| 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 |
1,062.01 |
1,080.78 |
18.77 |
1.8% |
1,040.00 |
| High |
1,095.48 |
1,089.43 |
-6.05 |
-0.6% |
1,095.48 |
| Low |
1,062.01 |
1,061.74 |
-0.27 |
0.0% |
1,038.06 |
| Close |
1,082.58 |
1,076.59 |
-6.00 |
-0.6% |
1,076.59 |
| Range |
33.47 |
27.69 |
-5.78 |
-17.3% |
57.42 |
| ATR |
30.91 |
30.68 |
-0.23 |
-0.7% |
0.00 |
| Volume |
417,900 |
140,541 |
-277,359 |
-66.4% |
1,599,241 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,158.99 |
1,145.48 |
1,091.81 |
|
| R3 |
1,131.30 |
1,117.79 |
1,084.20 |
|
| R2 |
1,103.61 |
1,103.61 |
1,081.66 |
|
| R1 |
1,090.10 |
1,090.10 |
1,079.12 |
1,083.01 |
| PP |
1,075.92 |
1,075.92 |
1,075.92 |
1,072.37 |
| S1 |
1,062.41 |
1,062.41 |
1,074.05 |
1,055.32 |
| S2 |
1,048.23 |
1,048.23 |
1,071.51 |
|
| S3 |
1,020.54 |
1,034.72 |
1,068.97 |
|
| S4 |
992.85 |
1,007.03 |
1,061.36 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.30 |
1,216.86 |
1,108.17 |
|
| R3 |
1,184.88 |
1,159.44 |
1,092.38 |
|
| R2 |
1,127.46 |
1,127.46 |
1,087.11 |
|
| R1 |
1,102.02 |
1,102.02 |
1,081.85 |
1,114.74 |
| PP |
1,070.04 |
1,070.04 |
1,070.04 |
1,076.40 |
| S1 |
1,044.60 |
1,044.60 |
1,071.32 |
1,057.32 |
| S2 |
1,012.62 |
1,012.62 |
1,066.06 |
|
| S3 |
955.20 |
987.18 |
1,060.79 |
|
| S4 |
897.78 |
929.76 |
1,045.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,095.48 |
994.50 |
100.98 |
9.4% |
32.85 |
3.1% |
81% |
False |
False |
509,828 |
| 10 |
1,095.48 |
886.10 |
209.39 |
19.4% |
24.64 |
2.3% |
91% |
False |
False |
446,675 |
| 20 |
1,095.48 |
828.75 |
266.73 |
24.8% |
23.44 |
2.2% |
93% |
False |
False |
367,745 |
| 40 |
1,095.48 |
788.37 |
307.12 |
28.5% |
22.77 |
2.1% |
94% |
False |
False |
358,609 |
| 60 |
1,095.48 |
788.37 |
307.12 |
28.5% |
23.07 |
2.1% |
94% |
False |
False |
457,005 |
| 80 |
1,095.48 |
788.37 |
307.12 |
28.5% |
22.05 |
2.0% |
94% |
False |
False |
423,968 |
| 100 |
1,095.48 |
684.64 |
410.84 |
38.2% |
21.71 |
2.0% |
95% |
False |
False |
409,254 |
| 120 |
1,095.48 |
651.89 |
443.59 |
41.2% |
20.49 |
1.9% |
96% |
False |
False |
399,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,207.11 |
|
2.618 |
1,161.92 |
|
1.618 |
1,134.23 |
|
1.000 |
1,117.12 |
|
0.618 |
1,106.54 |
|
HIGH |
1,089.43 |
|
0.618 |
1,078.85 |
|
0.500 |
1,075.59 |
|
0.382 |
1,072.32 |
|
LOW |
1,061.74 |
|
0.618 |
1,044.63 |
|
1.000 |
1,034.05 |
|
1.618 |
1,016.94 |
|
2.618 |
989.25 |
|
4.250 |
944.06 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,076.25 |
1,078.61 |
| PP |
1,075.92 |
1,077.94 |
| S1 |
1,075.59 |
1,077.26 |
|