| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,404.4 |
2,412.6 |
8.2 |
0.3% |
2,407.2 |
| High |
2,419.1 |
2,426.7 |
7.6 |
0.3% |
2,434.8 |
| Low |
2,390.0 |
2,387.6 |
-2.4 |
-0.1% |
2,387.6 |
| Close |
2,412.5 |
2,391.7 |
-20.8 |
-0.9% |
2,391.7 |
| Range |
29.1 |
39.1 |
10.0 |
34.4% |
47.2 |
| ATR |
37.2 |
37.4 |
0.1 |
0.4% |
0.0 |
| Volume |
5,130 |
2,624 |
-2,506 |
-48.8% |
15,098 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.3 |
2,494.6 |
2,413.2 |
|
| R3 |
2,480.2 |
2,455.5 |
2,402.5 |
|
| R2 |
2,441.1 |
2,441.1 |
2,398.9 |
|
| R1 |
2,416.4 |
2,416.4 |
2,395.3 |
2,409.2 |
| PP |
2,402.0 |
2,402.0 |
2,402.0 |
2,398.4 |
| S1 |
2,377.3 |
2,377.3 |
2,388.1 |
2,370.1 |
| S2 |
2,362.9 |
2,362.9 |
2,384.5 |
|
| S3 |
2,323.8 |
2,338.2 |
2,380.9 |
|
| S4 |
2,284.7 |
2,299.1 |
2,370.2 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.3 |
2,516.2 |
2,417.7 |
|
| R3 |
2,499.1 |
2,469.0 |
2,404.7 |
|
| R2 |
2,451.9 |
2,451.9 |
2,400.4 |
|
| R1 |
2,421.8 |
2,421.8 |
2,396.0 |
2,413.3 |
| PP |
2,404.7 |
2,404.7 |
2,404.7 |
2,400.4 |
| S1 |
2,374.6 |
2,374.6 |
2,387.4 |
2,366.1 |
| S2 |
2,357.5 |
2,357.5 |
2,383.0 |
|
| S3 |
2,310.3 |
2,327.4 |
2,378.7 |
|
| S4 |
2,263.1 |
2,280.2 |
2,365.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,434.8 |
2,387.6 |
47.2 |
2.0% |
29.6 |
1.2% |
9% |
False |
True |
4,055 |
| 10 |
2,524.0 |
2,387.6 |
136.4 |
5.7% |
37.8 |
1.6% |
3% |
False |
True |
3,980 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
7.2% |
34.8 |
1.5% |
23% |
False |
False |
3,458 |
| 40 |
2,524.0 |
2,349.3 |
174.7 |
7.3% |
39.8 |
1.7% |
24% |
False |
False |
2,917 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.3% |
36.0 |
1.5% |
55% |
False |
False |
2,455 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
19.0% |
32.2 |
1.3% |
71% |
False |
False |
2,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.9 |
|
2.618 |
2,529.1 |
|
1.618 |
2,490.0 |
|
1.000 |
2,465.8 |
|
0.618 |
2,450.9 |
|
HIGH |
2,426.7 |
|
0.618 |
2,411.8 |
|
0.500 |
2,407.2 |
|
0.382 |
2,402.5 |
|
LOW |
2,387.6 |
|
0.618 |
2,363.4 |
|
1.000 |
2,348.5 |
|
1.618 |
2,324.3 |
|
2.618 |
2,285.2 |
|
4.250 |
2,221.4 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,407.2 |
2,409.3 |
| PP |
2,402.0 |
2,403.4 |
| S1 |
2,396.9 |
2,397.6 |
|