| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,494.0 |
2,452.8 |
-41.2 |
-1.7% |
2,434.9 |
| High |
2,499.2 |
2,454.4 |
-44.8 |
-1.8% |
2,496.3 |
| Low |
2,447.5 |
2,397.7 |
-49.8 |
-2.0% |
2,406.2 |
| Close |
2,462.1 |
2,405.9 |
-56.2 |
-2.3% |
2,486.4 |
| Range |
51.7 |
56.7 |
5.0 |
9.7% |
90.1 |
| ATR |
38.7 |
40.5 |
1.8 |
4.8% |
0.0 |
| Volume |
3,280 |
4,669 |
1,389 |
42.3% |
10,501 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,589.4 |
2,554.4 |
2,437.1 |
|
| R3 |
2,532.7 |
2,497.7 |
2,421.5 |
|
| R2 |
2,476.0 |
2,476.0 |
2,416.3 |
|
| R1 |
2,441.0 |
2,441.0 |
2,411.1 |
2,430.2 |
| PP |
2,419.3 |
2,419.3 |
2,419.3 |
2,413.9 |
| S1 |
2,384.3 |
2,384.3 |
2,400.7 |
2,373.5 |
| S2 |
2,362.6 |
2,362.6 |
2,395.5 |
|
| S3 |
2,305.9 |
2,327.6 |
2,390.3 |
|
| S4 |
2,249.2 |
2,270.9 |
2,374.7 |
|
|
| 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 |
2,397.7 |
126.3 |
5.2% |
45.9 |
1.9% |
6% |
False |
True |
3,905 |
| 10 |
2,524.0 |
2,397.7 |
126.3 |
5.2% |
38.5 |
1.6% |
6% |
False |
True |
3,056 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
7.2% |
36.8 |
1.5% |
31% |
False |
False |
2,926 |
| 40 |
2,524.0 |
2,266.8 |
257.2 |
10.7% |
40.6 |
1.7% |
54% |
False |
False |
2,690 |
| 60 |
2,524.0 |
2,110.4 |
413.6 |
17.2% |
36.4 |
1.5% |
71% |
False |
False |
2,220 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.8% |
31.9 |
1.3% |
74% |
False |
False |
1,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,695.4 |
|
2.618 |
2,602.8 |
|
1.618 |
2,546.1 |
|
1.000 |
2,511.1 |
|
0.618 |
2,489.4 |
|
HIGH |
2,454.4 |
|
0.618 |
2,432.7 |
|
0.500 |
2,426.1 |
|
0.382 |
2,419.4 |
|
LOW |
2,397.7 |
|
0.618 |
2,362.7 |
|
1.000 |
2,341.0 |
|
1.618 |
2,306.0 |
|
2.618 |
2,249.3 |
|
4.250 |
2,156.7 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.1 |
2,453.0 |
| PP |
2,419.3 |
2,437.3 |
| S1 |
2,412.6 |
2,421.6 |
|