| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,403.6 |
2,445.7 |
42.1 |
1.8% |
2,392.1 |
| High |
2,450.1 |
2,477.0 |
26.9 |
1.1% |
2,450.1 |
| Low |
2,400.8 |
2,434.4 |
33.6 |
1.4% |
2,360.4 |
| Close |
2,440.4 |
2,461.7 |
21.3 |
0.9% |
2,440.4 |
| Range |
49.3 |
42.6 |
-6.7 |
-13.6% |
89.7 |
| ATR |
38.2 |
38.5 |
0.3 |
0.8% |
0.0 |
| Volume |
33,343 |
46,928 |
13,585 |
40.7% |
172,900 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,585.5 |
2,566.2 |
2,485.1 |
|
| R3 |
2,542.9 |
2,523.6 |
2,473.4 |
|
| R2 |
2,500.3 |
2,500.3 |
2,469.5 |
|
| R1 |
2,481.0 |
2,481.0 |
2,465.6 |
2,490.7 |
| PP |
2,457.7 |
2,457.7 |
2,457.7 |
2,462.5 |
| S1 |
2,438.4 |
2,438.4 |
2,457.8 |
2,448.1 |
| S2 |
2,415.1 |
2,415.1 |
2,453.9 |
|
| S3 |
2,372.5 |
2,395.8 |
2,450.0 |
|
| S4 |
2,329.9 |
2,353.2 |
2,438.3 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.1 |
2,652.9 |
2,489.7 |
|
| R3 |
2,596.4 |
2,563.2 |
2,465.1 |
|
| R2 |
2,506.7 |
2,506.7 |
2,456.8 |
|
| R1 |
2,473.5 |
2,473.5 |
2,448.6 |
2,490.1 |
| PP |
2,417.0 |
2,417.0 |
2,417.0 |
2,425.3 |
| S1 |
2,383.8 |
2,383.8 |
2,432.2 |
2,400.4 |
| S2 |
2,327.3 |
2,327.3 |
2,424.0 |
|
| S3 |
2,237.6 |
2,294.1 |
2,415.7 |
|
| S4 |
2,147.9 |
2,204.4 |
2,391.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.0 |
2,363.4 |
113.6 |
4.6% |
36.4 |
1.5% |
87% |
True |
False |
32,152 |
| 10 |
2,477.0 |
2,333.7 |
143.3 |
5.8% |
32.6 |
1.3% |
89% |
True |
False |
48,583 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
6.8% |
35.6 |
1.4% |
91% |
True |
False |
31,727 |
| 40 |
2,477.0 |
2,205.8 |
271.2 |
11.0% |
39.5 |
1.6% |
94% |
True |
False |
20,222 |
| 60 |
2,477.0 |
2,072.9 |
404.1 |
16.4% |
35.0 |
1.4% |
96% |
True |
False |
14,496 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
17.9% |
31.2 |
1.3% |
97% |
True |
False |
11,474 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
17.9% |
29.5 |
1.2% |
97% |
True |
False |
9,558 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
17.9% |
29.4 |
1.2% |
97% |
True |
False |
8,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.1 |
|
2.618 |
2,588.5 |
|
1.618 |
2,545.9 |
|
1.000 |
2,519.6 |
|
0.618 |
2,503.3 |
|
HIGH |
2,477.0 |
|
0.618 |
2,460.7 |
|
0.500 |
2,455.7 |
|
0.382 |
2,450.7 |
|
LOW |
2,434.4 |
|
0.618 |
2,408.1 |
|
1.000 |
2,391.8 |
|
1.618 |
2,365.5 |
|
2.618 |
2,322.9 |
|
4.250 |
2,253.4 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,459.7 |
2,453.6 |
| PP |
2,457.7 |
2,445.6 |
| S1 |
2,455.7 |
2,437.5 |
|