| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
3,742.5390 |
3,747.6910 |
5.1520 |
0.1% |
2,891.3860 |
| High |
3,805.6370 |
3,940.4060 |
134.7690 |
3.5% |
3,116.9240 |
| Low |
3,668.1050 |
3,675.6960 |
7.5910 |
0.2% |
2,864.3480 |
| Close |
3,747.4660 |
3,754.3220 |
6.8560 |
0.2% |
3,090.5120 |
| Range |
137.5320 |
264.7100 |
127.1780 |
92.5% |
252.5760 |
| ATR |
193.4969 |
198.5836 |
5.0866 |
2.6% |
0.0000 |
| Volume |
258,656 |
398,140 |
139,484 |
53.9% |
521,621 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,584.2713 |
4,434.0067 |
3,899.9125 |
|
| R3 |
4,319.5613 |
4,169.2967 |
3,827.1173 |
|
| R2 |
4,054.8513 |
4,054.8513 |
3,802.8522 |
|
| R1 |
3,904.5867 |
3,904.5867 |
3,778.5871 |
3,979.7190 |
| PP |
3,790.1413 |
3,790.1413 |
3,790.1413 |
3,827.7075 |
| S1 |
3,639.8767 |
3,639.8767 |
3,730.0569 |
3,715.0090 |
| S2 |
3,525.4313 |
3,525.4313 |
3,705.7918 |
|
| S3 |
3,260.7213 |
3,375.1667 |
3,681.5268 |
|
| S4 |
2,996.0113 |
3,110.4567 |
3,608.7315 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,781.6560 |
3,688.6600 |
3,229.4288 |
|
| R3 |
3,529.0800 |
3,436.0840 |
3,159.9704 |
|
| R2 |
3,276.5040 |
3,276.5040 |
3,136.8176 |
|
| R1 |
3,183.5080 |
3,183.5080 |
3,113.6648 |
3,230.0060 |
| PP |
3,023.9280 |
3,023.9280 |
3,023.9280 |
3,047.1770 |
| S1 |
2,930.9320 |
2,930.9320 |
3,067.3592 |
2,977.4300 |
| S2 |
2,771.3520 |
2,771.3520 |
3,044.2064 |
|
| S3 |
2,518.7760 |
2,678.3560 |
3,021.0536 |
|
| S4 |
2,266.2000 |
2,425.7800 |
2,951.5952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,940.4060 |
2,925.5120 |
1,014.8940 |
27.0% |
284.0208 |
7.6% |
82% |
True |
False |
270,893 |
| 10 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
28.7% |
206.4572 |
5.5% |
83% |
True |
False |
187,679 |
| 20 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.1% |
183.0120 |
4.9% |
83% |
True |
False |
149,765 |
| 40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.1% |
193.8866 |
5.2% |
83% |
True |
False |
141,970 |
| 60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
33.1% |
220.5658 |
5.9% |
73% |
False |
False |
166,613 |
| 80 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
49.1% |
194.8428 |
5.2% |
82% |
False |
False |
170,145 |
| 100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
52.7% |
181.9102 |
4.8% |
83% |
False |
False |
173,905 |
| 120 |
4,090.3060 |
2,041.3210 |
2,048.9850 |
54.6% |
170.9952 |
4.6% |
84% |
False |
False |
176,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,065.4235 |
|
2.618 |
4,633.4168 |
|
1.618 |
4,368.7068 |
|
1.000 |
4,205.1160 |
|
0.618 |
4,103.9968 |
|
HIGH |
3,940.4060 |
|
0.618 |
3,839.2868 |
|
0.500 |
3,808.0510 |
|
0.382 |
3,776.8152 |
|
LOW |
3,675.6960 |
|
0.618 |
3,512.1052 |
|
1.000 |
3,410.9860 |
|
1.618 |
3,247.3952 |
|
2.618 |
2,982.6852 |
|
4.250 |
2,550.6785 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,808.0510 |
3,741.7265 |
| PP |
3,790.1413 |
3,729.1310 |
| S1 |
3,772.2317 |
3,716.5355 |
|