| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,460.0 |
2,449.7 |
-10.3 |
-0.4% |
2,434.9 |
| High |
2,471.2 |
2,496.3 |
25.1 |
1.0% |
2,496.3 |
| Low |
2,443.9 |
2,446.3 |
2.4 |
0.1% |
2,406.2 |
| Close |
2,453.9 |
2,486.4 |
32.5 |
1.3% |
2,486.4 |
| Range |
27.3 |
50.0 |
22.7 |
83.2% |
90.1 |
| ATR |
37.1 |
38.0 |
0.9 |
2.5% |
0.0 |
| Volume |
1,516 |
1,995 |
479 |
31.6% |
10,501 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.3 |
2,606.4 |
2,513.9 |
|
| R3 |
2,576.3 |
2,556.4 |
2,500.2 |
|
| R2 |
2,526.3 |
2,526.3 |
2,495.6 |
|
| R1 |
2,506.4 |
2,506.4 |
2,491.0 |
2,516.4 |
| PP |
2,476.3 |
2,476.3 |
2,476.3 |
2,481.3 |
| S1 |
2,456.4 |
2,456.4 |
2,481.8 |
2,466.4 |
| S2 |
2,426.3 |
2,426.3 |
2,477.2 |
|
| S3 |
2,376.3 |
2,406.4 |
2,472.7 |
|
| S4 |
2,326.3 |
2,356.4 |
2,458.9 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.3 |
2,699.9 |
2,536.0 |
|
| R3 |
2,643.2 |
2,609.8 |
2,511.2 |
|
| R2 |
2,553.1 |
2,553.1 |
2,502.9 |
|
| R1 |
2,519.7 |
2,519.7 |
2,494.7 |
2,536.4 |
| PP |
2,463.0 |
2,463.0 |
2,463.0 |
2,471.3 |
| S1 |
2,429.6 |
2,429.6 |
2,478.1 |
2,446.3 |
| S2 |
2,372.9 |
2,372.9 |
2,469.9 |
|
| S3 |
2,282.8 |
2,339.5 |
2,461.6 |
|
| S4 |
2,192.7 |
2,249.4 |
2,436.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,496.3 |
2,406.2 |
90.1 |
3.6% |
34.4 |
1.4% |
89% |
True |
False |
2,100 |
| 10 |
2,496.3 |
2,367.9 |
128.4 |
5.2% |
32.4 |
1.3% |
92% |
True |
False |
2,892 |
| 20 |
2,496.3 |
2,351.6 |
144.7 |
5.8% |
36.3 |
1.5% |
93% |
True |
False |
2,465 |
| 40 |
2,516.6 |
2,237.8 |
278.8 |
11.2% |
38.7 |
1.6% |
89% |
False |
False |
2,392 |
| 60 |
2,516.6 |
2,099.8 |
416.8 |
16.8% |
34.4 |
1.4% |
93% |
False |
False |
1,962 |
| 80 |
2,516.6 |
2,070.6 |
446.0 |
17.9% |
30.5 |
1.2% |
93% |
False |
False |
1,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.8 |
|
2.618 |
2,627.2 |
|
1.618 |
2,577.2 |
|
1.000 |
2,546.3 |
|
0.618 |
2,527.2 |
|
HIGH |
2,496.3 |
|
0.618 |
2,477.2 |
|
0.500 |
2,471.3 |
|
0.382 |
2,465.4 |
|
LOW |
2,446.3 |
|
0.618 |
2,415.4 |
|
1.000 |
2,396.3 |
|
1.618 |
2,365.4 |
|
2.618 |
2,315.4 |
|
4.250 |
2,233.8 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,481.4 |
2,477.8 |
| PP |
2,476.3 |
2,469.3 |
| S1 |
2,471.3 |
2,460.7 |
|