| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,382.8 |
2,388.2 |
5.4 |
0.2% |
2,385.9 |
| High |
2,394.8 |
2,404.0 |
9.2 |
0.4% |
2,409.6 |
| Low |
2,367.0 |
2,364.9 |
-2.1 |
-0.1% |
2,364.9 |
| Close |
2,389.3 |
2,368.5 |
-20.8 |
-0.9% |
2,368.5 |
| Range |
27.8 |
39.1 |
11.3 |
40.6% |
44.7 |
| ATR |
36.5 |
36.7 |
0.2 |
0.5% |
0.0 |
| Volume |
3,320 |
2,313 |
-1,007 |
-30.3% |
9,835 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.4 |
2,471.6 |
2,390.0 |
|
| R3 |
2,457.3 |
2,432.5 |
2,379.3 |
|
| R2 |
2,418.2 |
2,418.2 |
2,375.7 |
|
| R1 |
2,393.4 |
2,393.4 |
2,372.1 |
2,386.3 |
| PP |
2,379.1 |
2,379.1 |
2,379.1 |
2,375.6 |
| S1 |
2,354.3 |
2,354.3 |
2,364.9 |
2,347.2 |
| S2 |
2,340.0 |
2,340.0 |
2,361.3 |
|
| S3 |
2,300.9 |
2,315.2 |
2,357.7 |
|
| S4 |
2,261.8 |
2,276.1 |
2,347.0 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.1 |
2,486.5 |
2,393.1 |
|
| R3 |
2,470.4 |
2,441.8 |
2,380.8 |
|
| R2 |
2,425.7 |
2,425.7 |
2,376.7 |
|
| R1 |
2,397.1 |
2,397.1 |
2,372.6 |
2,389.1 |
| PP |
2,381.0 |
2,381.0 |
2,381.0 |
2,377.0 |
| S1 |
2,352.4 |
2,352.4 |
2,364.4 |
2,344.4 |
| S2 |
2,336.3 |
2,336.3 |
2,360.3 |
|
| S3 |
2,291.6 |
2,307.7 |
2,356.2 |
|
| S4 |
2,246.9 |
2,263.0 |
2,343.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,409.6 |
2,364.9 |
44.7 |
1.9% |
28.9 |
1.2% |
8% |
False |
True |
2,308 |
| 10 |
2,500.2 |
2,364.9 |
135.3 |
5.7% |
36.8 |
1.6% |
3% |
False |
True |
2,308 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
7.2% |
33.8 |
1.4% |
23% |
False |
False |
1,794 |
| 40 |
2,500.2 |
2,328.0 |
172.2 |
7.3% |
39.0 |
1.6% |
24% |
False |
False |
1,464 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.2% |
35.1 |
1.5% |
55% |
False |
False |
1,232 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
31.3 |
1.3% |
70% |
False |
False |
1,073 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
29.3 |
1.2% |
70% |
False |
False |
947 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
28.0 |
1.2% |
70% |
False |
False |
862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.2 |
|
2.618 |
2,506.4 |
|
1.618 |
2,467.3 |
|
1.000 |
2,443.1 |
|
0.618 |
2,428.2 |
|
HIGH |
2,404.0 |
|
0.618 |
2,389.1 |
|
0.500 |
2,384.5 |
|
0.382 |
2,379.8 |
|
LOW |
2,364.9 |
|
0.618 |
2,340.7 |
|
1.000 |
2,325.8 |
|
1.618 |
2,301.6 |
|
2.618 |
2,262.5 |
|
4.250 |
2,198.7 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.5 |
2,387.0 |
| PP |
2,379.1 |
2,380.8 |
| S1 |
2,373.8 |
2,374.7 |
|