| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,438.6 |
2,428.3 |
-10.3 |
-0.4% |
2,412.7 |
| High |
2,447.4 |
2,471.6 |
24.2 |
1.0% |
2,471.6 |
| Low |
2,421.8 |
2,423.5 |
1.7 |
0.1% |
2,383.5 |
| Close |
2,431.0 |
2,463.4 |
32.4 |
1.3% |
2,463.4 |
| Range |
25.6 |
48.1 |
22.5 |
87.9% |
88.1 |
| ATR |
36.2 |
37.1 |
0.8 |
2.3% |
0.0 |
| Volume |
1,807 |
1,472 |
-335 |
-18.5% |
6,902 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.1 |
2,578.4 |
2,489.9 |
|
| R3 |
2,549.0 |
2,530.3 |
2,476.6 |
|
| R2 |
2,500.9 |
2,500.9 |
2,472.2 |
|
| R1 |
2,482.2 |
2,482.2 |
2,467.8 |
2,491.6 |
| PP |
2,452.8 |
2,452.8 |
2,452.8 |
2,457.5 |
| S1 |
2,434.1 |
2,434.1 |
2,459.0 |
2,443.5 |
| S2 |
2,404.7 |
2,404.7 |
2,454.6 |
|
| S3 |
2,356.6 |
2,386.0 |
2,450.2 |
|
| S4 |
2,308.5 |
2,337.9 |
2,436.9 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.8 |
2,671.7 |
2,511.9 |
|
| R3 |
2,615.7 |
2,583.6 |
2,487.6 |
|
| R2 |
2,527.6 |
2,527.6 |
2,479.6 |
|
| R1 |
2,495.5 |
2,495.5 |
2,471.5 |
2,511.6 |
| PP |
2,439.5 |
2,439.5 |
2,439.5 |
2,447.5 |
| S1 |
2,407.4 |
2,407.4 |
2,455.3 |
2,423.5 |
| S2 |
2,351.4 |
2,351.4 |
2,447.2 |
|
| S3 |
2,263.3 |
2,319.3 |
2,439.2 |
|
| S4 |
2,175.2 |
2,231.2 |
2,414.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,471.6 |
2,383.5 |
88.1 |
3.6% |
33.1 |
1.3% |
91% |
True |
False |
1,380 |
| 10 |
2,471.6 |
2,345.0 |
126.6 |
5.1% |
31.1 |
1.3% |
94% |
True |
False |
1,331 |
| 20 |
2,471.6 |
2,329.6 |
142.0 |
5.8% |
35.6 |
1.4% |
94% |
True |
False |
1,117 |
| 40 |
2,492.0 |
2,219.2 |
272.8 |
11.1% |
37.7 |
1.5% |
90% |
False |
False |
1,147 |
| 60 |
2,492.0 |
2,083.2 |
408.8 |
16.6% |
33.4 |
1.4% |
93% |
False |
False |
983 |
| 80 |
2,492.0 |
2,054.0 |
438.0 |
17.8% |
29.7 |
1.2% |
93% |
False |
False |
857 |
| 100 |
2,492.0 |
2,054.0 |
438.0 |
17.8% |
27.9 |
1.1% |
93% |
False |
False |
762 |
| 120 |
2,492.0 |
2,054.0 |
438.0 |
17.8% |
27.8 |
1.1% |
93% |
False |
False |
716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,676.0 |
|
2.618 |
2,597.5 |
|
1.618 |
2,549.4 |
|
1.000 |
2,519.7 |
|
0.618 |
2,501.3 |
|
HIGH |
2,471.6 |
|
0.618 |
2,453.2 |
|
0.500 |
2,447.6 |
|
0.382 |
2,441.9 |
|
LOW |
2,423.5 |
|
0.618 |
2,393.8 |
|
1.000 |
2,375.4 |
|
1.618 |
2,345.7 |
|
2.618 |
2,297.6 |
|
4.250 |
2,219.1 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.1 |
2,454.8 |
| PP |
2,452.8 |
2,446.2 |
| S1 |
2,447.6 |
2,437.6 |
|