| 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 |
2,352.5 |
2,359.8 |
7.3 |
0.3% |
2,445.7 |
| High |
2,371.3 |
2,388.0 |
16.7 |
0.7% |
2,477.0 |
| Low |
2,348.7 |
2,356.9 |
8.2 |
0.3% |
2,348.7 |
| Close |
2,356.9 |
2,379.3 |
22.4 |
1.0% |
2,356.9 |
| Range |
22.6 |
31.1 |
8.5 |
37.6% |
128.3 |
| ATR |
39.5 |
38.9 |
-0.6 |
-1.5% |
0.0 |
| Volume |
45,827 |
124,864 |
79,037 |
172.5% |
250,508 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.0 |
2,454.8 |
2,396.4 |
|
| R3 |
2,436.9 |
2,423.7 |
2,387.9 |
|
| R2 |
2,405.8 |
2,405.8 |
2,385.0 |
|
| R1 |
2,392.6 |
2,392.6 |
2,382.2 |
2,399.2 |
| PP |
2,374.7 |
2,374.7 |
2,374.7 |
2,378.1 |
| S1 |
2,361.5 |
2,361.5 |
2,376.4 |
2,368.1 |
| S2 |
2,343.6 |
2,343.6 |
2,373.6 |
|
| S3 |
2,312.5 |
2,330.4 |
2,370.7 |
|
| S4 |
2,281.4 |
2,299.3 |
2,362.2 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.1 |
2,696.3 |
2,427.5 |
|
| R3 |
2,650.8 |
2,568.0 |
2,392.2 |
|
| R2 |
2,522.5 |
2,522.5 |
2,380.4 |
|
| R1 |
2,439.7 |
2,439.7 |
2,368.7 |
2,417.0 |
| PP |
2,394.2 |
2,394.2 |
2,394.2 |
2,382.8 |
| S1 |
2,311.4 |
2,311.4 |
2,345.1 |
2,288.7 |
| S2 |
2,265.9 |
2,265.9 |
2,333.4 |
|
| S3 |
2,137.6 |
2,183.1 |
2,321.6 |
|
| S4 |
2,009.3 |
2,054.8 |
2,286.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,461.2 |
2,348.7 |
112.5 |
4.7% |
38.6 |
1.6% |
27% |
False |
False |
65,688 |
| 10 |
2,477.0 |
2,348.7 |
128.3 |
5.4% |
37.5 |
1.6% |
24% |
False |
False |
48,920 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
37.1 |
1.6% |
42% |
False |
False |
45,913 |
| 40 |
2,477.0 |
2,288.0 |
189.0 |
7.9% |
40.3 |
1.7% |
48% |
False |
False |
27,744 |
| 60 |
2,477.0 |
2,127.0 |
350.0 |
14.7% |
36.5 |
1.5% |
72% |
False |
False |
19,793 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.5% |
32.3 |
1.4% |
78% |
False |
False |
15,437 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.5% |
30.4 |
1.3% |
78% |
False |
False |
12,772 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.5% |
29.2 |
1.2% |
78% |
False |
False |
10,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.2 |
|
2.618 |
2,469.4 |
|
1.618 |
2,438.3 |
|
1.000 |
2,419.1 |
|
0.618 |
2,407.2 |
|
HIGH |
2,388.0 |
|
0.618 |
2,376.1 |
|
0.500 |
2,372.5 |
|
0.382 |
2,368.8 |
|
LOW |
2,356.9 |
|
0.618 |
2,337.7 |
|
1.000 |
2,325.8 |
|
1.618 |
2,306.6 |
|
2.618 |
2,275.5 |
|
4.250 |
2,224.7 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.0 |
2,379.0 |
| PP |
2,374.7 |
2,378.6 |
| S1 |
2,372.5 |
2,378.3 |
|