| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,471.8 |
2,427.7 |
-44.1 |
-1.8% |
2,412.7 |
| High |
2,475.0 |
2,429.4 |
-45.6 |
-1.8% |
2,471.6 |
| Low |
2,424.4 |
2,375.0 |
-49.4 |
-2.0% |
2,383.5 |
| Close |
2,438.8 |
2,382.7 |
-56.1 |
-2.3% |
2,463.4 |
| Range |
50.6 |
54.4 |
3.8 |
7.5% |
88.1 |
| ATR |
37.9 |
39.7 |
1.9 |
4.9% |
0.0 |
| Volume |
807 |
2,678 |
1,871 |
231.8% |
6,902 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.9 |
2,525.2 |
2,412.6 |
|
| R3 |
2,504.5 |
2,470.8 |
2,397.7 |
|
| R2 |
2,450.1 |
2,450.1 |
2,392.7 |
|
| R1 |
2,416.4 |
2,416.4 |
2,387.7 |
2,406.1 |
| PP |
2,395.7 |
2,395.7 |
2,395.7 |
2,390.5 |
| S1 |
2,362.0 |
2,362.0 |
2,377.7 |
2,351.7 |
| S2 |
2,341.3 |
2,341.3 |
2,372.7 |
|
| S3 |
2,286.9 |
2,307.6 |
2,367.7 |
|
| S4 |
2,232.5 |
2,253.2 |
2,352.8 |
|
|
| 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 |
2,375.0 |
125.2 |
5.3% |
44.7 |
1.9% |
6% |
False |
True |
2,308 |
| 10 |
2,500.2 |
2,375.0 |
125.2 |
5.3% |
37.1 |
1.6% |
6% |
False |
True |
1,850 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
7.2% |
35.8 |
1.5% |
31% |
False |
False |
1,420 |
| 40 |
2,500.2 |
2,248.8 |
251.4 |
10.6% |
39.7 |
1.7% |
53% |
False |
False |
1,335 |
| 60 |
2,500.2 |
2,094.6 |
405.6 |
17.0% |
35.3 |
1.5% |
71% |
False |
False |
1,130 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
31.1 |
1.3% |
74% |
False |
False |
967 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
29.0 |
1.2% |
74% |
False |
False |
851 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
28.6 |
1.2% |
74% |
False |
False |
792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,660.6 |
|
2.618 |
2,571.8 |
|
1.618 |
2,517.4 |
|
1.000 |
2,483.8 |
|
0.618 |
2,463.0 |
|
HIGH |
2,429.4 |
|
0.618 |
2,408.6 |
|
0.500 |
2,402.2 |
|
0.382 |
2,395.8 |
|
LOW |
2,375.0 |
|
0.618 |
2,341.4 |
|
1.000 |
2,320.6 |
|
1.618 |
2,287.0 |
|
2.618 |
2,232.6 |
|
4.250 |
2,143.8 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,402.2 |
2,429.3 |
| PP |
2,395.7 |
2,413.7 |
| S1 |
2,389.2 |
2,398.2 |
|