| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,312.8 |
2,334.8 |
22.0 |
1.0% |
2,347.6 |
| High |
2,341.9 |
2,338.7 |
-3.2 |
-0.1% |
2,358.9 |
| Low |
2,300.6 |
2,318.2 |
17.6 |
0.8% |
2,285.2 |
| Close |
2,331.2 |
2,324.2 |
-7.0 |
-0.3% |
2,308.6 |
| Range |
41.3 |
20.5 |
-20.8 |
-50.4% |
73.7 |
| ATR |
42.5 |
41.0 |
-1.6 |
-3.7% |
0.0 |
| Volume |
191,895 |
204,623 |
12,728 |
6.6% |
1,068,815 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.5 |
2,376.9 |
2,335.5 |
|
| R3 |
2,368.0 |
2,356.4 |
2,329.8 |
|
| R2 |
2,347.5 |
2,347.5 |
2,328.0 |
|
| R1 |
2,335.9 |
2,335.9 |
2,326.1 |
2,331.5 |
| PP |
2,327.0 |
2,327.0 |
2,327.0 |
2,324.8 |
| S1 |
2,315.4 |
2,315.4 |
2,322.3 |
2,311.0 |
| S2 |
2,306.5 |
2,306.5 |
2,320.4 |
|
| S3 |
2,286.0 |
2,294.9 |
2,318.6 |
|
| S4 |
2,265.5 |
2,274.4 |
2,312.9 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.7 |
2,497.3 |
2,349.1 |
|
| R3 |
2,465.0 |
2,423.6 |
2,328.9 |
|
| R2 |
2,391.3 |
2,391.3 |
2,322.1 |
|
| R1 |
2,349.9 |
2,349.9 |
2,315.4 |
2,333.8 |
| PP |
2,317.6 |
2,317.6 |
2,317.6 |
2,309.5 |
| S1 |
2,276.2 |
2,276.2 |
2,301.8 |
2,260.1 |
| S2 |
2,243.9 |
2,243.9 |
2,295.1 |
|
| S3 |
2,170.2 |
2,202.5 |
2,288.3 |
|
| S4 |
2,096.5 |
2,128.8 |
2,268.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,341.9 |
2,285.2 |
56.7 |
2.4% |
39.4 |
1.7% |
69% |
False |
False |
209,792 |
| 10 |
2,364.4 |
2,285.2 |
79.2 |
3.4% |
37.0 |
1.6% |
49% |
False |
False |
204,851 |
| 20 |
2,448.8 |
2,285.2 |
163.6 |
7.0% |
44.5 |
1.9% |
24% |
False |
False |
253,859 |
| 40 |
2,448.8 |
2,170.8 |
278.0 |
12.0% |
38.8 |
1.7% |
55% |
False |
False |
206,625 |
| 60 |
2,448.8 |
2,016.3 |
432.5 |
18.6% |
33.7 |
1.5% |
71% |
False |
False |
145,797 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.6% |
30.9 |
1.3% |
71% |
False |
False |
110,783 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.6% |
29.5 |
1.3% |
71% |
False |
False |
89,189 |
| 120 |
2,448.8 |
1,999.0 |
449.8 |
19.4% |
29.3 |
1.3% |
72% |
False |
False |
74,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.8 |
|
2.618 |
2,392.4 |
|
1.618 |
2,371.9 |
|
1.000 |
2,359.2 |
|
0.618 |
2,351.4 |
|
HIGH |
2,338.7 |
|
0.618 |
2,330.9 |
|
0.500 |
2,328.5 |
|
0.382 |
2,326.0 |
|
LOW |
2,318.2 |
|
0.618 |
2,305.5 |
|
1.000 |
2,297.7 |
|
1.618 |
2,285.0 |
|
2.618 |
2,264.5 |
|
4.250 |
2,231.1 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,328.5 |
2,320.7 |
| PP |
2,327.0 |
2,317.1 |
| S1 |
2,325.6 |
2,313.6 |
|