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 |
1,653.00 |
1,597.00 |
-56.00 |
-3.4% |
1,650.00 |
High |
1,714.99 |
1,614.82 |
-100.17 |
-5.8% |
1,714.99 |
Low |
1,531.96 |
1,442.00 |
-89.96 |
-5.9% |
1,442.00 |
Close |
1,541.00 |
1,524.49 |
-16.51 |
-1.1% |
1,524.49 |
Range |
183.04 |
172.82 |
-10.22 |
-5.6% |
272.99 |
ATR |
120.16 |
123.92 |
3.76 |
3.1% |
0.00 |
Volume |
1,458,551 |
2,215,300 |
756,749 |
51.9% |
5,487,091 |
|
Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.56 |
1,957.85 |
1,619.54 |
|
R3 |
1,872.74 |
1,785.03 |
1,572.02 |
|
R2 |
1,699.92 |
1,699.92 |
1,556.17 |
|
R1 |
1,612.21 |
1,612.21 |
1,540.33 |
1,569.66 |
PP |
1,527.10 |
1,527.10 |
1,527.10 |
1,505.83 |
S1 |
1,439.39 |
1,439.39 |
1,508.65 |
1,396.84 |
S2 |
1,354.28 |
1,354.28 |
1,492.81 |
|
S3 |
1,181.46 |
1,266.57 |
1,476.96 |
|
S4 |
1,008.64 |
1,093.75 |
1,429.44 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,379.46 |
2,224.97 |
1,674.63 |
|
R3 |
2,106.47 |
1,951.98 |
1,599.56 |
|
R2 |
1,833.48 |
1,833.48 |
1,574.54 |
|
R1 |
1,678.99 |
1,678.99 |
1,549.51 |
1,619.74 |
PP |
1,560.49 |
1,560.49 |
1,560.49 |
1,530.87 |
S1 |
1,406.00 |
1,406.00 |
1,499.47 |
1,346.75 |
S2 |
1,287.50 |
1,287.50 |
1,474.44 |
|
S3 |
1,014.51 |
1,133.01 |
1,449.42 |
|
S4 |
741.52 |
860.02 |
1,374.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,714.99 |
1,442.00 |
272.99 |
17.9% |
128.45 |
8.4% |
30% |
False |
True |
1,338,778 |
10 |
1,740.00 |
1,442.00 |
298.00 |
19.5% |
126.83 |
8.3% |
28% |
False |
True |
1,350,879 |
20 |
1,740.00 |
1,172.82 |
567.18 |
37.2% |
103.23 |
6.8% |
62% |
False |
False |
1,233,256 |
40 |
1,740.00 |
1,010.00 |
730.00 |
47.9% |
110.93 |
7.3% |
70% |
False |
False |
1,407,192 |
60 |
1,999.99 |
1,010.00 |
989.99 |
64.9% |
132.48 |
8.7% |
52% |
False |
False |
2,026,720 |
80 |
1,999.99 |
467.49 |
1,532.50 |
100.5% |
120.00 |
7.9% |
69% |
False |
False |
2,129,720 |
100 |
1,999.99 |
438.74 |
1,561.25 |
102.4% |
101.81 |
6.7% |
70% |
False |
False |
1,953,130 |
120 |
1,999.99 |
438.74 |
1,561.25 |
102.4% |
90.11 |
5.9% |
70% |
False |
False |
1,832,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,349.31 |
2.618 |
2,067.26 |
1.618 |
1,894.44 |
1.000 |
1,787.64 |
0.618 |
1,721.62 |
HIGH |
1,614.82 |
0.618 |
1,548.80 |
0.500 |
1,528.41 |
0.382 |
1,508.02 |
LOW |
1,442.00 |
0.618 |
1,335.20 |
1.000 |
1,269.18 |
1.618 |
1,162.38 |
2.618 |
989.56 |
4.250 |
707.52 |
|
|
Fisher Pivots for day following 31-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1,528.41 |
1,578.50 |
PP |
1,527.10 |
1,560.49 |
S1 |
1,525.80 |
1,542.49 |
|