| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,445.7 |
2,453.9 |
8.2 |
0.3% |
2,392.1 |
| High |
2,477.0 |
2,461.2 |
-15.8 |
-0.6% |
2,450.1 |
| Low |
2,434.4 |
2,431.8 |
-2.6 |
-0.1% |
2,360.4 |
| Close |
2,461.7 |
2,449.1 |
-12.6 |
-0.5% |
2,440.4 |
| Range |
42.6 |
29.4 |
-13.2 |
-31.0% |
89.7 |
| ATR |
38.5 |
37.9 |
-0.6 |
-1.6% |
0.0 |
| Volume |
46,928 |
42,504 |
-4,424 |
-9.4% |
172,900 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.6 |
2,521.7 |
2,465.3 |
|
| R3 |
2,506.2 |
2,492.3 |
2,457.2 |
|
| R2 |
2,476.8 |
2,476.8 |
2,454.5 |
|
| R1 |
2,462.9 |
2,462.9 |
2,451.8 |
2,455.2 |
| PP |
2,447.4 |
2,447.4 |
2,447.4 |
2,443.5 |
| S1 |
2,433.5 |
2,433.5 |
2,446.4 |
2,425.8 |
| S2 |
2,418.0 |
2,418.0 |
2,443.7 |
|
| S3 |
2,388.6 |
2,404.1 |
2,441.0 |
|
| S4 |
2,359.2 |
2,374.7 |
2,432.9 |
|
|
| 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 |
2,379.8 |
97.2 |
4.0% |
37.4 |
1.5% |
71% |
False |
False |
36,061 |
| 10 |
2,477.0 |
2,333.7 |
143.3 |
5.9% |
33.5 |
1.4% |
81% |
False |
False |
45,421 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
6.9% |
34.9 |
1.4% |
83% |
False |
False |
33,330 |
| 40 |
2,477.0 |
2,210.1 |
266.9 |
10.9% |
39.8 |
1.6% |
90% |
False |
False |
21,193 |
| 60 |
2,477.0 |
2,072.9 |
404.1 |
16.5% |
35.3 |
1.4% |
93% |
False |
False |
15,173 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.0% |
31.5 |
1.3% |
94% |
False |
False |
11,991 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.0% |
29.6 |
1.2% |
94% |
False |
False |
9,973 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.0% |
29.4 |
1.2% |
94% |
False |
False |
8,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.2 |
|
2.618 |
2,538.2 |
|
1.618 |
2,508.8 |
|
1.000 |
2,490.6 |
|
0.618 |
2,479.4 |
|
HIGH |
2,461.2 |
|
0.618 |
2,450.0 |
|
0.500 |
2,446.5 |
|
0.382 |
2,443.0 |
|
LOW |
2,431.8 |
|
0.618 |
2,413.6 |
|
1.000 |
2,402.4 |
|
1.618 |
2,384.2 |
|
2.618 |
2,354.8 |
|
4.250 |
2,306.9 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,448.2 |
2,445.7 |
| PP |
2,447.4 |
2,442.3 |
| S1 |
2,446.5 |
2,438.9 |
|