| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,383.0 |
2,330.4 |
-52.6 |
-2.2% |
2,422.2 |
| High |
2,385.7 |
2,349.0 |
-36.7 |
-1.5% |
2,454.2 |
| Low |
2,328.1 |
2,326.3 |
-1.8 |
-0.1% |
2,326.3 |
| Close |
2,337.2 |
2,334.5 |
-2.7 |
-0.1% |
2,334.5 |
| Range |
57.6 |
22.7 |
-34.9 |
-60.6% |
127.9 |
| ATR |
41.2 |
39.9 |
-1.3 |
-3.2% |
0.0 |
| Volume |
273,658 |
178,343 |
-95,315 |
-34.8% |
1,216,704 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.7 |
2,392.3 |
2,347.0 |
|
| R3 |
2,382.0 |
2,369.6 |
2,340.7 |
|
| R2 |
2,359.3 |
2,359.3 |
2,338.7 |
|
| R1 |
2,346.9 |
2,346.9 |
2,336.6 |
2,353.1 |
| PP |
2,336.6 |
2,336.6 |
2,336.6 |
2,339.7 |
| S1 |
2,324.2 |
2,324.2 |
2,332.4 |
2,330.4 |
| S2 |
2,313.9 |
2,313.9 |
2,330.3 |
|
| S3 |
2,291.2 |
2,301.5 |
2,328.3 |
|
| S4 |
2,268.5 |
2,278.8 |
2,322.0 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.4 |
2,672.8 |
2,404.8 |
|
| R3 |
2,627.5 |
2,544.9 |
2,369.7 |
|
| R2 |
2,499.6 |
2,499.6 |
2,357.9 |
|
| R1 |
2,417.0 |
2,417.0 |
2,346.2 |
2,394.4 |
| PP |
2,371.7 |
2,371.7 |
2,371.7 |
2,360.3 |
| S1 |
2,289.1 |
2,289.1 |
2,322.8 |
2,266.5 |
| S2 |
2,243.8 |
2,243.8 |
2,311.1 |
|
| S3 |
2,115.9 |
2,161.2 |
2,299.3 |
|
| S4 |
1,988.0 |
2,033.3 |
2,264.2 |
|
|
| 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 |
2,326.3 |
127.9 |
5.5% |
41.1 |
1.8% |
6% |
False |
True |
243,340 |
| 10 |
2,454.2 |
2,326.3 |
127.9 |
5.5% |
38.0 |
1.6% |
6% |
False |
True |
231,127 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
37.4 |
1.6% |
29% |
False |
False |
225,781 |
| 40 |
2,454.2 |
2,249.1 |
205.1 |
8.8% |
41.0 |
1.8% |
42% |
False |
False |
249,367 |
| 60 |
2,454.2 |
2,067.1 |
387.1 |
16.6% |
37.5 |
1.6% |
69% |
False |
False |
195,229 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
33.2 |
1.4% |
73% |
False |
False |
148,143 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
31.3 |
1.3% |
73% |
False |
False |
119,378 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
30.8 |
1.3% |
73% |
False |
False |
99,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.5 |
|
2.618 |
2,408.4 |
|
1.618 |
2,385.7 |
|
1.000 |
2,371.7 |
|
0.618 |
2,363.0 |
|
HIGH |
2,349.0 |
|
0.618 |
2,340.3 |
|
0.500 |
2,337.7 |
|
0.382 |
2,335.0 |
|
LOW |
2,326.3 |
|
0.618 |
2,312.3 |
|
1.000 |
2,303.6 |
|
1.618 |
2,289.6 |
|
2.618 |
2,266.9 |
|
4.250 |
2,229.8 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.7 |
2,378.4 |
| PP |
2,336.6 |
2,363.8 |
| S1 |
2,335.6 |
2,349.1 |
|