| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,391.5 |
2,381.4 |
-10.1 |
-0.4% |
2,369.1 |
| High |
2,402.7 |
2,427.4 |
24.7 |
1.0% |
2,427.4 |
| Low |
2,375.2 |
2,377.8 |
2.6 |
0.1% |
2,337.6 |
| Close |
2,385.5 |
2,417.4 |
31.9 |
1.3% |
2,417.4 |
| Range |
27.5 |
49.6 |
22.1 |
80.4% |
89.8 |
| ATR |
37.8 |
38.7 |
0.8 |
2.2% |
0.0 |
| Volume |
191,026 |
218,553 |
27,527 |
14.4% |
1,094,573 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.3 |
2,536.5 |
2,444.7 |
|
| R3 |
2,506.7 |
2,486.9 |
2,431.0 |
|
| R2 |
2,457.1 |
2,457.1 |
2,426.5 |
|
| R1 |
2,437.3 |
2,437.3 |
2,421.9 |
2,447.2 |
| PP |
2,407.5 |
2,407.5 |
2,407.5 |
2,412.5 |
| S1 |
2,387.7 |
2,387.7 |
2,412.9 |
2,397.6 |
| S2 |
2,357.9 |
2,357.9 |
2,408.3 |
|
| S3 |
2,308.3 |
2,338.1 |
2,403.8 |
|
| S4 |
2,258.7 |
2,288.5 |
2,390.1 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.5 |
2,630.3 |
2,466.8 |
|
| R3 |
2,573.7 |
2,540.5 |
2,442.1 |
|
| R2 |
2,483.9 |
2,483.9 |
2,433.9 |
|
| R1 |
2,450.7 |
2,450.7 |
2,425.6 |
2,467.3 |
| PP |
2,394.1 |
2,394.1 |
2,394.1 |
2,402.5 |
| S1 |
2,360.9 |
2,360.9 |
2,409.2 |
2,377.5 |
| S2 |
2,304.3 |
2,304.3 |
2,400.9 |
|
| S3 |
2,214.5 |
2,271.1 |
2,392.7 |
|
| S4 |
2,124.7 |
2,181.3 |
2,368.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,427.4 |
2,337.6 |
89.8 |
3.7% |
34.8 |
1.4% |
89% |
True |
False |
218,914 |
| 10 |
2,427.4 |
2,300.6 |
126.8 |
5.2% |
32.9 |
1.4% |
92% |
True |
False |
223,011 |
| 20 |
2,427.4 |
2,285.2 |
142.2 |
5.9% |
37.3 |
1.5% |
93% |
True |
False |
220,750 |
| 40 |
2,448.8 |
2,180.2 |
268.6 |
11.1% |
39.7 |
1.6% |
88% |
False |
False |
240,837 |
| 60 |
2,448.8 |
2,045.4 |
403.4 |
16.7% |
35.5 |
1.5% |
92% |
False |
False |
175,495 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
17.9% |
31.8 |
1.3% |
93% |
False |
False |
133,268 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
17.9% |
30.2 |
1.3% |
93% |
False |
False |
107,309 |
| 120 |
2,448.8 |
2,016.3 |
432.5 |
17.9% |
30.0 |
1.2% |
93% |
False |
False |
89,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.2 |
|
2.618 |
2,557.3 |
|
1.618 |
2,507.7 |
|
1.000 |
2,477.0 |
|
0.618 |
2,458.1 |
|
HIGH |
2,427.4 |
|
0.618 |
2,408.5 |
|
0.500 |
2,402.6 |
|
0.382 |
2,396.7 |
|
LOW |
2,377.8 |
|
0.618 |
2,347.1 |
|
1.000 |
2,328.2 |
|
1.618 |
2,297.5 |
|
2.618 |
2,247.9 |
|
4.250 |
2,167.0 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,412.5 |
2,409.0 |
| PP |
2,407.5 |
2,400.6 |
| S1 |
2,402.6 |
2,392.3 |
|