| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,352.5 |
2,359.8 |
7.3 |
0.3% |
2,445.7 |
| High |
2,371.3 |
2,388.0 |
16.7 |
0.7% |
2,477.0 |
| Low |
2,348.7 |
2,356.4 |
7.7 |
0.3% |
2,348.7 |
| Close |
2,356.9 |
2,379.3 |
22.4 |
1.0% |
2,356.9 |
| Range |
22.6 |
31.6 |
9.0 |
39.8% |
128.3 |
| ATR |
39.5 |
39.0 |
-0.6 |
-1.4% |
0.0 |
| Volume |
48,414 |
129,151 |
80,737 |
166.8% |
253,095 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.4 |
2,455.9 |
2,396.7 |
|
| R3 |
2,437.8 |
2,424.3 |
2,388.0 |
|
| R2 |
2,406.2 |
2,406.2 |
2,385.1 |
|
| R1 |
2,392.7 |
2,392.7 |
2,382.2 |
2,399.5 |
| PP |
2,374.6 |
2,374.6 |
2,374.6 |
2,377.9 |
| S1 |
2,361.1 |
2,361.1 |
2,376.4 |
2,367.9 |
| S2 |
2,343.0 |
2,343.0 |
2,373.5 |
|
| S3 |
2,311.4 |
2,329.5 |
2,370.6 |
|
| S4 |
2,279.8 |
2,297.9 |
2,361.9 |
|
|
| 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 |
2,461.2 |
2,348.7 |
112.5 |
4.7% |
38.7 |
1.6% |
27% |
False |
False |
67,063 |
| 10 |
2,477.0 |
2,348.7 |
128.3 |
5.4% |
37.6 |
1.6% |
24% |
False |
False |
49,607 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
37.2 |
1.6% |
42% |
False |
False |
46,256 |
| 40 |
2,477.0 |
2,288.0 |
189.0 |
7.9% |
40.3 |
1.7% |
48% |
False |
False |
27,916 |
| 60 |
2,477.0 |
2,127.0 |
350.0 |
14.7% |
36.5 |
1.5% |
72% |
False |
False |
19,908 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.5% |
32.3 |
1.4% |
78% |
False |
False |
15,523 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.5% |
30.4 |
1.3% |
78% |
False |
False |
12,841 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.5% |
29.2 |
1.2% |
78% |
False |
False |
11,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.3 |
|
2.618 |
2,470.7 |
|
1.618 |
2,439.1 |
|
1.000 |
2,419.6 |
|
0.618 |
2,407.5 |
|
HIGH |
2,388.0 |
|
0.618 |
2,375.9 |
|
0.500 |
2,372.2 |
|
0.382 |
2,368.5 |
|
LOW |
2,356.4 |
|
0.618 |
2,336.9 |
|
1.000 |
2,324.8 |
|
1.618 |
2,305.3 |
|
2.618 |
2,273.7 |
|
4.250 |
2,222.1 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,376.9 |
2,379.0 |
| PP |
2,374.6 |
2,378.6 |
| S1 |
2,372.2 |
2,378.3 |
|