| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,344.6 |
2,338.3 |
-6.3 |
-0.3% |
2,369.7 |
| High |
2,351.7 |
2,376.2 |
24.5 |
1.0% |
2,380.7 |
| Low |
2,333.7 |
2,335.9 |
2.2 |
0.1% |
2,308.7 |
| Close |
2,344.8 |
2,362.7 |
17.9 |
0.8% |
2,330.6 |
| Range |
18.0 |
40.3 |
22.3 |
123.9% |
72.0 |
| ATR |
38.8 |
38.9 |
0.1 |
0.3% |
0.0 |
| Volume |
62,928 |
51,687 |
-11,241 |
-17.9% |
89,225 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.2 |
2,461.2 |
2,384.9 |
|
| R3 |
2,438.9 |
2,420.9 |
2,373.8 |
|
| R2 |
2,398.6 |
2,398.6 |
2,370.1 |
|
| R1 |
2,380.6 |
2,380.6 |
2,366.4 |
2,389.6 |
| PP |
2,358.3 |
2,358.3 |
2,358.3 |
2,362.8 |
| S1 |
2,340.3 |
2,340.3 |
2,359.0 |
2,349.3 |
| S2 |
2,318.0 |
2,318.0 |
2,355.3 |
|
| S3 |
2,277.7 |
2,300.0 |
2,351.6 |
|
| S4 |
2,237.4 |
2,259.7 |
2,340.5 |
|
|
| 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 |
2,376.2 |
2,308.7 |
67.5 |
2.9% |
32.6 |
1.4% |
80% |
True |
False |
48,153 |
| 10 |
2,385.9 |
2,308.7 |
77.2 |
3.3% |
35.5 |
1.5% |
70% |
False |
False |
31,000 |
| 20 |
2,471.3 |
2,308.7 |
162.6 |
6.9% |
42.2 |
1.8% |
33% |
False |
False |
20,589 |
| 40 |
2,471.3 |
2,190.7 |
280.6 |
11.9% |
38.2 |
1.6% |
61% |
False |
False |
13,310 |
| 60 |
2,471.3 |
2,036.0 |
435.3 |
18.4% |
32.9 |
1.4% |
75% |
False |
False |
9,796 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.4% |
29.9 |
1.3% |
75% |
False |
False |
7,925 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.4% |
28.4 |
1.2% |
75% |
False |
False |
6,683 |
| 120 |
2,471.3 |
2,036.0 |
435.3 |
18.4% |
28.4 |
1.2% |
75% |
False |
False |
5,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.5 |
|
2.618 |
2,481.7 |
|
1.618 |
2,441.4 |
|
1.000 |
2,416.5 |
|
0.618 |
2,401.1 |
|
HIGH |
2,376.2 |
|
0.618 |
2,360.8 |
|
0.500 |
2,356.1 |
|
0.382 |
2,351.3 |
|
LOW |
2,335.9 |
|
0.618 |
2,311.0 |
|
1.000 |
2,295.6 |
|
1.618 |
2,270.7 |
|
2.618 |
2,230.4 |
|
4.250 |
2,164.6 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,360.5 |
2,360.1 |
| PP |
2,358.3 |
2,357.5 |
| S1 |
2,356.1 |
2,355.0 |
|