| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,416.7 |
2,403.6 |
-13.1 |
-0.5% |
2,392.1 |
| High |
2,425.2 |
2,450.1 |
24.9 |
1.0% |
2,450.1 |
| Low |
2,398.0 |
2,400.8 |
2.8 |
0.1% |
2,360.4 |
| Close |
2,408.3 |
2,440.4 |
32.1 |
1.3% |
2,440.4 |
| Range |
27.2 |
49.3 |
22.1 |
81.3% |
89.7 |
| ATR |
37.4 |
38.2 |
0.9 |
2.3% |
0.0 |
| Volume |
28,565 |
33,343 |
4,778 |
16.7% |
172,900 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,578.3 |
2,558.7 |
2,467.5 |
|
| R3 |
2,529.0 |
2,509.4 |
2,454.0 |
|
| R2 |
2,479.7 |
2,479.7 |
2,449.4 |
|
| R1 |
2,460.1 |
2,460.1 |
2,444.9 |
2,469.9 |
| PP |
2,430.4 |
2,430.4 |
2,430.4 |
2,435.4 |
| S1 |
2,410.8 |
2,410.8 |
2,435.9 |
2,420.6 |
| S2 |
2,381.1 |
2,381.1 |
2,431.4 |
|
| S3 |
2,331.8 |
2,361.5 |
2,426.8 |
|
| S4 |
2,282.5 |
2,312.2 |
2,413.3 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.1 |
2,652.9 |
2,489.7 |
|
| R3 |
2,596.4 |
2,563.2 |
2,465.1 |
|
| R2 |
2,506.7 |
2,506.7 |
2,456.8 |
|
| R1 |
2,473.5 |
2,473.5 |
2,448.6 |
2,490.1 |
| PP |
2,417.0 |
2,417.0 |
2,417.0 |
2,425.3 |
| S1 |
2,383.8 |
2,383.8 |
2,432.2 |
2,400.4 |
| S2 |
2,327.3 |
2,327.3 |
2,424.0 |
|
| S3 |
2,237.6 |
2,294.1 |
2,415.7 |
|
| S4 |
2,147.9 |
2,204.4 |
2,391.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,450.1 |
2,360.4 |
89.7 |
3.7% |
34.5 |
1.4% |
89% |
True |
False |
34,580 |
| 10 |
2,450.1 |
2,322.7 |
127.4 |
5.2% |
32.5 |
1.3% |
92% |
True |
False |
46,281 |
| 20 |
2,450.1 |
2,308.7 |
141.4 |
5.8% |
36.8 |
1.5% |
93% |
True |
False |
29,941 |
| 40 |
2,471.3 |
2,199.7 |
271.6 |
11.1% |
39.1 |
1.6% |
89% |
False |
False |
19,127 |
| 60 |
2,471.3 |
2,063.7 |
407.6 |
16.7% |
34.8 |
1.4% |
92% |
False |
False |
13,749 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
17.8% |
30.9 |
1.3% |
93% |
False |
False |
10,921 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
17.8% |
29.2 |
1.2% |
93% |
False |
False |
9,093 |
| 120 |
2,471.3 |
2,036.0 |
435.3 |
17.8% |
29.2 |
1.2% |
93% |
False |
False |
7,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.6 |
|
2.618 |
2,579.2 |
|
1.618 |
2,529.9 |
|
1.000 |
2,499.4 |
|
0.618 |
2,480.6 |
|
HIGH |
2,450.1 |
|
0.618 |
2,431.3 |
|
0.500 |
2,425.5 |
|
0.382 |
2,419.6 |
|
LOW |
2,400.8 |
|
0.618 |
2,370.3 |
|
1.000 |
2,351.5 |
|
1.618 |
2,321.0 |
|
2.618 |
2,271.7 |
|
4.250 |
2,191.3 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,435.4 |
2,431.9 |
| PP |
2,430.4 |
2,423.4 |
| S1 |
2,425.5 |
2,415.0 |
|