| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,316.5 |
2,353.5 |
37.0 |
1.6% |
2,312.8 |
| High |
2,354.2 |
2,385.3 |
31.1 |
1.3% |
2,385.3 |
| Low |
2,312.9 |
2,352.0 |
39.1 |
1.7% |
2,300.6 |
| Close |
2,340.3 |
2,375.0 |
34.7 |
1.5% |
2,375.0 |
| Range |
41.3 |
33.3 |
-8.0 |
-19.4% |
84.7 |
| ATR |
39.5 |
39.9 |
0.4 |
1.0% |
0.0 |
| Volume |
249,092 |
275,241 |
26,149 |
10.5% |
1,135,544 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.7 |
2,456.1 |
2,393.3 |
|
| R3 |
2,437.4 |
2,422.8 |
2,384.2 |
|
| R2 |
2,404.1 |
2,404.1 |
2,381.1 |
|
| R1 |
2,389.5 |
2,389.5 |
2,378.1 |
2,396.8 |
| PP |
2,370.8 |
2,370.8 |
2,370.8 |
2,374.4 |
| S1 |
2,356.2 |
2,356.2 |
2,371.9 |
2,363.5 |
| S2 |
2,337.5 |
2,337.5 |
2,368.9 |
|
| S3 |
2,304.2 |
2,322.9 |
2,365.8 |
|
| S4 |
2,270.9 |
2,289.6 |
2,356.7 |
|
|
| 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 |
2,300.6 |
84.7 |
3.6% |
30.9 |
1.3% |
88% |
True |
False |
227,108 |
| 10 |
2,385.3 |
2,285.2 |
100.1 |
4.2% |
36.9 |
1.6% |
90% |
True |
False |
220,435 |
| 20 |
2,433.3 |
2,285.2 |
148.1 |
6.2% |
39.5 |
1.7% |
61% |
False |
False |
236,103 |
| 40 |
2,448.8 |
2,170.8 |
278.0 |
11.7% |
39.1 |
1.6% |
73% |
False |
False |
221,079 |
| 60 |
2,448.8 |
2,021.8 |
427.0 |
18.0% |
34.0 |
1.4% |
83% |
False |
False |
157,752 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.2% |
30.8 |
1.3% |
83% |
False |
False |
119,819 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.2% |
29.4 |
1.2% |
83% |
False |
False |
96,464 |
| 120 |
2,448.8 |
2,016.3 |
432.5 |
18.2% |
29.4 |
1.2% |
83% |
False |
False |
80,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.8 |
|
2.618 |
2,472.5 |
|
1.618 |
2,439.2 |
|
1.000 |
2,418.6 |
|
0.618 |
2,405.9 |
|
HIGH |
2,385.3 |
|
0.618 |
2,372.6 |
|
0.500 |
2,368.7 |
|
0.382 |
2,364.7 |
|
LOW |
2,352.0 |
|
0.618 |
2,331.4 |
|
1.000 |
2,318.7 |
|
1.618 |
2,298.1 |
|
2.618 |
2,264.8 |
|
4.250 |
2,210.5 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,372.9 |
2,366.1 |
| PP |
2,370.8 |
2,357.2 |
| S1 |
2,368.7 |
2,348.4 |
|