| 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 |
105.30 |
105.90 |
0.60 |
0.6% |
109.14 |
| High |
106.57 |
107.60 |
1.03 |
1.0% |
109.42 |
| Low |
105.25 |
104.63 |
-0.62 |
-0.6% |
104.63 |
| Close |
105.75 |
107.50 |
1.75 |
1.7% |
107.50 |
| Range |
1.32 |
2.97 |
1.65 |
125.0% |
4.79 |
| ATR |
1.91 |
1.98 |
0.08 |
4.0% |
0.00 |
| Volume |
1,932,256 |
5,262,000 |
3,329,744 |
172.3% |
18,417,856 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.49 |
114.46 |
109.13 |
|
| R3 |
112.52 |
111.49 |
108.32 |
|
| R2 |
109.55 |
109.55 |
108.04 |
|
| R1 |
108.52 |
108.52 |
107.77 |
109.04 |
| PP |
106.58 |
106.58 |
106.58 |
106.83 |
| S1 |
105.55 |
105.55 |
107.23 |
106.07 |
| S2 |
103.61 |
103.61 |
106.96 |
|
| S3 |
100.64 |
102.58 |
106.68 |
|
| S4 |
97.67 |
99.61 |
105.87 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.55 |
119.32 |
110.13 |
|
| R3 |
116.76 |
114.53 |
108.82 |
|
| R2 |
111.97 |
111.97 |
108.38 |
|
| R1 |
109.74 |
109.74 |
107.94 |
108.46 |
| PP |
107.18 |
107.18 |
107.18 |
106.55 |
| S1 |
104.95 |
104.95 |
107.06 |
103.67 |
| S2 |
102.39 |
102.39 |
106.62 |
|
| S3 |
97.60 |
100.16 |
106.18 |
|
| S4 |
92.81 |
95.37 |
104.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.60 |
104.63 |
2.97 |
2.8% |
2.03 |
1.9% |
97% |
True |
True |
2,674,411 |
| 10 |
110.60 |
104.63 |
5.97 |
5.5% |
1.88 |
1.7% |
48% |
False |
True |
2,570,255 |
| 20 |
110.60 |
104.63 |
5.97 |
5.5% |
1.79 |
1.7% |
48% |
False |
True |
2,364,302 |
| 40 |
110.60 |
104.44 |
6.16 |
5.7% |
1.87 |
1.7% |
50% |
False |
False |
2,387,915 |
| 60 |
116.87 |
104.23 |
12.64 |
11.8% |
2.06 |
1.9% |
26% |
False |
False |
2,787,715 |
| 80 |
123.20 |
104.23 |
18.97 |
17.6% |
2.19 |
2.0% |
17% |
False |
False |
2,571,008 |
| 100 |
125.50 |
104.23 |
21.27 |
19.8% |
2.14 |
2.0% |
15% |
False |
False |
2,472,124 |
| 120 |
125.50 |
104.23 |
21.27 |
19.8% |
2.13 |
2.0% |
15% |
False |
False |
2,516,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.22 |
|
2.618 |
115.38 |
|
1.618 |
112.41 |
|
1.000 |
110.57 |
|
0.618 |
109.44 |
|
HIGH |
107.60 |
|
0.618 |
106.47 |
|
0.500 |
106.12 |
|
0.382 |
105.76 |
|
LOW |
104.63 |
|
0.618 |
102.79 |
|
1.000 |
101.66 |
|
1.618 |
99.82 |
|
2.618 |
96.85 |
|
4.250 |
92.01 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107.04 |
107.04 |
| PP |
106.58 |
106.58 |
| S1 |
106.12 |
106.12 |
|