| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,448.3 |
2,405.3 |
-43.0 |
-1.8% |
2,392.1 |
| High |
2,453.3 |
2,407.9 |
-45.4 |
-1.9% |
2,450.1 |
| Low |
2,400.8 |
2,350.5 |
-50.3 |
-2.1% |
2,360.4 |
| Close |
2,415.7 |
2,359.7 |
-56.0 |
-2.3% |
2,440.4 |
| Range |
52.5 |
57.4 |
4.9 |
9.3% |
89.7 |
| ATR |
39.0 |
40.8 |
1.9 |
4.8% |
0.0 |
| Volume |
50,545 |
64,704 |
14,159 |
28.0% |
172,900 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.9 |
2,509.7 |
2,391.3 |
|
| R3 |
2,487.5 |
2,452.3 |
2,375.5 |
|
| R2 |
2,430.1 |
2,430.1 |
2,370.2 |
|
| R1 |
2,394.9 |
2,394.9 |
2,365.0 |
2,383.8 |
| PP |
2,372.7 |
2,372.7 |
2,372.7 |
2,367.2 |
| S1 |
2,337.5 |
2,337.5 |
2,354.4 |
2,326.4 |
| S2 |
2,315.3 |
2,315.3 |
2,349.2 |
|
| S3 |
2,257.9 |
2,280.1 |
2,343.9 |
|
| S4 |
2,200.5 |
2,222.7 |
2,328.1 |
|
|
| 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 |
2,350.5 |
126.5 |
5.4% |
46.2 |
2.0% |
7% |
False |
True |
47,604 |
| 10 |
2,477.0 |
2,350.5 |
126.5 |
5.4% |
38.7 |
1.6% |
7% |
False |
True |
45,484 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
37.1 |
1.6% |
30% |
False |
False |
38,242 |
| 40 |
2,477.0 |
2,227.5 |
249.5 |
10.6% |
41.1 |
1.7% |
53% |
False |
False |
23,848 |
| 60 |
2,477.0 |
2,075.0 |
402.0 |
17.0% |
36.8 |
1.6% |
71% |
False |
False |
17,047 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
32.4 |
1.4% |
73% |
False |
False |
13,374 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
30.4 |
1.3% |
73% |
False |
False |
11,103 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
30.0 |
1.3% |
73% |
False |
False |
9,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.9 |
|
2.618 |
2,558.2 |
|
1.618 |
2,500.8 |
|
1.000 |
2,465.3 |
|
0.618 |
2,443.4 |
|
HIGH |
2,407.9 |
|
0.618 |
2,386.0 |
|
0.500 |
2,379.2 |
|
0.382 |
2,372.4 |
|
LOW |
2,350.5 |
|
0.618 |
2,315.0 |
|
1.000 |
2,293.1 |
|
1.618 |
2,257.6 |
|
2.618 |
2,200.2 |
|
4.250 |
2,106.6 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,379.2 |
2,405.9 |
| PP |
2,372.7 |
2,390.5 |
| S1 |
2,366.2 |
2,375.1 |
|