Trading Metrics calculated at close of trading on 28-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
Open |
800.63 |
809.74 |
9.11 |
1.1% |
795.25 |
High |
816.87 |
815.29 |
-1.58 |
-0.2% |
816.87 |
Low |
799.09 |
804.72 |
5.63 |
0.7% |
792.00 |
Close |
809.73 |
813.17 |
3.44 |
0.4% |
809.73 |
Range |
17.78 |
10.57 |
-7.21 |
-40.5% |
24.87 |
ATR |
12.00 |
11.90 |
-0.10 |
-0.9% |
0.00 |
Volume |
1,622,900 |
1,986,200 |
363,300 |
22.4% |
12,491,647 |
|
Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
842.77 |
838.54 |
818.98 |
|
R3 |
832.20 |
827.97 |
816.08 |
|
R2 |
821.63 |
821.63 |
815.11 |
|
R1 |
817.40 |
817.40 |
814.14 |
819.52 |
PP |
811.06 |
811.06 |
811.06 |
812.12 |
S1 |
806.83 |
806.83 |
812.20 |
808.95 |
S2 |
800.49 |
800.49 |
811.23 |
|
S3 |
789.92 |
796.26 |
810.26 |
|
S4 |
779.35 |
785.69 |
807.36 |
|
|
Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
880.80 |
870.13 |
823.41 |
|
R3 |
855.93 |
845.26 |
816.57 |
|
R2 |
831.07 |
831.07 |
814.29 |
|
R1 |
820.40 |
820.40 |
812.01 |
825.73 |
PP |
806.20 |
806.20 |
806.20 |
808.87 |
S1 |
795.53 |
795.53 |
807.45 |
800.87 |
S2 |
781.33 |
781.33 |
805.17 |
|
S3 |
756.47 |
770.66 |
802.89 |
|
S4 |
731.60 |
745.80 |
796.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
816.87 |
795.43 |
21.44 |
2.6% |
12.39 |
1.5% |
83% |
False |
False |
1,567,949 |
10 |
816.87 |
792.00 |
24.87 |
3.1% |
11.03 |
1.4% |
85% |
False |
False |
1,447,784 |
20 |
816.87 |
771.43 |
45.44 |
5.6% |
11.50 |
1.4% |
92% |
False |
False |
1,462,155 |
40 |
816.87 |
715.32 |
101.55 |
12.5% |
12.02 |
1.5% |
96% |
False |
False |
1,588,979 |
60 |
816.87 |
702.00 |
114.87 |
14.1% |
12.24 |
1.5% |
97% |
False |
False |
1,568,700 |
80 |
816.87 |
697.27 |
119.60 |
14.7% |
11.82 |
1.5% |
97% |
False |
False |
1,605,531 |
100 |
816.87 |
697.27 |
119.60 |
14.7% |
11.05 |
1.4% |
97% |
False |
False |
1,616,346 |
120 |
816.87 |
697.27 |
119.60 |
14.7% |
11.57 |
1.4% |
97% |
False |
False |
1,895,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
860.21 |
2.618 |
842.96 |
1.618 |
832.39 |
1.000 |
825.86 |
0.618 |
821.82 |
HIGH |
815.29 |
0.618 |
811.25 |
0.500 |
810.01 |
0.382 |
808.76 |
LOW |
804.72 |
0.618 |
798.19 |
1.000 |
794.15 |
1.618 |
787.62 |
2.618 |
777.05 |
4.250 |
759.80 |
|
|
Fisher Pivots for day following 28-May-2024 |
Pivot |
1 day |
3 day |
R1 |
812.12 |
810.83 |
PP |
811.06 |
808.49 |
S1 |
810.01 |
806.15 |
|