| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,336.9 |
2,344.1 |
7.2 |
0.3% |
2,338.0 |
| High |
2,349.7 |
2,354.0 |
4.3 |
0.2% |
2,365.5 |
| Low |
2,320.8 |
2,319.0 |
-1.8 |
-0.1% |
2,319.0 |
| Close |
2,342.9 |
2,322.9 |
-20.0 |
-0.9% |
2,322.9 |
| Range |
28.9 |
35.0 |
6.1 |
21.1% |
46.5 |
| ATR |
37.9 |
37.7 |
-0.2 |
-0.5% |
0.0 |
| Volume |
32,587 |
941 |
-31,646 |
-97.1% |
469,068 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.0 |
2,414.9 |
2,342.2 |
|
| R3 |
2,402.0 |
2,379.9 |
2,332.5 |
|
| R2 |
2,367.0 |
2,367.0 |
2,329.3 |
|
| R1 |
2,344.9 |
2,344.9 |
2,326.1 |
2,338.5 |
| PP |
2,332.0 |
2,332.0 |
2,332.0 |
2,328.7 |
| S1 |
2,309.9 |
2,309.9 |
2,319.7 |
2,303.5 |
| S2 |
2,297.0 |
2,297.0 |
2,316.5 |
|
| S3 |
2,262.0 |
2,274.9 |
2,313.3 |
|
| S4 |
2,227.0 |
2,239.9 |
2,303.7 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.3 |
2,445.6 |
2,348.5 |
|
| R3 |
2,428.8 |
2,399.1 |
2,335.7 |
|
| R2 |
2,382.3 |
2,382.3 |
2,331.4 |
|
| R1 |
2,352.6 |
2,352.6 |
2,327.2 |
2,344.2 |
| PP |
2,335.8 |
2,335.8 |
2,335.8 |
2,331.6 |
| S1 |
2,306.1 |
2,306.1 |
2,318.6 |
2,297.7 |
| S2 |
2,289.3 |
2,289.3 |
2,314.4 |
|
| S3 |
2,242.8 |
2,259.6 |
2,310.1 |
|
| S4 |
2,196.3 |
2,213.1 |
2,297.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,365.5 |
2,319.0 |
46.5 |
2.0% |
29.6 |
1.3% |
8% |
False |
True |
129,482 |
| 10 |
2,454.2 |
2,319.0 |
135.2 |
5.8% |
38.0 |
1.6% |
3% |
False |
True |
190,432 |
| 20 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
35.2 |
1.5% |
22% |
False |
False |
207,364 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
40.8 |
1.8% |
22% |
False |
False |
236,373 |
| 60 |
2,454.2 |
2,170.8 |
283.4 |
12.2% |
37.1 |
1.6% |
54% |
False |
False |
200,631 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.9% |
33.4 |
1.4% |
70% |
False |
False |
153,587 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.9% |
31.4 |
1.4% |
70% |
False |
False |
123,934 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.9% |
30.3 |
1.3% |
70% |
False |
False |
103,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.8 |
|
2.618 |
2,445.6 |
|
1.618 |
2,410.6 |
|
1.000 |
2,389.0 |
|
0.618 |
2,375.6 |
|
HIGH |
2,354.0 |
|
0.618 |
2,340.6 |
|
0.500 |
2,336.5 |
|
0.382 |
2,332.4 |
|
LOW |
2,319.0 |
|
0.618 |
2,297.4 |
|
1.000 |
2,284.0 |
|
1.618 |
2,262.4 |
|
2.618 |
2,227.4 |
|
4.250 |
2,170.3 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.5 |
2,341.4 |
| PP |
2,332.0 |
2,335.2 |
| S1 |
2,327.4 |
2,329.1 |
|