| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,405.3 |
2,352.5 |
-52.8 |
-2.2% |
2,445.7 |
| High |
2,407.9 |
2,371.3 |
-36.6 |
-1.5% |
2,477.0 |
| Low |
2,350.5 |
2,348.7 |
-1.8 |
-0.1% |
2,348.7 |
| Close |
2,359.7 |
2,356.9 |
-2.8 |
-0.1% |
2,356.9 |
| Range |
57.4 |
22.6 |
-34.8 |
-60.6% |
128.3 |
| ATR |
40.8 |
39.5 |
-1.3 |
-3.2% |
0.0 |
| Volume |
64,704 |
48,414 |
-16,290 |
-25.2% |
253,095 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.8 |
2,414.4 |
2,369.3 |
|
| R3 |
2,404.2 |
2,391.8 |
2,363.1 |
|
| R2 |
2,381.6 |
2,381.6 |
2,361.0 |
|
| R1 |
2,369.2 |
2,369.2 |
2,359.0 |
2,375.4 |
| PP |
2,359.0 |
2,359.0 |
2,359.0 |
2,362.1 |
| S1 |
2,346.6 |
2,346.6 |
2,354.8 |
2,352.8 |
| S2 |
2,336.4 |
2,336.4 |
2,352.8 |
|
| S3 |
2,313.8 |
2,324.0 |
2,350.7 |
|
| S4 |
2,291.2 |
2,301.4 |
2,344.5 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.1 |
2,696.3 |
2,427.5 |
|
| R3 |
2,650.8 |
2,568.0 |
2,392.2 |
|
| R2 |
2,522.5 |
2,522.5 |
2,380.4 |
|
| R1 |
2,439.7 |
2,439.7 |
2,368.7 |
2,417.0 |
| PP |
2,394.2 |
2,394.2 |
2,394.2 |
2,382.8 |
| S1 |
2,311.4 |
2,311.4 |
2,345.1 |
2,288.7 |
| S2 |
2,265.9 |
2,265.9 |
2,333.4 |
|
| S3 |
2,137.6 |
2,183.1 |
2,321.6 |
|
| S4 |
2,009.3 |
2,054.8 |
2,286.3 |
|
|
| 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 |
2,348.7 |
128.3 |
5.4% |
40.9 |
1.7% |
6% |
False |
True |
50,619 |
| 10 |
2,477.0 |
2,348.7 |
128.3 |
5.4% |
37.7 |
1.6% |
6% |
False |
True |
42,599 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
36.9 |
1.6% |
29% |
False |
False |
40,256 |
| 40 |
2,477.0 |
2,269.6 |
207.4 |
8.8% |
40.5 |
1.7% |
42% |
False |
False |
24,881 |
| 60 |
2,477.0 |
2,086.0 |
391.0 |
16.6% |
36.8 |
1.6% |
69% |
False |
False |
17,830 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
32.4 |
1.4% |
73% |
False |
False |
13,937 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
30.4 |
1.3% |
73% |
False |
False |
11,573 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
29.9 |
1.3% |
73% |
False |
False |
9,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.4 |
|
2.618 |
2,430.5 |
|
1.618 |
2,407.9 |
|
1.000 |
2,393.9 |
|
0.618 |
2,385.3 |
|
HIGH |
2,371.3 |
|
0.618 |
2,362.7 |
|
0.500 |
2,360.0 |
|
0.382 |
2,357.3 |
|
LOW |
2,348.7 |
|
0.618 |
2,334.7 |
|
1.000 |
2,326.1 |
|
1.618 |
2,312.1 |
|
2.618 |
2,289.5 |
|
4.250 |
2,252.7 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,360.0 |
2,401.0 |
| PP |
2,359.0 |
2,386.3 |
| S1 |
2,357.9 |
2,371.6 |
|