| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,430.6 |
2,404.4 |
-26.2 |
-1.1% |
2,492.3 |
| High |
2,431.0 |
2,419.1 |
-11.9 |
-0.5% |
2,524.0 |
| Low |
2,403.0 |
2,390.0 |
-13.0 |
-0.5% |
2,395.2 |
| Close |
2,410.4 |
2,412.5 |
2.1 |
0.1% |
2,403.2 |
| Range |
28.0 |
29.1 |
1.1 |
3.9% |
128.8 |
| ATR |
37.8 |
37.2 |
-0.6 |
-1.7% |
0.0 |
| Volume |
3,083 |
5,130 |
2,047 |
66.4% |
22,713 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.5 |
2,482.6 |
2,428.5 |
|
| R3 |
2,465.4 |
2,453.5 |
2,420.5 |
|
| R2 |
2,436.3 |
2,436.3 |
2,417.8 |
|
| R1 |
2,424.4 |
2,424.4 |
2,415.2 |
2,430.4 |
| PP |
2,407.2 |
2,407.2 |
2,407.2 |
2,410.2 |
| S1 |
2,395.3 |
2,395.3 |
2,409.8 |
2,401.3 |
| S2 |
2,378.1 |
2,378.1 |
2,407.2 |
|
| S3 |
2,349.0 |
2,366.2 |
2,404.5 |
|
| S4 |
2,319.9 |
2,337.1 |
2,396.5 |
|
|
| 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 |
2,454.4 |
2,390.0 |
64.4 |
2.7% |
33.1 |
1.4% |
35% |
False |
True |
4,464 |
| 10 |
2,524.0 |
2,390.0 |
134.0 |
5.6% |
36.6 |
1.5% |
17% |
False |
True |
3,869 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
7.1% |
34.9 |
1.4% |
35% |
False |
False |
3,451 |
| 40 |
2,524.0 |
2,349.3 |
174.7 |
7.2% |
39.4 |
1.6% |
36% |
False |
False |
2,895 |
| 60 |
2,524.0 |
2,209.6 |
314.4 |
13.0% |
35.8 |
1.5% |
65% |
False |
False |
2,433 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.8% |
31.9 |
1.3% |
75% |
False |
False |
1,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,542.8 |
|
2.618 |
2,495.3 |
|
1.618 |
2,466.2 |
|
1.000 |
2,448.2 |
|
0.618 |
2,437.1 |
|
HIGH |
2,419.1 |
|
0.618 |
2,408.0 |
|
0.500 |
2,404.6 |
|
0.382 |
2,401.1 |
|
LOW |
2,390.0 |
|
0.618 |
2,372.0 |
|
1.000 |
2,360.9 |
|
1.618 |
2,342.9 |
|
2.618 |
2,313.8 |
|
4.250 |
2,266.3 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.9 |
2,412.5 |
| PP |
2,407.2 |
2,412.4 |
| S1 |
2,404.6 |
2,412.4 |
|