| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,361.0 |
2,364.5 |
3.5 |
0.1% |
2,359.8 |
| High |
2,373.7 |
2,381.2 |
7.5 |
0.3% |
2,388.0 |
| Low |
2,343.3 |
2,341.1 |
-2.2 |
-0.1% |
2,341.1 |
| Close |
2,366.5 |
2,345.8 |
-20.7 |
-0.9% |
2,345.8 |
| Range |
30.4 |
40.1 |
9.7 |
31.9% |
46.9 |
| ATR |
37.7 |
37.9 |
0.2 |
0.5% |
0.0 |
| Volume |
188,892 |
183,406 |
-5,486 |
-2.9% |
673,504 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.3 |
2,451.2 |
2,367.9 |
|
| R3 |
2,436.2 |
2,411.1 |
2,356.8 |
|
| R2 |
2,396.1 |
2,396.1 |
2,353.2 |
|
| R1 |
2,371.0 |
2,371.0 |
2,349.5 |
2,363.5 |
| PP |
2,356.0 |
2,356.0 |
2,356.0 |
2,352.3 |
| S1 |
2,330.9 |
2,330.9 |
2,342.1 |
2,323.4 |
| S2 |
2,315.9 |
2,315.9 |
2,338.4 |
|
| S3 |
2,275.8 |
2,290.8 |
2,334.8 |
|
| S4 |
2,235.7 |
2,250.7 |
2,323.7 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.0 |
2,469.3 |
2,371.6 |
|
| R3 |
2,452.1 |
2,422.4 |
2,358.7 |
|
| R2 |
2,405.2 |
2,405.2 |
2,354.4 |
|
| R1 |
2,375.5 |
2,375.5 |
2,350.1 |
2,366.9 |
| PP |
2,358.3 |
2,358.3 |
2,358.3 |
2,354.0 |
| S1 |
2,328.6 |
2,328.6 |
2,341.5 |
2,320.0 |
| S2 |
2,311.4 |
2,311.4 |
2,337.2 |
|
| S3 |
2,264.5 |
2,281.7 |
2,332.9 |
|
| S4 |
2,217.6 |
2,234.8 |
2,320.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,388.0 |
2,341.1 |
46.9 |
2.0% |
30.8 |
1.3% |
10% |
False |
True |
144,383 |
| 10 |
2,477.0 |
2,341.1 |
135.9 |
5.8% |
38.5 |
1.6% |
3% |
False |
True |
95,994 |
| 20 |
2,477.0 |
2,308.7 |
168.3 |
7.2% |
35.2 |
1.5% |
22% |
False |
False |
70,876 |
| 40 |
2,477.0 |
2,307.3 |
169.7 |
7.2% |
40.5 |
1.7% |
23% |
False |
False |
41,028 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.2% |
36.5 |
1.6% |
54% |
False |
False |
28,831 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
32.7 |
1.4% |
70% |
False |
False |
22,233 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
30.6 |
1.3% |
70% |
False |
False |
18,233 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
29.5 |
1.3% |
70% |
False |
False |
15,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.6 |
|
2.618 |
2,486.2 |
|
1.618 |
2,446.1 |
|
1.000 |
2,421.3 |
|
0.618 |
2,406.0 |
|
HIGH |
2,381.2 |
|
0.618 |
2,365.9 |
|
0.500 |
2,361.2 |
|
0.382 |
2,356.4 |
|
LOW |
2,341.1 |
|
0.618 |
2,316.3 |
|
1.000 |
2,301.0 |
|
1.618 |
2,276.2 |
|
2.618 |
2,236.1 |
|
4.250 |
2,170.7 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.2 |
2,363.6 |
| PP |
2,356.0 |
2,357.6 |
| S1 |
2,350.9 |
2,351.7 |
|