| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,478.4 |
2,471.8 |
-6.6 |
-0.3% |
2,412.7 |
| High |
2,483.5 |
2,475.0 |
-8.5 |
-0.3% |
2,471.6 |
| Low |
2,455.2 |
2,424.4 |
-30.8 |
-1.3% |
2,383.5 |
| Close |
2,472.3 |
2,438.8 |
-33.5 |
-1.4% |
2,463.4 |
| Range |
28.3 |
50.6 |
22.3 |
78.8% |
88.1 |
| ATR |
36.9 |
37.9 |
1.0 |
2.7% |
0.0 |
| Volume |
3,923 |
807 |
-3,116 |
-79.4% |
6,902 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.9 |
2,568.9 |
2,466.6 |
|
| R3 |
2,547.3 |
2,518.3 |
2,452.7 |
|
| R2 |
2,496.7 |
2,496.7 |
2,448.1 |
|
| R1 |
2,467.7 |
2,467.7 |
2,443.4 |
2,456.9 |
| PP |
2,446.1 |
2,446.1 |
2,446.1 |
2,440.7 |
| S1 |
2,417.1 |
2,417.1 |
2,434.2 |
2,406.3 |
| S2 |
2,395.5 |
2,395.5 |
2,429.5 |
|
| S3 |
2,344.9 |
2,366.5 |
2,424.9 |
|
| S4 |
2,294.3 |
2,315.9 |
2,411.0 |
|
|
| 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 |
2,421.8 |
78.4 |
3.2% |
39.0 |
1.6% |
22% |
False |
False |
2,134 |
| 10 |
2,500.2 |
2,358.6 |
141.6 |
5.8% |
35.7 |
1.5% |
57% |
False |
False |
1,681 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
7.0% |
35.0 |
1.4% |
64% |
False |
False |
1,313 |
| 40 |
2,500.2 |
2,234.0 |
266.2 |
10.9% |
38.9 |
1.6% |
77% |
False |
False |
1,281 |
| 60 |
2,500.2 |
2,090.6 |
409.6 |
16.8% |
34.6 |
1.4% |
85% |
False |
False |
1,090 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.3% |
30.7 |
1.3% |
86% |
False |
False |
939 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.3% |
28.6 |
1.2% |
86% |
False |
False |
825 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.3% |
28.2 |
1.2% |
86% |
False |
False |
773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.1 |
|
2.618 |
2,607.5 |
|
1.618 |
2,556.9 |
|
1.000 |
2,525.6 |
|
0.618 |
2,506.3 |
|
HIGH |
2,475.0 |
|
0.618 |
2,455.7 |
|
0.500 |
2,449.7 |
|
0.382 |
2,443.7 |
|
LOW |
2,424.4 |
|
0.618 |
2,393.1 |
|
1.000 |
2,373.8 |
|
1.618 |
2,342.5 |
|
2.618 |
2,291.9 |
|
4.250 |
2,209.4 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,449.7 |
2,462.3 |
| PP |
2,446.1 |
2,454.5 |
| S1 |
2,442.4 |
2,446.6 |
|