| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,890.9540 |
3,023.2740 |
132.3200 |
4.6% |
3,115.8250 |
| High |
3,029.0730 |
3,039.8740 |
10.8010 |
0.4% |
3,220.2970 |
| Low |
2,865.1400 |
2,930.2420 |
65.1020 |
2.3% |
2,885.0930 |
| Close |
3,023.2740 |
2,937.8430 |
-85.4310 |
-2.8% |
2,892.2200 |
| Range |
163.9330 |
109.6320 |
-54.3010 |
-33.1% |
335.2040 |
| ATR |
165.7383 |
161.7307 |
-4.0076 |
-2.4% |
0.0000 |
| Volume |
143,790 |
122,107 |
-21,683 |
-15.1% |
421,318 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,298.2157 |
3,227.6613 |
2,998.1406 |
|
| R3 |
3,188.5837 |
3,118.0293 |
2,967.9918 |
|
| R2 |
3,078.9517 |
3,078.9517 |
2,957.9422 |
|
| R1 |
3,008.3973 |
3,008.3973 |
2,947.8926 |
2,988.8585 |
| PP |
2,969.3197 |
2,969.3197 |
2,969.3197 |
2,959.5503 |
| S1 |
2,898.7653 |
2,898.7653 |
2,927.7934 |
2,879.2265 |
| S2 |
2,859.6877 |
2,859.6877 |
2,917.7438 |
|
| S3 |
2,750.0557 |
2,789.1333 |
2,907.6942 |
|
| S4 |
2,640.4237 |
2,679.5013 |
2,877.5454 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.8153 |
3,783.7217 |
3,076.5822 |
|
| R3 |
3,669.6113 |
3,448.5177 |
2,984.4011 |
|
| R2 |
3,334.4073 |
3,334.4073 |
2,953.6741 |
|
| R1 |
3,113.3137 |
3,113.3137 |
2,922.9470 |
3,056.2585 |
| PP |
2,999.2033 |
2,999.2033 |
2,999.2033 |
2,970.6758 |
| S1 |
2,778.1097 |
2,778.1097 |
2,861.4930 |
2,721.0545 |
| S2 |
2,663.9993 |
2,663.9993 |
2,830.7659 |
|
| S3 |
2,328.7953 |
2,442.9057 |
2,800.0389 |
|
| S4 |
1,993.5913 |
2,107.7017 |
2,707.8578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.0800 |
2,864.3480 |
191.7320 |
6.5% |
128.8936 |
4.4% |
38% |
False |
False |
104,465 |
| 10 |
3,220.2970 |
2,864.3480 |
355.9490 |
12.1% |
127.2425 |
4.3% |
21% |
False |
False |
95,504 |
| 20 |
3,347.2560 |
2,846.4120 |
500.8440 |
17.0% |
153.9502 |
5.2% |
18% |
False |
False |
111,743 |
| 40 |
3,724.8090 |
2,846.4120 |
878.3970 |
29.9% |
186.4347 |
6.3% |
10% |
False |
False |
130,853 |
| 60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
42.3% |
211.1937 |
7.2% |
7% |
False |
False |
162,577 |
| 80 |
4,090.3060 |
2,177.6670 |
1,912.6390 |
65.1% |
181.7068 |
6.2% |
40% |
False |
False |
160,353 |
| 100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
67.4% |
173.5641 |
5.9% |
42% |
False |
False |
173,616 |
| 120 |
4,090.3060 |
1,986.4300 |
2,103.8760 |
71.6% |
162.0207 |
5.5% |
45% |
False |
False |
170,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,505.8100 |
|
2.618 |
3,326.8906 |
|
1.618 |
3,217.2586 |
|
1.000 |
3,149.5060 |
|
0.618 |
3,107.6266 |
|
HIGH |
3,039.8740 |
|
0.618 |
2,997.9946 |
|
0.500 |
2,985.0580 |
|
0.382 |
2,972.1214 |
|
LOW |
2,930.2420 |
|
0.618 |
2,862.4894 |
|
1.000 |
2,820.6100 |
|
1.618 |
2,752.8574 |
|
2.618 |
2,643.2254 |
|
4.250 |
2,464.3060 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,985.0580 |
2,952.1110 |
| PP |
2,969.3197 |
2,947.3550 |
| S1 |
2,953.5813 |
2,942.5990 |
|