| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,364.5 |
2,385.2 |
20.7 |
0.9% |
2,335.1 |
| High |
2,387.7 |
2,418.5 |
30.8 |
1.3% |
2,407.6 |
| Low |
2,363.4 |
2,379.8 |
16.4 |
0.7% |
2,322.7 |
| Close |
2,382.5 |
2,417.6 |
35.1 |
1.5% |
2,397.7 |
| Range |
24.3 |
38.7 |
14.4 |
59.3% |
84.9 |
| ATR |
38.1 |
38.2 |
0.0 |
0.1% |
0.0 |
| Volume |
22,959 |
28,965 |
6,006 |
26.2% |
289,919 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.4 |
2,508.2 |
2,438.9 |
|
| R3 |
2,482.7 |
2,469.5 |
2,428.2 |
|
| R2 |
2,444.0 |
2,444.0 |
2,424.7 |
|
| R1 |
2,430.8 |
2,430.8 |
2,421.1 |
2,437.4 |
| PP |
2,405.3 |
2,405.3 |
2,405.3 |
2,408.6 |
| S1 |
2,392.1 |
2,392.1 |
2,414.1 |
2,398.7 |
| S2 |
2,366.6 |
2,366.6 |
2,410.5 |
|
| S3 |
2,327.9 |
2,353.4 |
2,407.0 |
|
| S4 |
2,289.2 |
2,314.7 |
2,396.3 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.7 |
2,599.1 |
2,444.4 |
|
| R3 |
2,545.8 |
2,514.2 |
2,421.0 |
|
| R2 |
2,460.9 |
2,460.9 |
2,413.3 |
|
| R1 |
2,429.3 |
2,429.3 |
2,405.5 |
2,445.1 |
| PP |
2,376.0 |
2,376.0 |
2,376.0 |
2,383.9 |
| S1 |
2,344.4 |
2,344.4 |
2,389.9 |
2,360.2 |
| S2 |
2,291.1 |
2,291.1 |
2,382.1 |
|
| S3 |
2,206.2 |
2,259.5 |
2,374.4 |
|
| S4 |
2,121.3 |
2,174.6 |
2,351.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,418.5 |
2,335.9 |
82.6 |
3.4% |
33.7 |
1.4% |
99% |
True |
False |
47,989 |
| 10 |
2,418.5 |
2,308.7 |
109.8 |
4.5% |
33.3 |
1.4% |
99% |
True |
False |
45,045 |
| 20 |
2,455.5 |
2,308.7 |
146.8 |
6.1% |
36.7 |
1.5% |
74% |
False |
False |
27,483 |
| 40 |
2,471.3 |
2,193.4 |
277.9 |
11.5% |
39.5 |
1.6% |
81% |
False |
False |
17,807 |
| 60 |
2,471.3 |
2,063.7 |
407.6 |
16.9% |
33.9 |
1.4% |
87% |
False |
False |
12,762 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.0% |
30.5 |
1.3% |
88% |
False |
False |
10,188 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.0% |
28.8 |
1.2% |
88% |
False |
False |
8,503 |
| 120 |
2,471.3 |
2,036.0 |
435.3 |
18.0% |
28.7 |
1.2% |
88% |
False |
False |
7,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.0 |
|
2.618 |
2,519.8 |
|
1.618 |
2,481.1 |
|
1.000 |
2,457.2 |
|
0.618 |
2,442.4 |
|
HIGH |
2,418.5 |
|
0.618 |
2,403.7 |
|
0.500 |
2,399.2 |
|
0.382 |
2,394.6 |
|
LOW |
2,379.8 |
|
0.618 |
2,355.9 |
|
1.000 |
2,341.1 |
|
1.618 |
2,317.2 |
|
2.618 |
2,278.5 |
|
4.250 |
2,215.3 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.5 |
2,408.2 |
| PP |
2,405.3 |
2,398.8 |
| S1 |
2,399.2 |
2,389.5 |
|