 |
|
| R1 |
2,452.7 |
2,452.7 |
2,443.4 |
2,459.0 |
| PP |
2,428.1 |
2,428.1 |
2,428.1 |
2,431.3 |
| S1 |
2,415.5 |
2,415.5 |
2,436.6 |
2,421.8 |
| S2 |
2,390.9 |
2,390.9 |
2,433.2 |
|
| S3 |
2,353.7 |
2,378.3 |
2,429.8 |
|
| S4 |
2,316.5 |
2,341.1 |
2,419.5 |
|
|
| 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 |
2,440.8 |
2,358.6 |
82.2 |
3.4% |
32.4 |
1.3% |
99% |
True |
False |
1,228 |
| 10 |
2,440.8 |
2,329.6 |
111.2 |
4.6% |
32.2 |
1.3% |
99% |
True |
False |
1,168 |
| 20 |
2,477.4 |
2,329.6 |
147.8 |
6.1% |
35.5 |
1.5% |
75% |
False |
False |
1,017 |
| 40 |
2,492.0 |
2,214.0 |
278.0 |
11.4% |
38.0 |
1.6% |
81% |
False |
False |
1,097 |
| 60 |
2,492.0 |
2,083.2 |
408.8 |
16.8% |
32.6 |
1.3% |
87% |
False |
False |
940 |
| 80 |
2,492.0 |
2,054.0 |
438.0 |
18.0% |
29.2 |
1.2% |
88% |
False |
False |
825 |
| 100 |
2,492.0 |
2,054.0 |
438.0 |
18.0% |
27.5 |
1.1% |
88% |
False |
False |
736 |
| 120 |
2,492.0 |
2,054.0 |
438.0 |
18.0% |
27.4 |
1.1% |
88% |
False |
False |
698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.9 |
|
2.618 |
2,538.2 |
|
1.618 |
2,501.0 |
|
1.000 |
2,478.0 |
|
0.618 |
2,463.8 |
|
HIGH |
2,440.8 |
|
0.618 |
2,426.6 |
|
0.500 |
2,422.2 |
|
0.382 |
2,417.8 |
|
LOW |
2,403.6 |
|
0.618 |
2,380.6 |
|
1.000 |
2,366.4 |
|
1.618 |
2,343.4 |
|
2.618 |
2,306.2 |
|
4.250 |
2,245.5 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,434.1 |
2,430.7 |
| PP |
2,428.1 |
2,421.4 |
| S1 |
2,422.2 |
2,412.2 |
|