| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,469.1 |
2,478.4 |
9.3 |
0.4% |
2,412.7 |
| High |
2,500.2 |
2,483.5 |
-16.7 |
-0.7% |
2,471.6 |
| Low |
2,457.9 |
2,455.2 |
-2.7 |
-0.1% |
2,383.5 |
| Close |
2,485.1 |
2,472.3 |
-12.8 |
-0.5% |
2,463.4 |
| Range |
42.3 |
28.3 |
-14.0 |
-33.1% |
88.1 |
| ATR |
37.4 |
36.9 |
-0.5 |
-1.4% |
0.0 |
| Volume |
2,663 |
3,923 |
1,260 |
47.3% |
6,902 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,555.2 |
2,542.1 |
2,487.9 |
|
| R3 |
2,526.9 |
2,513.8 |
2,480.1 |
|
| R2 |
2,498.6 |
2,498.6 |
2,477.5 |
|
| R1 |
2,485.5 |
2,485.5 |
2,474.9 |
2,477.9 |
| PP |
2,470.3 |
2,470.3 |
2,470.3 |
2,466.6 |
| S1 |
2,457.2 |
2,457.2 |
2,469.7 |
2,449.6 |
| S2 |
2,442.0 |
2,442.0 |
2,467.1 |
|
| S3 |
2,413.7 |
2,428.9 |
2,464.5 |
|
| S4 |
2,385.4 |
2,400.6 |
2,456.7 |
|
|
| 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 |
2,500.2 |
2,403.6 |
96.6 |
3.9% |
36.3 |
1.5% |
71% |
False |
False |
2,334 |
| 10 |
2,500.2 |
2,357.4 |
142.8 |
5.8% |
32.3 |
1.3% |
80% |
False |
False |
1,769 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
6.9% |
33.7 |
1.4% |
84% |
False |
False |
1,291 |
| 40 |
2,500.2 |
2,230.0 |
270.2 |
10.9% |
38.4 |
1.6% |
90% |
False |
False |
1,284 |
| 60 |
2,500.2 |
2,090.6 |
409.6 |
16.6% |
33.9 |
1.4% |
93% |
False |
False |
1,081 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.0% |
30.2 |
1.2% |
94% |
False |
False |
933 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.0% |
28.3 |
1.1% |
94% |
False |
False |
824 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.0% |
28.0 |
1.1% |
94% |
False |
False |
769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.8 |
|
2.618 |
2,557.6 |
|
1.618 |
2,529.3 |
|
1.000 |
2,511.8 |
|
0.618 |
2,501.0 |
|
HIGH |
2,483.5 |
|
0.618 |
2,472.7 |
|
0.500 |
2,469.4 |
|
0.382 |
2,466.0 |
|
LOW |
2,455.2 |
|
0.618 |
2,437.7 |
|
1.000 |
2,426.9 |
|
1.618 |
2,409.4 |
|
2.618 |
2,381.1 |
|
4.250 |
2,334.9 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.3 |
2,468.8 |
| PP |
2,470.3 |
2,465.3 |
| S1 |
2,469.4 |
2,461.9 |
|