| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,492.3 |
2,501.1 |
8.8 |
0.4% |
2,434.9 |
| High |
2,524.0 |
2,508.2 |
-15.8 |
-0.6% |
2,496.3 |
| Low |
2,481.8 |
2,479.2 |
-2.6 |
-0.1% |
2,406.2 |
| Close |
2,508.8 |
2,495.9 |
-12.9 |
-0.5% |
2,486.4 |
| Range |
42.2 |
29.0 |
-13.2 |
-31.3% |
90.1 |
| ATR |
38.3 |
37.7 |
-0.6 |
-1.6% |
0.0 |
| Volume |
6,102 |
3,483 |
-2,619 |
-42.9% |
10,501 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.4 |
2,567.7 |
2,511.9 |
|
| R3 |
2,552.4 |
2,538.7 |
2,503.9 |
|
| R2 |
2,523.4 |
2,523.4 |
2,501.2 |
|
| R1 |
2,509.7 |
2,509.7 |
2,498.6 |
2,502.1 |
| PP |
2,494.4 |
2,494.4 |
2,494.4 |
2,490.6 |
| S1 |
2,480.7 |
2,480.7 |
2,493.2 |
2,473.1 |
| S2 |
2,465.4 |
2,465.4 |
2,490.6 |
|
| S3 |
2,436.4 |
2,451.7 |
2,487.9 |
|
| S4 |
2,407.4 |
2,422.7 |
2,480.0 |
|
|
| 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 |
2,425.1 |
98.9 |
4.0% |
37.5 |
1.5% |
72% |
False |
False |
3,132 |
| 10 |
2,524.0 |
2,379.5 |
144.5 |
5.8% |
33.4 |
1.3% |
81% |
False |
False |
3,181 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
6.9% |
34.6 |
1.4% |
84% |
False |
False |
2,675 |
| 40 |
2,524.0 |
2,248.9 |
275.1 |
11.0% |
39.3 |
1.6% |
90% |
False |
False |
2,558 |
| 60 |
2,524.0 |
2,107.2 |
416.8 |
16.7% |
35.0 |
1.4% |
93% |
False |
False |
2,106 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.2% |
31.0 |
1.2% |
94% |
False |
False |
1,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.5 |
|
2.618 |
2,584.1 |
|
1.618 |
2,555.1 |
|
1.000 |
2,537.2 |
|
0.618 |
2,526.1 |
|
HIGH |
2,508.2 |
|
0.618 |
2,497.1 |
|
0.500 |
2,493.7 |
|
0.382 |
2,490.3 |
|
LOW |
2,479.2 |
|
0.618 |
2,461.3 |
|
1.000 |
2,450.2 |
|
1.618 |
2,432.3 |
|
2.618 |
2,403.3 |
|
4.250 |
2,356.0 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,495.2 |
2,492.3 |
| PP |
2,494.4 |
2,488.7 |
| S1 |
2,493.7 |
2,485.2 |
|