| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,362.9 |
2,391.5 |
28.6 |
1.2% |
2,312.8 |
| High |
2,396.1 |
2,402.7 |
6.6 |
0.3% |
2,385.3 |
| Low |
2,357.1 |
2,375.2 |
18.1 |
0.8% |
2,300.6 |
| Close |
2,394.9 |
2,385.5 |
-9.4 |
-0.4% |
2,375.0 |
| Range |
39.0 |
27.5 |
-11.5 |
-29.5% |
84.7 |
| ATR |
38.6 |
37.8 |
-0.8 |
-2.1% |
0.0 |
| Volume |
249,843 |
191,026 |
-58,817 |
-23.5% |
1,135,544 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.3 |
2,455.4 |
2,400.6 |
|
| R3 |
2,442.8 |
2,427.9 |
2,393.1 |
|
| R2 |
2,415.3 |
2,415.3 |
2,390.5 |
|
| R1 |
2,400.4 |
2,400.4 |
2,388.0 |
2,394.1 |
| PP |
2,387.8 |
2,387.8 |
2,387.8 |
2,384.7 |
| S1 |
2,372.9 |
2,372.9 |
2,383.0 |
2,366.6 |
| S2 |
2,360.3 |
2,360.3 |
2,380.5 |
|
| S3 |
2,332.8 |
2,345.4 |
2,377.9 |
|
| S4 |
2,305.3 |
2,317.9 |
2,370.4 |
|
|
| 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 |
2,402.7 |
2,337.6 |
65.1 |
2.7% |
31.5 |
1.3% |
74% |
True |
False |
230,252 |
| 10 |
2,402.7 |
2,285.2 |
117.5 |
4.9% |
32.5 |
1.4% |
85% |
True |
False |
224,296 |
| 20 |
2,433.3 |
2,285.2 |
148.1 |
6.2% |
37.2 |
1.6% |
68% |
False |
False |
223,593 |
| 40 |
2,448.8 |
2,180.2 |
268.6 |
11.3% |
39.9 |
1.7% |
76% |
False |
False |
238,553 |
| 60 |
2,448.8 |
2,045.4 |
403.4 |
16.9% |
35.0 |
1.5% |
84% |
False |
False |
171,933 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
31.5 |
1.3% |
85% |
False |
False |
130,611 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
30.0 |
1.3% |
85% |
False |
False |
105,148 |
| 120 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
29.7 |
1.2% |
85% |
False |
False |
88,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.6 |
|
2.618 |
2,474.7 |
|
1.618 |
2,447.2 |
|
1.000 |
2,430.2 |
|
0.618 |
2,419.7 |
|
HIGH |
2,402.7 |
|
0.618 |
2,392.2 |
|
0.500 |
2,389.0 |
|
0.382 |
2,385.7 |
|
LOW |
2,375.2 |
|
0.618 |
2,358.2 |
|
1.000 |
2,347.7 |
|
1.618 |
2,330.7 |
|
2.618 |
2,303.2 |
|
4.250 |
2,258.3 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.0 |
2,380.9 |
| PP |
2,387.8 |
2,376.2 |
| S1 |
2,386.7 |
2,371.6 |
|