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 |
1,146.50 |
1,125.20 |
-21.30 |
-1.9% |
1,102.44 |
High |
1,158.19 |
1,127.17 |
-31.02 |
-2.7% |
1,158.19 |
Low |
1,096.63 |
1,069.40 |
-27.23 |
-2.5% |
1,069.40 |
Close |
1,105.00 |
1,096.33 |
-8.67 |
-0.8% |
1,096.33 |
Range |
61.56 |
57.77 |
-3.79 |
-6.2% |
88.79 |
ATR |
42.41 |
43.51 |
1.10 |
2.6% |
0.00 |
Volume |
48,659,357 |
61,326,200 |
12,666,843 |
26.0% |
230,778,143 |
|
Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.94 |
1,241.41 |
1,128.10 |
|
R3 |
1,213.17 |
1,183.64 |
1,112.22 |
|
R2 |
1,155.40 |
1,155.40 |
1,106.92 |
|
R1 |
1,125.87 |
1,125.87 |
1,101.63 |
1,111.75 |
PP |
1,097.63 |
1,097.63 |
1,097.63 |
1,090.58 |
S1 |
1,068.10 |
1,068.10 |
1,091.03 |
1,053.98 |
S2 |
1,039.86 |
1,039.86 |
1,085.74 |
|
S3 |
982.09 |
1,010.33 |
1,080.44 |
|
S4 |
924.32 |
952.56 |
1,064.56 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.35 |
1,324.13 |
1,145.17 |
|
R3 |
1,285.56 |
1,235.34 |
1,120.75 |
|
R2 |
1,196.77 |
1,196.77 |
1,112.61 |
|
R1 |
1,146.55 |
1,146.55 |
1,104.47 |
1,127.26 |
PP |
1,107.97 |
1,107.97 |
1,107.97 |
1,098.33 |
S1 |
1,057.76 |
1,057.76 |
1,088.19 |
1,038.47 |
S2 |
1,019.18 |
1,019.18 |
1,080.05 |
|
S3 |
930.39 |
968.96 |
1,071.91 |
|
S4 |
841.60 |
880.17 |
1,047.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,158.19 |
1,030.00 |
128.19 |
11.7% |
50.11 |
4.6% |
52% |
False |
False |
54,745,488 |
10 |
1,158.19 |
918.06 |
240.13 |
21.9% |
39.43 |
3.6% |
74% |
False |
False |
50,158,198 |
20 |
1,158.19 |
870.40 |
287.79 |
26.3% |
32.19 |
2.9% |
79% |
False |
False |
42,177,003 |
40 |
1,158.19 |
756.06 |
402.13 |
36.7% |
34.90 |
3.2% |
85% |
False |
False |
42,119,023 |
60 |
1,158.19 |
756.06 |
402.13 |
36.7% |
36.55 |
3.3% |
85% |
False |
False |
47,339,920 |
80 |
1,158.19 |
662.48 |
495.71 |
45.2% |
34.23 |
3.1% |
88% |
False |
False |
48,830,260 |
100 |
1,158.19 |
516.90 |
641.29 |
58.5% |
31.06 |
2.8% |
90% |
False |
False |
48,761,248 |
120 |
1,158.19 |
458.30 |
699.89 |
63.8% |
27.87 |
2.5% |
91% |
False |
False |
46,789,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.69 |
2.618 |
1,278.41 |
1.618 |
1,220.64 |
1.000 |
1,184.94 |
0.618 |
1,162.87 |
HIGH |
1,127.17 |
0.618 |
1,105.10 |
0.500 |
1,098.29 |
0.382 |
1,091.47 |
LOW |
1,069.40 |
0.618 |
1,033.70 |
1.000 |
1,011.63 |
1.618 |
975.93 |
2.618 |
918.16 |
4.250 |
823.88 |
|
|
Fisher Pivots for day following 31-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1,098.29 |
1,113.80 |
PP |
1,097.63 |
1,107.97 |
S1 |
1,096.98 |
1,102.15 |
|