| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,409.0 |
2,382.8 |
-26.2 |
-1.1% |
2,469.1 |
| High |
2,409.0 |
2,394.8 |
-14.2 |
-0.6% |
2,500.2 |
| Low |
2,379.7 |
2,367.0 |
-12.7 |
-0.5% |
2,372.0 |
| Close |
2,387.2 |
2,389.3 |
2.1 |
0.1% |
2,379.9 |
| Range |
29.3 |
27.8 |
-1.5 |
-5.1% |
128.2 |
| ATR |
37.2 |
36.5 |
-0.7 |
-1.8% |
0.0 |
| Volume |
1,376 |
3,320 |
1,944 |
141.3% |
11,776 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.1 |
2,456.0 |
2,404.6 |
|
| R3 |
2,439.3 |
2,428.2 |
2,396.9 |
|
| R2 |
2,411.5 |
2,411.5 |
2,394.4 |
|
| R1 |
2,400.4 |
2,400.4 |
2,391.8 |
2,406.0 |
| PP |
2,383.7 |
2,383.7 |
2,383.7 |
2,386.5 |
| S1 |
2,372.6 |
2,372.6 |
2,386.8 |
2,378.2 |
| S2 |
2,355.9 |
2,355.9 |
2,384.2 |
|
| S3 |
2,328.1 |
2,344.8 |
2,381.7 |
|
| S4 |
2,300.3 |
2,317.0 |
2,374.0 |
|
|
| 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 |
2,429.4 |
2,367.0 |
62.4 |
2.6% |
32.0 |
1.3% |
36% |
False |
True |
2,381 |
| 10 |
2,500.2 |
2,367.0 |
133.2 |
5.6% |
35.5 |
1.5% |
17% |
False |
True |
2,257 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
7.1% |
33.8 |
1.4% |
35% |
False |
False |
1,713 |
| 40 |
2,500.2 |
2,328.0 |
172.2 |
7.2% |
38.6 |
1.6% |
36% |
False |
False |
1,429 |
| 60 |
2,500.2 |
2,191.0 |
309.2 |
12.9% |
34.8 |
1.5% |
64% |
False |
False |
1,207 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
31.0 |
1.3% |
75% |
False |
False |
1,046 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
29.0 |
1.2% |
75% |
False |
False |
925 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
27.8 |
1.2% |
75% |
False |
False |
846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.0 |
|
2.618 |
2,467.6 |
|
1.618 |
2,439.8 |
|
1.000 |
2,422.6 |
|
0.618 |
2,412.0 |
|
HIGH |
2,394.8 |
|
0.618 |
2,384.2 |
|
0.500 |
2,380.9 |
|
0.382 |
2,377.6 |
|
LOW |
2,367.0 |
|
0.618 |
2,349.8 |
|
1.000 |
2,339.2 |
|
1.618 |
2,322.0 |
|
2.618 |
2,294.2 |
|
4.250 |
2,248.9 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,386.5 |
2,389.0 |
| PP |
2,383.7 |
2,388.6 |
| S1 |
2,380.9 |
2,388.3 |
|