| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,427.7 |
2,377.7 |
-50.0 |
-2.1% |
2,469.1 |
| High |
2,429.4 |
2,393.4 |
-36.0 |
-1.5% |
2,500.2 |
| Low |
2,375.0 |
2,372.0 |
-3.0 |
-0.1% |
2,372.0 |
| Close |
2,382.7 |
2,379.9 |
-2.8 |
-0.1% |
2,379.9 |
| Range |
54.4 |
21.4 |
-33.0 |
-60.7% |
128.2 |
| ATR |
39.7 |
38.4 |
-1.3 |
-3.3% |
0.0 |
| Volume |
2,678 |
1,705 |
-973 |
-36.3% |
11,776 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.0 |
2,434.3 |
2,391.7 |
|
| R3 |
2,424.6 |
2,412.9 |
2,385.8 |
|
| R2 |
2,403.2 |
2,403.2 |
2,383.8 |
|
| R1 |
2,391.5 |
2,391.5 |
2,381.9 |
2,397.4 |
| PP |
2,381.8 |
2,381.8 |
2,381.8 |
2,384.7 |
| S1 |
2,370.1 |
2,370.1 |
2,377.9 |
2,376.0 |
| S2 |
2,360.4 |
2,360.4 |
2,376.0 |
|
| S3 |
2,339.0 |
2,348.7 |
2,374.0 |
|
| S4 |
2,317.6 |
2,327.3 |
2,368.1 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.0 |
2,719.1 |
2,450.4 |
|
| R3 |
2,673.8 |
2,590.9 |
2,415.2 |
|
| R2 |
2,545.6 |
2,545.6 |
2,403.4 |
|
| R1 |
2,462.7 |
2,462.7 |
2,391.7 |
2,440.1 |
| PP |
2,417.4 |
2,417.4 |
2,417.4 |
2,406.0 |
| S1 |
2,334.5 |
2,334.5 |
2,368.1 |
2,311.9 |
| S2 |
2,289.2 |
2,289.2 |
2,356.4 |
|
| S3 |
2,161.0 |
2,206.3 |
2,344.6 |
|
| S4 |
2,032.8 |
2,078.1 |
2,309.4 |
|
|
| 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 |
2,372.0 |
128.2 |
5.4% |
39.4 |
1.7% |
6% |
False |
True |
2,355 |
| 10 |
2,500.2 |
2,372.0 |
128.2 |
5.4% |
36.2 |
1.5% |
6% |
False |
True |
1,867 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
7.2% |
35.7 |
1.5% |
29% |
False |
False |
1,465 |
| 40 |
2,500.2 |
2,291.6 |
208.6 |
8.8% |
39.1 |
1.6% |
42% |
False |
False |
1,348 |
| 60 |
2,500.2 |
2,104.2 |
396.0 |
16.6% |
35.4 |
1.5% |
70% |
False |
False |
1,151 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
31.1 |
1.3% |
73% |
False |
False |
980 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
29.0 |
1.2% |
73% |
False |
False |
861 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
28.4 |
1.2% |
73% |
False |
False |
804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.4 |
|
2.618 |
2,449.4 |
|
1.618 |
2,428.0 |
|
1.000 |
2,414.8 |
|
0.618 |
2,406.6 |
|
HIGH |
2,393.4 |
|
0.618 |
2,385.2 |
|
0.500 |
2,382.7 |
|
0.382 |
2,380.2 |
|
LOW |
2,372.0 |
|
0.618 |
2,358.8 |
|
1.000 |
2,350.6 |
|
1.618 |
2,337.4 |
|
2.618 |
2,316.0 |
|
4.250 |
2,281.1 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.7 |
2,423.5 |
| PP |
2,381.8 |
2,409.0 |
| S1 |
2,380.8 |
2,394.4 |
|