| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,335.2 |
2,335.1 |
-0.1 |
0.0% |
2,369.7 |
| High |
2,352.0 |
2,363.8 |
11.8 |
0.5% |
2,380.7 |
| Low |
2,308.7 |
2,322.7 |
14.0 |
0.6% |
2,308.7 |
| Close |
2,330.6 |
2,353.4 |
22.8 |
1.0% |
2,330.6 |
| Range |
43.3 |
41.1 |
-2.2 |
-5.1% |
72.0 |
| ATR |
42.0 |
41.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
28,117 |
23,917 |
-4,200 |
-14.9% |
89,225 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.9 |
2,452.8 |
2,376.0 |
|
| R3 |
2,428.8 |
2,411.7 |
2,364.7 |
|
| R2 |
2,387.7 |
2,387.7 |
2,360.9 |
|
| R1 |
2,370.6 |
2,370.6 |
2,357.2 |
2,379.2 |
| PP |
2,346.6 |
2,346.6 |
2,346.6 |
2,350.9 |
| S1 |
2,329.5 |
2,329.5 |
2,349.6 |
2,338.1 |
| S2 |
2,305.5 |
2,305.5 |
2,345.9 |
|
| S3 |
2,264.4 |
2,288.4 |
2,342.1 |
|
| S4 |
2,223.3 |
2,247.3 |
2,330.8 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.0 |
2,515.3 |
2,370.2 |
|
| R3 |
2,484.0 |
2,443.3 |
2,350.4 |
|
| R2 |
2,412.0 |
2,412.0 |
2,343.8 |
|
| R1 |
2,371.3 |
2,371.3 |
2,337.2 |
2,355.7 |
| PP |
2,340.0 |
2,340.0 |
2,340.0 |
2,332.2 |
| S1 |
2,299.3 |
2,299.3 |
2,324.0 |
2,283.7 |
| S2 |
2,268.0 |
2,268.0 |
2,317.4 |
|
| S3 |
2,196.0 |
2,227.3 |
2,310.8 |
|
| S4 |
2,124.0 |
2,155.3 |
2,291.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,368.9 |
2,308.7 |
60.2 |
2.6% |
44.7 |
1.9% |
74% |
False |
False |
20,797 |
| 10 |
2,385.9 |
2,308.7 |
77.2 |
3.3% |
38.6 |
1.6% |
58% |
False |
False |
14,871 |
| 20 |
2,471.3 |
2,308.7 |
162.6 |
6.9% |
44.3 |
1.9% |
27% |
False |
False |
12,860 |
| 40 |
2,471.3 |
2,190.7 |
280.6 |
11.9% |
37.8 |
1.6% |
58% |
False |
False |
8,940 |
| 60 |
2,471.3 |
2,036.0 |
435.3 |
18.5% |
32.7 |
1.4% |
73% |
False |
False |
6,807 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.5% |
30.0 |
1.3% |
73% |
False |
False |
5,671 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.5% |
28.5 |
1.2% |
73% |
False |
False |
4,902 |
| 120 |
2,471.3 |
2,013.5 |
457.8 |
19.5% |
28.3 |
1.2% |
74% |
False |
False |
4,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,538.5 |
|
2.618 |
2,471.4 |
|
1.618 |
2,430.3 |
|
1.000 |
2,404.9 |
|
0.618 |
2,389.2 |
|
HIGH |
2,363.8 |
|
0.618 |
2,348.1 |
|
0.500 |
2,343.3 |
|
0.382 |
2,338.4 |
|
LOW |
2,322.7 |
|
0.618 |
2,297.3 |
|
1.000 |
2,281.6 |
|
1.618 |
2,256.2 |
|
2.618 |
2,215.1 |
|
4.250 |
2,148.0 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.0 |
2,347.7 |
| PP |
2,346.6 |
2,342.0 |
| S1 |
2,343.3 |
2,336.3 |
|