| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,464.0 |
8,423.0 |
-41.0 |
-0.5% |
8,434.5 |
| High |
8,473.5 |
8,445.0 |
-28.5 |
-0.3% |
8,489.0 |
| Low |
8,418.0 |
8,381.5 |
-36.5 |
-0.4% |
8,403.0 |
| Close |
8,446.0 |
8,437.5 |
-8.5 |
-0.1% |
8,443.0 |
| Range |
55.5 |
63.5 |
8.0 |
14.4% |
86.0 |
| ATR |
72.5 |
72.0 |
-0.6 |
-0.8% |
0.0 |
| Volume |
48,760 |
75,879 |
27,119 |
55.6% |
378,566 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,612.0 |
8,588.0 |
8,472.5 |
|
| R3 |
8,548.5 |
8,524.5 |
8,455.0 |
|
| R2 |
8,485.0 |
8,485.0 |
8,449.0 |
|
| R1 |
8,461.0 |
8,461.0 |
8,443.5 |
8,473.0 |
| PP |
8,421.5 |
8,421.5 |
8,421.5 |
8,427.0 |
| S1 |
8,397.5 |
8,397.5 |
8,431.5 |
8,409.5 |
| S2 |
8,358.0 |
8,358.0 |
8,426.0 |
|
| S3 |
8,294.5 |
8,334.0 |
8,420.0 |
|
| S4 |
8,231.0 |
8,270.5 |
8,402.5 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,703.0 |
8,659.0 |
8,490.5 |
|
| R3 |
8,617.0 |
8,573.0 |
8,466.5 |
|
| R2 |
8,531.0 |
8,531.0 |
8,459.0 |
|
| R1 |
8,487.0 |
8,487.0 |
8,451.0 |
8,509.0 |
| PP |
8,445.0 |
8,445.0 |
8,445.0 |
8,456.0 |
| S1 |
8,401.0 |
8,401.0 |
8,435.0 |
8,423.0 |
| S2 |
8,359.0 |
8,359.0 |
8,427.0 |
|
| S3 |
8,273.0 |
8,315.0 |
8,419.5 |
|
| S4 |
8,187.0 |
8,229.0 |
8,395.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,489.0 |
8,381.5 |
107.5 |
1.3% |
52.5 |
0.6% |
52% |
False |
True |
72,518 |
| 10 |
8,489.0 |
8,338.5 |
150.5 |
1.8% |
53.0 |
0.6% |
66% |
False |
False |
76,020 |
| 20 |
8,489.0 |
8,036.0 |
453.0 |
5.4% |
63.5 |
0.8% |
89% |
False |
False |
80,732 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.6% |
75.5 |
0.9% |
93% |
False |
False |
89,967 |
| 60 |
8,489.0 |
7,611.5 |
877.5 |
10.4% |
68.0 |
0.8% |
94% |
False |
False |
83,512 |
| 80 |
8,489.0 |
7,486.0 |
1,003.0 |
11.9% |
56.0 |
0.7% |
95% |
False |
False |
62,638 |
| 100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.3% |
48.0 |
0.6% |
95% |
False |
False |
50,113 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.3% |
40.5 |
0.5% |
95% |
False |
False |
41,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,715.0 |
|
2.618 |
8,611.0 |
|
1.618 |
8,547.5 |
|
1.000 |
8,508.5 |
|
0.618 |
8,484.0 |
|
HIGH |
8,445.0 |
|
0.618 |
8,420.5 |
|
0.500 |
8,413.0 |
|
0.382 |
8,406.0 |
|
LOW |
8,381.5 |
|
0.618 |
8,342.5 |
|
1.000 |
8,318.0 |
|
1.618 |
8,279.0 |
|
2.618 |
8,215.5 |
|
4.250 |
8,111.5 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,429.5 |
8,434.0 |
| PP |
8,421.5 |
8,431.0 |
| S1 |
8,413.0 |
8,427.5 |
|