| 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 |
8,451.0 |
8,455.5 |
4.5 |
0.1% |
8,283.5 |
| High |
8,489.0 |
8,483.5 |
-5.5 |
-0.1% |
8,469.5 |
| Low |
8,440.0 |
8,430.0 |
-10.0 |
-0.1% |
8,283.5 |
| Close |
8,451.5 |
8,454.0 |
2.5 |
0.0% |
8,451.0 |
| Range |
49.0 |
53.5 |
4.5 |
9.2% |
186.0 |
| ATR |
78.2 |
76.4 |
-1.8 |
-2.3% |
0.0 |
| Volume |
79,399 |
81,747 |
2,348 |
3.0% |
367,699 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,616.5 |
8,588.5 |
8,483.5 |
|
| R3 |
8,563.0 |
8,535.0 |
8,468.5 |
|
| R2 |
8,509.5 |
8,509.5 |
8,464.0 |
|
| R1 |
8,481.5 |
8,481.5 |
8,459.0 |
8,469.0 |
| PP |
8,456.0 |
8,456.0 |
8,456.0 |
8,449.5 |
| S1 |
8,428.0 |
8,428.0 |
8,449.0 |
8,415.0 |
| S2 |
8,402.5 |
8,402.5 |
8,444.0 |
|
| S3 |
8,349.0 |
8,374.5 |
8,439.5 |
|
| S4 |
8,295.5 |
8,321.0 |
8,424.5 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,959.5 |
8,891.0 |
8,553.5 |
|
| R3 |
8,773.5 |
8,705.0 |
8,502.0 |
|
| R2 |
8,587.5 |
8,587.5 |
8,485.0 |
|
| R1 |
8,519.0 |
8,519.0 |
8,468.0 |
8,553.0 |
| PP |
8,401.5 |
8,401.5 |
8,401.5 |
8,418.5 |
| S1 |
8,333.0 |
8,333.0 |
8,434.0 |
8,367.0 |
| S2 |
8,215.5 |
8,215.5 |
8,417.0 |
|
| S3 |
8,029.5 |
8,147.0 |
8,400.0 |
|
| S4 |
7,843.5 |
7,961.0 |
8,348.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,489.0 |
8,403.0 |
86.0 |
1.0% |
54.0 |
0.6% |
59% |
False |
False |
76,755 |
| 10 |
8,489.0 |
8,133.0 |
356.0 |
4.2% |
58.0 |
0.7% |
90% |
False |
False |
83,777 |
| 20 |
8,489.0 |
7,766.5 |
722.5 |
8.5% |
73.5 |
0.9% |
95% |
False |
False |
85,819 |
| 40 |
8,489.0 |
7,718.5 |
770.5 |
9.1% |
78.0 |
0.9% |
95% |
False |
False |
91,909 |
| 60 |
8,489.0 |
7,611.5 |
877.5 |
10.4% |
67.0 |
0.8% |
96% |
False |
False |
80,157 |
| 80 |
8,489.0 |
7,486.0 |
1,003.0 |
11.9% |
54.0 |
0.6% |
97% |
False |
False |
60,121 |
| 100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.3% |
47.0 |
0.6% |
97% |
False |
False |
48,099 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.3% |
39.0 |
0.5% |
97% |
False |
False |
40,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,711.0 |
|
2.618 |
8,623.5 |
|
1.618 |
8,570.0 |
|
1.000 |
8,537.0 |
|
0.618 |
8,516.5 |
|
HIGH |
8,483.5 |
|
0.618 |
8,463.0 |
|
0.500 |
8,457.0 |
|
0.382 |
8,450.5 |
|
LOW |
8,430.0 |
|
0.618 |
8,397.0 |
|
1.000 |
8,376.5 |
|
1.618 |
8,343.5 |
|
2.618 |
8,290.0 |
|
4.250 |
8,202.5 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,457.0 |
8,451.5 |
| PP |
8,456.0 |
8,448.5 |
| S1 |
8,455.0 |
8,446.0 |
|