| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,385.2 |
2,416.7 |
31.5 |
1.3% |
2,335.1 |
| High |
2,418.5 |
2,425.2 |
6.7 |
0.3% |
2,407.6 |
| Low |
2,379.8 |
2,398.0 |
18.2 |
0.8% |
2,322.7 |
| Close |
2,417.6 |
2,408.3 |
-9.3 |
-0.4% |
2,397.7 |
| Range |
38.7 |
27.2 |
-11.5 |
-29.7% |
84.9 |
| ATR |
38.2 |
37.4 |
-0.8 |
-2.1% |
0.0 |
| Volume |
28,965 |
28,565 |
-400 |
-1.4% |
289,919 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.1 |
2,477.4 |
2,423.3 |
|
| R3 |
2,464.9 |
2,450.2 |
2,415.8 |
|
| R2 |
2,437.7 |
2,437.7 |
2,413.3 |
|
| R1 |
2,423.0 |
2,423.0 |
2,410.8 |
2,416.8 |
| PP |
2,410.5 |
2,410.5 |
2,410.5 |
2,407.4 |
| S1 |
2,395.8 |
2,395.8 |
2,405.8 |
2,389.6 |
| S2 |
2,383.3 |
2,383.3 |
2,403.3 |
|
| S3 |
2,356.1 |
2,368.6 |
2,400.8 |
|
| S4 |
2,328.9 |
2,341.4 |
2,393.3 |
|
|
| 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 |
2,425.2 |
2,360.4 |
64.8 |
2.7% |
31.1 |
1.3% |
74% |
True |
False |
43,365 |
| 10 |
2,425.2 |
2,308.7 |
116.5 |
4.8% |
31.9 |
1.3% |
85% |
True |
False |
45,759 |
| 20 |
2,455.5 |
2,308.7 |
146.8 |
6.1% |
36.6 |
1.5% |
68% |
False |
False |
28,568 |
| 40 |
2,471.3 |
2,199.7 |
271.6 |
11.3% |
39.2 |
1.6% |
77% |
False |
False |
18,423 |
| 60 |
2,471.3 |
2,063.7 |
407.6 |
16.9% |
34.2 |
1.4% |
85% |
False |
False |
13,219 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.1% |
30.6 |
1.3% |
86% |
False |
False |
10,529 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.1% |
29.0 |
1.2% |
86% |
False |
False |
8,777 |
| 120 |
2,471.3 |
2,036.0 |
435.3 |
18.1% |
28.8 |
1.2% |
86% |
False |
False |
7,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.8 |
|
2.618 |
2,496.4 |
|
1.618 |
2,469.2 |
|
1.000 |
2,452.4 |
|
0.618 |
2,442.0 |
|
HIGH |
2,425.2 |
|
0.618 |
2,414.8 |
|
0.500 |
2,411.6 |
|
0.382 |
2,408.4 |
|
LOW |
2,398.0 |
|
0.618 |
2,381.2 |
|
1.000 |
2,370.8 |
|
1.618 |
2,354.0 |
|
2.618 |
2,326.8 |
|
4.250 |
2,282.4 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.6 |
2,403.6 |
| PP |
2,410.5 |
2,399.0 |
| S1 |
2,409.4 |
2,394.3 |
|