| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,342.3 |
2,362.9 |
20.6 |
0.9% |
2,312.8 |
| High |
2,365.2 |
2,396.1 |
30.9 |
1.3% |
2,385.3 |
| Low |
2,340.5 |
2,357.1 |
16.6 |
0.7% |
2,300.6 |
| Close |
2,359.9 |
2,394.9 |
35.0 |
1.5% |
2,375.0 |
| Range |
24.7 |
39.0 |
14.3 |
57.9% |
84.7 |
| ATR |
38.6 |
38.6 |
0.0 |
0.1% |
0.0 |
| Volume |
192,076 |
249,843 |
57,767 |
30.1% |
1,135,544 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.7 |
2,486.3 |
2,416.4 |
|
| R3 |
2,460.7 |
2,447.3 |
2,405.6 |
|
| R2 |
2,421.7 |
2,421.7 |
2,402.1 |
|
| R1 |
2,408.3 |
2,408.3 |
2,398.5 |
2,415.0 |
| PP |
2,382.7 |
2,382.7 |
2,382.7 |
2,386.1 |
| S1 |
2,369.3 |
2,369.3 |
2,391.3 |
2,376.0 |
| S2 |
2,343.7 |
2,343.7 |
2,387.8 |
|
| S3 |
2,304.7 |
2,330.3 |
2,384.2 |
|
| S4 |
2,265.7 |
2,291.3 |
2,373.5 |
|
|
| 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 |
2,396.1 |
2,312.9 |
83.2 |
3.5% |
34.3 |
1.4% |
99% |
True |
False |
241,865 |
| 10 |
2,396.1 |
2,285.2 |
110.9 |
4.6% |
33.9 |
1.4% |
99% |
True |
False |
224,559 |
| 20 |
2,433.3 |
2,285.2 |
148.1 |
6.2% |
37.3 |
1.6% |
74% |
False |
False |
224,069 |
| 40 |
2,448.8 |
2,173.6 |
275.2 |
11.5% |
40.2 |
1.7% |
80% |
False |
False |
235,130 |
| 60 |
2,448.8 |
2,045.4 |
403.4 |
16.8% |
34.7 |
1.4% |
87% |
False |
False |
168,824 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
31.4 |
1.3% |
88% |
False |
False |
128,255 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
29.8 |
1.2% |
88% |
False |
False |
103,255 |
| 120 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
29.6 |
1.2% |
88% |
False |
False |
86,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.9 |
|
2.618 |
2,498.2 |
|
1.618 |
2,459.2 |
|
1.000 |
2,435.1 |
|
0.618 |
2,420.2 |
|
HIGH |
2,396.1 |
|
0.618 |
2,381.2 |
|
0.500 |
2,376.6 |
|
0.382 |
2,372.0 |
|
LOW |
2,357.1 |
|
0.618 |
2,333.0 |
|
1.000 |
2,318.1 |
|
1.618 |
2,294.0 |
|
2.618 |
2,255.0 |
|
4.250 |
2,191.4 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.8 |
2,385.6 |
| PP |
2,382.7 |
2,376.2 |
| S1 |
2,376.6 |
2,366.9 |
|