| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,338.0 |
2,362.5 |
24.5 |
1.0% |
2,422.2 |
| High |
2,365.5 |
2,363.7 |
-1.8 |
-0.1% |
2,454.2 |
| Low |
2,333.8 |
2,334.2 |
0.4 |
0.0% |
2,326.3 |
| Close |
2,356.5 |
2,341.2 |
-15.3 |
-0.6% |
2,334.5 |
| Range |
31.7 |
29.5 |
-2.2 |
-6.9% |
127.9 |
| ATR |
39.3 |
38.6 |
-0.7 |
-1.8% |
0.0 |
| Volume |
316,223 |
119,317 |
-196,906 |
-62.3% |
1,216,704 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.9 |
2,417.5 |
2,357.4 |
|
| R3 |
2,405.4 |
2,388.0 |
2,349.3 |
|
| R2 |
2,375.9 |
2,375.9 |
2,346.6 |
|
| R1 |
2,358.5 |
2,358.5 |
2,343.9 |
2,352.5 |
| PP |
2,346.4 |
2,346.4 |
2,346.4 |
2,343.3 |
| S1 |
2,329.0 |
2,329.0 |
2,338.5 |
2,323.0 |
| S2 |
2,316.9 |
2,316.9 |
2,335.8 |
|
| S3 |
2,287.4 |
2,299.5 |
2,333.1 |
|
| S4 |
2,257.9 |
2,270.0 |
2,325.0 |
|
|
| 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 |
2,430.5 |
2,326.3 |
104.2 |
4.5% |
38.8 |
1.7% |
14% |
False |
False |
228,278 |
| 10 |
2,454.2 |
2,326.3 |
127.9 |
5.5% |
38.3 |
1.6% |
12% |
False |
False |
231,166 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
36.5 |
1.6% |
33% |
False |
False |
226,740 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
40.7 |
1.7% |
33% |
False |
False |
247,805 |
| 60 |
2,454.2 |
2,139.2 |
315.0 |
13.5% |
37.0 |
1.6% |
64% |
False |
False |
200,986 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
33.1 |
1.4% |
74% |
False |
False |
153,311 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
31.4 |
1.3% |
74% |
False |
False |
123,668 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
30.1 |
1.3% |
74% |
False |
False |
103,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.1 |
|
2.618 |
2,440.9 |
|
1.618 |
2,411.4 |
|
1.000 |
2,393.2 |
|
0.618 |
2,381.9 |
|
HIGH |
2,363.7 |
|
0.618 |
2,352.4 |
|
0.500 |
2,349.0 |
|
0.382 |
2,345.5 |
|
LOW |
2,334.2 |
|
0.618 |
2,316.0 |
|
1.000 |
2,304.7 |
|
1.618 |
2,286.5 |
|
2.618 |
2,257.0 |
|
4.250 |
2,208.8 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.0 |
2,345.9 |
| PP |
2,346.4 |
2,344.3 |
| S1 |
2,343.8 |
2,342.8 |
|