| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,369.1 |
2,342.3 |
-26.8 |
-1.1% |
2,312.8 |
| High |
2,370.8 |
2,365.2 |
-5.6 |
-0.2% |
2,385.3 |
| Low |
2,337.6 |
2,340.5 |
2.9 |
0.1% |
2,300.6 |
| Close |
2,343.0 |
2,359.9 |
16.9 |
0.7% |
2,375.0 |
| Range |
33.2 |
24.7 |
-8.5 |
-25.6% |
84.7 |
| ATR |
39.7 |
38.6 |
-1.1 |
-2.7% |
0.0 |
| Volume |
243,075 |
192,076 |
-50,999 |
-21.0% |
1,135,544 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.3 |
2,419.3 |
2,373.5 |
|
| R3 |
2,404.6 |
2,394.6 |
2,366.7 |
|
| R2 |
2,379.9 |
2,379.9 |
2,364.4 |
|
| R1 |
2,369.9 |
2,369.9 |
2,362.2 |
2,374.9 |
| PP |
2,355.2 |
2,355.2 |
2,355.2 |
2,357.7 |
| S1 |
2,345.2 |
2,345.2 |
2,357.6 |
2,350.2 |
| S2 |
2,330.5 |
2,330.5 |
2,355.4 |
|
| S3 |
2,305.8 |
2,320.5 |
2,353.1 |
|
| S4 |
2,281.1 |
2,295.8 |
2,346.3 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.7 |
2,576.1 |
2,421.6 |
|
| R3 |
2,523.0 |
2,491.4 |
2,398.3 |
|
| R2 |
2,438.3 |
2,438.3 |
2,390.5 |
|
| R1 |
2,406.7 |
2,406.7 |
2,382.8 |
2,422.5 |
| PP |
2,353.6 |
2,353.6 |
2,353.6 |
2,361.6 |
| S1 |
2,322.0 |
2,322.0 |
2,367.2 |
2,337.8 |
| S2 |
2,268.9 |
2,268.9 |
2,359.5 |
|
| S3 |
2,184.2 |
2,237.3 |
2,351.7 |
|
| S4 |
2,099.5 |
2,152.6 |
2,328.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,385.3 |
2,311.4 |
73.9 |
3.1% |
30.1 |
1.3% |
66% |
False |
False |
234,835 |
| 10 |
2,385.3 |
2,285.2 |
100.1 |
4.2% |
34.8 |
1.5% |
75% |
False |
False |
222,313 |
| 20 |
2,433.3 |
2,285.2 |
148.1 |
6.3% |
37.4 |
1.6% |
50% |
False |
False |
225,794 |
| 40 |
2,448.8 |
2,171.9 |
276.9 |
11.7% |
39.6 |
1.7% |
68% |
False |
False |
229,934 |
| 60 |
2,448.8 |
2,044.2 |
404.6 |
17.1% |
34.4 |
1.5% |
78% |
False |
False |
164,796 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.3% |
31.1 |
1.3% |
79% |
False |
False |
125,165 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.3% |
29.6 |
1.3% |
79% |
False |
False |
100,773 |
| 120 |
2,448.8 |
2,016.3 |
432.5 |
18.3% |
29.6 |
1.3% |
79% |
False |
False |
84,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.2 |
|
2.618 |
2,429.9 |
|
1.618 |
2,405.2 |
|
1.000 |
2,389.9 |
|
0.618 |
2,380.5 |
|
HIGH |
2,365.2 |
|
0.618 |
2,355.8 |
|
0.500 |
2,352.9 |
|
0.382 |
2,349.9 |
|
LOW |
2,340.5 |
|
0.618 |
2,325.2 |
|
1.000 |
2,315.8 |
|
1.618 |
2,300.5 |
|
2.618 |
2,275.8 |
|
4.250 |
2,235.5 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.6 |
2,361.5 |
| PP |
2,355.2 |
2,360.9 |
| S1 |
2,352.9 |
2,360.4 |
|