| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,449.7 |
2,492.3 |
42.6 |
1.7% |
2,434.9 |
| High |
2,496.3 |
2,524.0 |
27.7 |
1.1% |
2,496.3 |
| Low |
2,446.3 |
2,481.8 |
35.5 |
1.5% |
2,406.2 |
| Close |
2,486.4 |
2,508.8 |
22.4 |
0.9% |
2,486.4 |
| Range |
50.0 |
42.2 |
-7.8 |
-15.6% |
90.1 |
| ATR |
38.0 |
38.3 |
0.3 |
0.8% |
0.0 |
| Volume |
1,995 |
6,102 |
4,107 |
205.9% |
10,501 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.5 |
2,612.3 |
2,532.0 |
|
| R3 |
2,589.3 |
2,570.1 |
2,520.4 |
|
| R2 |
2,547.1 |
2,547.1 |
2,516.5 |
|
| R1 |
2,527.9 |
2,527.9 |
2,512.7 |
2,537.5 |
| PP |
2,504.9 |
2,504.9 |
2,504.9 |
2,509.7 |
| S1 |
2,485.7 |
2,485.7 |
2,504.9 |
2,495.3 |
| S2 |
2,462.7 |
2,462.7 |
2,501.1 |
|
| S3 |
2,420.5 |
2,443.5 |
2,497.2 |
|
| S4 |
2,378.3 |
2,401.3 |
2,485.6 |
|
|
| 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 |
2,524.0 |
2,408.7 |
115.3 |
4.6% |
36.5 |
1.5% |
87% |
True |
False |
2,806 |
| 10 |
2,524.0 |
2,379.5 |
144.5 |
5.8% |
32.5 |
1.3% |
89% |
True |
False |
3,262 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
6.9% |
35.2 |
1.4% |
91% |
True |
False |
2,645 |
| 40 |
2,524.0 |
2,244.8 |
279.2 |
11.1% |
39.0 |
1.6% |
95% |
True |
False |
2,505 |
| 60 |
2,524.0 |
2,107.2 |
416.8 |
16.6% |
34.7 |
1.4% |
96% |
True |
False |
2,052 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.1% |
30.8 |
1.2% |
97% |
True |
False |
1,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,703.4 |
|
2.618 |
2,634.5 |
|
1.618 |
2,592.3 |
|
1.000 |
2,566.2 |
|
0.618 |
2,550.1 |
|
HIGH |
2,524.0 |
|
0.618 |
2,507.9 |
|
0.500 |
2,502.9 |
|
0.382 |
2,497.9 |
|
LOW |
2,481.8 |
|
0.618 |
2,455.7 |
|
1.000 |
2,439.6 |
|
1.618 |
2,413.5 |
|
2.618 |
2,371.3 |
|
4.250 |
2,302.5 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,506.8 |
2,500.5 |
| PP |
2,504.9 |
2,492.2 |
| S1 |
2,502.9 |
2,484.0 |
|