| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,353.5 |
2,369.1 |
15.6 |
0.7% |
2,312.8 |
| High |
2,385.3 |
2,370.8 |
-14.5 |
-0.6% |
2,385.3 |
| Low |
2,352.0 |
2,337.6 |
-14.4 |
-0.6% |
2,300.6 |
| Close |
2,375.0 |
2,343.0 |
-32.0 |
-1.3% |
2,375.0 |
| Range |
33.3 |
33.2 |
-0.1 |
-0.3% |
84.7 |
| ATR |
39.9 |
39.7 |
-0.2 |
-0.4% |
0.0 |
| Volume |
275,241 |
243,075 |
-32,166 |
-11.7% |
1,135,544 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.1 |
2,429.7 |
2,361.3 |
|
| R3 |
2,416.9 |
2,396.5 |
2,352.1 |
|
| R2 |
2,383.7 |
2,383.7 |
2,349.1 |
|
| R1 |
2,363.3 |
2,363.3 |
2,346.0 |
2,356.9 |
| PP |
2,350.5 |
2,350.5 |
2,350.5 |
2,347.3 |
| S1 |
2,330.1 |
2,330.1 |
2,340.0 |
2,323.7 |
| S2 |
2,317.3 |
2,317.3 |
2,336.9 |
|
| S3 |
2,284.1 |
2,296.9 |
2,333.9 |
|
| S4 |
2,250.9 |
2,263.7 |
2,324.7 |
|
|
| 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 |
2,311.4 |
73.9 |
3.2% |
29.3 |
1.3% |
43% |
False |
False |
237,344 |
| 10 |
2,385.3 |
2,285.2 |
100.1 |
4.3% |
37.4 |
1.6% |
58% |
False |
False |
226,012 |
| 20 |
2,433.3 |
2,285.2 |
148.1 |
6.3% |
38.0 |
1.6% |
39% |
False |
False |
231,070 |
| 40 |
2,448.8 |
2,170.8 |
278.0 |
11.9% |
39.5 |
1.7% |
62% |
False |
False |
226,442 |
| 60 |
2,448.8 |
2,026.6 |
422.2 |
18.0% |
34.3 |
1.5% |
75% |
False |
False |
161,674 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.5% |
31.0 |
1.3% |
76% |
False |
False |
122,822 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.5% |
29.6 |
1.3% |
76% |
False |
False |
98,876 |
| 120 |
2,448.8 |
2,016.3 |
432.5 |
18.5% |
29.5 |
1.3% |
76% |
False |
False |
82,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.9 |
|
2.618 |
2,457.7 |
|
1.618 |
2,424.5 |
|
1.000 |
2,404.0 |
|
0.618 |
2,391.3 |
|
HIGH |
2,370.8 |
|
0.618 |
2,358.1 |
|
0.500 |
2,354.2 |
|
0.382 |
2,350.3 |
|
LOW |
2,337.6 |
|
0.618 |
2,317.1 |
|
1.000 |
2,304.4 |
|
1.618 |
2,283.9 |
|
2.618 |
2,250.7 |
|
4.250 |
2,196.5 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,354.2 |
2,349.1 |
| PP |
2,350.5 |
2,347.1 |
| S1 |
2,346.7 |
2,345.0 |
|