| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,381.4 |
2,422.2 |
40.8 |
1.7% |
2,369.1 |
| High |
2,427.4 |
2,454.2 |
26.8 |
1.1% |
2,427.4 |
| Low |
2,377.8 |
2,411.1 |
33.3 |
1.4% |
2,337.6 |
| Close |
2,417.4 |
2,438.5 |
21.1 |
0.9% |
2,417.4 |
| Range |
49.6 |
43.1 |
-6.5 |
-13.1% |
89.8 |
| ATR |
38.7 |
39.0 |
0.3 |
0.8% |
0.0 |
| Volume |
218,553 |
281,430 |
62,877 |
28.8% |
1,094,573 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.9 |
2,544.3 |
2,462.2 |
|
| R3 |
2,520.8 |
2,501.2 |
2,450.4 |
|
| R2 |
2,477.7 |
2,477.7 |
2,446.4 |
|
| R1 |
2,458.1 |
2,458.1 |
2,442.5 |
2,467.9 |
| PP |
2,434.6 |
2,434.6 |
2,434.6 |
2,439.5 |
| S1 |
2,415.0 |
2,415.0 |
2,434.5 |
2,424.8 |
| S2 |
2,391.5 |
2,391.5 |
2,430.6 |
|
| S3 |
2,348.4 |
2,371.9 |
2,426.6 |
|
| S4 |
2,305.3 |
2,328.8 |
2,414.8 |
|
|
| 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 |
2,454.2 |
2,340.5 |
113.7 |
4.7% |
36.8 |
1.5% |
86% |
True |
False |
226,585 |
| 10 |
2,454.2 |
2,311.4 |
142.8 |
5.9% |
33.0 |
1.4% |
89% |
True |
False |
231,965 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
6.9% |
36.2 |
1.5% |
91% |
True |
False |
221,688 |
| 40 |
2,454.2 |
2,186.1 |
268.1 |
11.0% |
40.1 |
1.6% |
94% |
True |
False |
245,668 |
| 60 |
2,454.2 |
2,053.6 |
400.6 |
16.4% |
35.8 |
1.5% |
96% |
True |
False |
180,061 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.0% |
32.1 |
1.3% |
96% |
True |
False |
136,740 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.0% |
30.5 |
1.3% |
96% |
True |
False |
110,113 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.0% |
30.3 |
1.2% |
96% |
True |
False |
92,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.4 |
|
2.618 |
2,567.0 |
|
1.618 |
2,523.9 |
|
1.000 |
2,497.3 |
|
0.618 |
2,480.8 |
|
HIGH |
2,454.2 |
|
0.618 |
2,437.7 |
|
0.500 |
2,432.7 |
|
0.382 |
2,427.6 |
|
LOW |
2,411.1 |
|
0.618 |
2,384.5 |
|
1.000 |
2,368.0 |
|
1.618 |
2,341.4 |
|
2.618 |
2,298.3 |
|
4.250 |
2,227.9 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.6 |
2,430.6 |
| PP |
2,434.6 |
2,422.6 |
| S1 |
2,432.7 |
2,414.7 |
|