| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,407.0 |
2,438.6 |
31.6 |
1.3% |
2,355.7 |
| High |
2,440.8 |
2,447.4 |
6.6 |
0.3% |
2,430.0 |
| Low |
2,403.6 |
2,421.8 |
18.2 |
0.8% |
2,345.0 |
| Close |
2,440.0 |
2,431.0 |
-9.0 |
-0.4% |
2,420.4 |
| Range |
37.2 |
25.6 |
-11.6 |
-31.2% |
85.0 |
| ATR |
37.0 |
36.2 |
-0.8 |
-2.2% |
0.0 |
| Volume |
1,805 |
1,807 |
2 |
0.1% |
6,417 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.2 |
2,496.2 |
2,445.1 |
|
| R3 |
2,484.6 |
2,470.6 |
2,438.0 |
|
| R2 |
2,459.0 |
2,459.0 |
2,435.7 |
|
| R1 |
2,445.0 |
2,445.0 |
2,433.3 |
2,439.2 |
| PP |
2,433.4 |
2,433.4 |
2,433.4 |
2,430.5 |
| S1 |
2,419.4 |
2,419.4 |
2,428.7 |
2,413.6 |
| S2 |
2,407.8 |
2,407.8 |
2,426.3 |
|
| S3 |
2,382.2 |
2,393.8 |
2,424.0 |
|
| S4 |
2,356.6 |
2,368.2 |
2,416.9 |
|
|
| 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 |
2,447.4 |
2,383.5 |
63.9 |
2.6% |
29.5 |
1.2% |
74% |
True |
False |
1,393 |
| 10 |
2,447.4 |
2,329.6 |
117.8 |
4.8% |
30.8 |
1.3% |
86% |
True |
False |
1,280 |
| 20 |
2,477.4 |
2,329.6 |
147.8 |
6.1% |
35.5 |
1.5% |
69% |
False |
False |
1,065 |
| 40 |
2,492.0 |
2,219.2 |
272.8 |
11.2% |
37.8 |
1.6% |
78% |
False |
False |
1,130 |
| 60 |
2,492.0 |
2,083.2 |
408.8 |
16.8% |
32.8 |
1.3% |
85% |
False |
False |
965 |
| 80 |
2,492.0 |
2,054.0 |
438.0 |
18.0% |
29.4 |
1.2% |
86% |
False |
False |
842 |
| 100 |
2,492.0 |
2,054.0 |
438.0 |
18.0% |
27.6 |
1.1% |
86% |
False |
False |
750 |
| 120 |
2,492.0 |
2,054.0 |
438.0 |
18.0% |
27.5 |
1.1% |
86% |
False |
False |
706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.2 |
|
2.618 |
2,514.4 |
|
1.618 |
2,488.8 |
|
1.000 |
2,473.0 |
|
0.618 |
2,463.2 |
|
HIGH |
2,447.4 |
|
0.618 |
2,437.6 |
|
0.500 |
2,434.6 |
|
0.382 |
2,431.6 |
|
LOW |
2,421.8 |
|
0.618 |
2,406.0 |
|
1.000 |
2,396.2 |
|
1.618 |
2,380.4 |
|
2.618 |
2,354.8 |
|
4.250 |
2,313.0 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,434.6 |
2,426.5 |
| PP |
2,433.4 |
2,421.9 |
| S1 |
2,432.2 |
2,417.4 |
|