| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,413.0 |
2,430.9 |
17.9 |
0.7% |
2,369.3 |
| High |
2,432.9 |
2,464.1 |
31.2 |
1.3% |
2,453.4 |
| Low |
2,408.7 |
2,425.1 |
16.4 |
0.7% |
2,367.9 |
| Close |
2,427.5 |
2,462.9 |
35.4 |
1.5% |
2,443.4 |
| Range |
24.2 |
39.0 |
14.8 |
61.2% |
85.5 |
| ATR |
37.7 |
37.8 |
0.1 |
0.2% |
0.0 |
| Volume |
1,855 |
2,565 |
710 |
38.3% |
18,424 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.7 |
2,554.3 |
2,484.4 |
|
| R3 |
2,528.7 |
2,515.3 |
2,473.6 |
|
| R2 |
2,489.7 |
2,489.7 |
2,470.1 |
|
| R1 |
2,476.3 |
2,476.3 |
2,466.5 |
2,483.0 |
| PP |
2,450.7 |
2,450.7 |
2,450.7 |
2,454.1 |
| S1 |
2,437.3 |
2,437.3 |
2,459.3 |
2,444.0 |
| S2 |
2,411.7 |
2,411.7 |
2,455.8 |
|
| S3 |
2,372.7 |
2,398.3 |
2,452.2 |
|
| S4 |
2,333.7 |
2,359.3 |
2,441.5 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.1 |
2,646.2 |
2,490.4 |
|
| R3 |
2,592.6 |
2,560.7 |
2,466.9 |
|
| R2 |
2,507.1 |
2,507.1 |
2,459.1 |
|
| R1 |
2,475.2 |
2,475.2 |
2,451.2 |
2,491.2 |
| PP |
2,421.6 |
2,421.6 |
2,421.6 |
2,429.5 |
| S1 |
2,389.7 |
2,389.7 |
2,435.6 |
2,405.7 |
| S2 |
2,336.1 |
2,336.1 |
2,427.7 |
|
| S3 |
2,250.6 |
2,304.2 |
2,419.9 |
|
| S4 |
2,165.1 |
2,218.7 |
2,396.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,464.1 |
2,381.4 |
82.7 |
3.4% |
33.6 |
1.4% |
99% |
True |
False |
2,452 |
| 10 |
2,464.1 |
2,351.6 |
112.5 |
4.6% |
33.3 |
1.4% |
99% |
True |
False |
3,034 |
| 20 |
2,498.7 |
2,351.6 |
147.1 |
6.0% |
36.0 |
1.5% |
76% |
False |
False |
2,388 |
| 40 |
2,516.6 |
2,232.6 |
284.0 |
11.5% |
39.1 |
1.6% |
81% |
False |
False |
2,379 |
| 60 |
2,516.6 |
2,099.8 |
416.8 |
16.9% |
33.5 |
1.4% |
87% |
False |
False |
1,920 |
| 80 |
2,516.6 |
2,070.6 |
446.0 |
18.1% |
30.0 |
1.2% |
88% |
False |
False |
1,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,629.9 |
|
2.618 |
2,566.2 |
|
1.618 |
2,527.2 |
|
1.000 |
2,503.1 |
|
0.618 |
2,488.2 |
|
HIGH |
2,464.1 |
|
0.618 |
2,449.2 |
|
0.500 |
2,444.6 |
|
0.382 |
2,440.0 |
|
LOW |
2,425.1 |
|
0.618 |
2,401.0 |
|
1.000 |
2,386.1 |
|
1.618 |
2,362.0 |
|
2.618 |
2,323.0 |
|
4.250 |
2,259.4 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,456.8 |
2,453.7 |
| PP |
2,450.7 |
2,444.4 |
| S1 |
2,444.6 |
2,435.2 |
|