| 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 |
11.52 |
11.50 |
-0.02 |
-0.2% |
12.04 |
| High |
11.64 |
11.55 |
-0.09 |
-0.7% |
12.27 |
| Low |
11.48 |
11.34 |
-0.14 |
-1.2% |
11.34 |
| Close |
11.51 |
11.36 |
-0.15 |
-1.3% |
11.36 |
| Range |
0.16 |
0.21 |
0.06 |
35.5% |
0.93 |
| ATR |
0.49 |
0.47 |
-0.02 |
-4.1% |
0.00 |
| Volume |
10,934,100 |
9,290,500 |
-1,643,600 |
-15.0% |
45,686,000 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.05 |
11.91 |
11.48 |
|
| R3 |
11.84 |
11.70 |
11.42 |
|
| R2 |
11.63 |
11.63 |
11.40 |
|
| R1 |
11.49 |
11.49 |
11.38 |
11.46 |
| PP |
11.42 |
11.42 |
11.42 |
11.40 |
| S1 |
11.28 |
11.28 |
11.34 |
11.25 |
| S2 |
11.21 |
11.21 |
11.32 |
|
| S3 |
11.00 |
11.07 |
11.30 |
|
| S4 |
10.79 |
10.86 |
11.24 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14.45 |
13.83 |
11.87 |
|
| R3 |
13.52 |
12.90 |
11.62 |
|
| R2 |
12.59 |
12.59 |
11.53 |
|
| R1 |
11.97 |
11.97 |
11.45 |
11.82 |
| PP |
11.66 |
11.66 |
11.66 |
11.58 |
| S1 |
11.04 |
11.04 |
11.27 |
10.89 |
| S2 |
10.73 |
10.73 |
11.19 |
|
| S3 |
9.80 |
10.11 |
11.10 |
|
| S4 |
8.87 |
9.18 |
10.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12.27 |
11.34 |
0.93 |
8.2% |
0.26 |
2.3% |
2% |
False |
True |
9,137,200 |
| 10 |
12.61 |
11.34 |
1.27 |
11.2% |
0.22 |
1.9% |
2% |
False |
True |
9,226,290 |
| 20 |
14.89 |
11.34 |
3.55 |
31.3% |
0.36 |
3.2% |
1% |
False |
True |
11,329,102 |
| 40 |
15.71 |
11.34 |
4.37 |
38.4% |
0.51 |
4.5% |
0% |
False |
True |
16,255,738 |
| 60 |
15.71 |
11.34 |
4.37 |
38.4% |
0.50 |
4.4% |
0% |
False |
True |
15,275,690 |
| 80 |
16.31 |
11.34 |
4.97 |
43.8% |
0.50 |
4.4% |
0% |
False |
True |
14,620,012 |
| 100 |
16.68 |
11.34 |
5.34 |
47.0% |
0.51 |
4.4% |
0% |
False |
True |
13,607,027 |
| 120 |
17.82 |
11.34 |
6.48 |
57.0% |
0.50 |
4.4% |
0% |
False |
True |
12,787,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12.44 |
|
2.618 |
12.10 |
|
1.618 |
11.89 |
|
1.000 |
11.76 |
|
0.618 |
11.68 |
|
HIGH |
11.55 |
|
0.618 |
11.47 |
|
0.500 |
11.45 |
|
0.382 |
11.42 |
|
LOW |
11.34 |
|
0.618 |
11.21 |
|
1.000 |
11.13 |
|
1.618 |
11.00 |
|
2.618 |
10.79 |
|
4.250 |
10.45 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
11.45 |
11.60 |
| PP |
11.42 |
11.52 |
| S1 |
11.39 |
11.44 |
|