| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,400.6 |
2,407.2 |
6.6 |
0.3% |
2,492.3 |
| High |
2,416.6 |
2,434.8 |
18.2 |
0.8% |
2,524.0 |
| Low |
2,395.2 |
2,404.4 |
9.2 |
0.4% |
2,395.2 |
| Close |
2,403.2 |
2,426.2 |
23.0 |
1.0% |
2,403.2 |
| Range |
21.4 |
30.4 |
9.0 |
42.1% |
128.8 |
| ATR |
39.1 |
38.6 |
-0.5 |
-1.4% |
0.0 |
| Volume |
5,179 |
4,261 |
-918 |
-17.7% |
22,713 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.0 |
2,500.0 |
2,442.9 |
|
| R3 |
2,482.6 |
2,469.6 |
2,434.6 |
|
| R2 |
2,452.2 |
2,452.2 |
2,431.8 |
|
| R1 |
2,439.2 |
2,439.2 |
2,429.0 |
2,445.7 |
| PP |
2,421.8 |
2,421.8 |
2,421.8 |
2,425.1 |
| S1 |
2,408.8 |
2,408.8 |
2,423.4 |
2,415.3 |
| S2 |
2,391.4 |
2,391.4 |
2,420.6 |
|
| S3 |
2,361.0 |
2,378.4 |
2,417.8 |
|
| S4 |
2,330.6 |
2,348.0 |
2,409.5 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.2 |
2,744.0 |
2,474.0 |
|
| R3 |
2,698.4 |
2,615.2 |
2,438.6 |
|
| R2 |
2,569.6 |
2,569.6 |
2,426.8 |
|
| R1 |
2,486.4 |
2,486.4 |
2,415.0 |
2,463.6 |
| PP |
2,440.8 |
2,440.8 |
2,440.8 |
2,429.4 |
| S1 |
2,357.6 |
2,357.6 |
2,391.4 |
2,334.8 |
| S2 |
2,312.0 |
2,312.0 |
2,379.6 |
|
| S3 |
2,183.2 |
2,228.8 |
2,367.8 |
|
| S4 |
2,054.4 |
2,100.0 |
2,332.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,508.2 |
2,395.2 |
113.0 |
4.7% |
37.8 |
1.6% |
27% |
False |
False |
4,174 |
| 10 |
2,524.0 |
2,395.2 |
128.8 |
5.3% |
37.2 |
1.5% |
24% |
False |
False |
3,490 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
7.1% |
36.9 |
1.5% |
43% |
False |
False |
3,273 |
| 40 |
2,524.0 |
2,329.2 |
194.8 |
8.0% |
39.7 |
1.6% |
50% |
False |
False |
2,809 |
| 60 |
2,524.0 |
2,163.3 |
360.7 |
14.9% |
36.0 |
1.5% |
73% |
False |
False |
2,348 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.7% |
31.8 |
1.3% |
78% |
False |
False |
1,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,564.0 |
|
2.618 |
2,514.4 |
|
1.618 |
2,484.0 |
|
1.000 |
2,465.2 |
|
0.618 |
2,453.6 |
|
HIGH |
2,434.8 |
|
0.618 |
2,423.2 |
|
0.500 |
2,419.6 |
|
0.382 |
2,416.0 |
|
LOW |
2,404.4 |
|
0.618 |
2,385.6 |
|
1.000 |
2,374.0 |
|
1.618 |
2,355.2 |
|
2.618 |
2,324.8 |
|
4.250 |
2,275.2 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.0 |
2,425.7 |
| PP |
2,421.8 |
2,425.3 |
| S1 |
2,419.6 |
2,424.8 |
|