| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
5,151.0 |
5,095.0 |
-56.0 |
-1.1% |
5,119.0 |
| High |
5,151.0 |
5,105.0 |
-46.0 |
-0.9% |
5,151.0 |
| Low |
5,100.0 |
5,085.0 |
-15.0 |
-0.3% |
5,085.0 |
| Close |
5,113.0 |
5,105.0 |
-8.0 |
-0.2% |
5,105.0 |
| Range |
51.0 |
20.0 |
-31.0 |
-60.8% |
66.0 |
| ATR |
49.2 |
47.7 |
-1.5 |
-3.1% |
0.0 |
| Volume |
5,344 |
711 |
-4,633 |
-86.7% |
6,129 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,158.3 |
5,151.7 |
5,116.0 |
|
| R3 |
5,138.3 |
5,131.7 |
5,110.5 |
|
| R2 |
5,118.3 |
5,118.3 |
5,108.7 |
|
| R1 |
5,111.7 |
5,111.7 |
5,106.8 |
5,115.0 |
| PP |
5,098.3 |
5,098.3 |
5,098.3 |
5,100.0 |
| S1 |
5,091.7 |
5,091.7 |
5,103.2 |
5,095.0 |
| S2 |
5,078.3 |
5,078.3 |
5,101.3 |
|
| S3 |
5,058.3 |
5,071.7 |
5,099.5 |
|
| S4 |
5,038.3 |
5,051.7 |
5,094.0 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,311.7 |
5,274.3 |
5,141.3 |
|
| R3 |
5,245.7 |
5,208.3 |
5,123.2 |
|
| R2 |
5,179.7 |
5,179.7 |
5,117.1 |
|
| R1 |
5,142.3 |
5,142.3 |
5,111.1 |
5,128.0 |
| PP |
5,113.7 |
5,113.7 |
5,113.7 |
5,106.5 |
| S1 |
5,076.3 |
5,076.3 |
5,099.0 |
5,062.0 |
| S2 |
5,047.7 |
5,047.7 |
5,092.9 |
|
| S3 |
4,981.7 |
5,010.3 |
5,086.9 |
|
| S4 |
4,915.7 |
4,944.3 |
5,068.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,151.0 |
5,085.0 |
66.0 |
1.3% |
27.8 |
0.5% |
30% |
False |
True |
1,225 |
| 10 |
5,151.0 |
4,944.0 |
207.0 |
4.1% |
36.1 |
0.7% |
78% |
False |
False |
3,993 |
| 20 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
47.7 |
0.9% |
85% |
False |
False |
2,104 |
| 40 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
44.7 |
0.9% |
85% |
False |
False |
1,082 |
| 60 |
5,151.0 |
4,771.0 |
380.0 |
7.4% |
33.2 |
0.6% |
88% |
False |
False |
792 |
| 80 |
5,151.0 |
4,561.0 |
590.0 |
11.6% |
24.9 |
0.5% |
92% |
False |
False |
599 |
| 100 |
5,151.0 |
4,397.0 |
754.0 |
14.8% |
19.9 |
0.4% |
94% |
False |
False |
479 |
| 120 |
5,151.0 |
4,363.0 |
788.0 |
15.4% |
16.6 |
0.3% |
94% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,190.0 |
|
2.618 |
5,157.4 |
|
1.618 |
5,137.4 |
|
1.000 |
5,125.0 |
|
0.618 |
5,117.4 |
|
HIGH |
5,105.0 |
|
0.618 |
5,097.4 |
|
0.500 |
5,095.0 |
|
0.382 |
5,092.6 |
|
LOW |
5,085.0 |
|
0.618 |
5,072.6 |
|
1.000 |
5,065.0 |
|
1.618 |
5,052.6 |
|
2.618 |
5,032.6 |
|
4.250 |
5,000.0 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,101.7 |
5,118.0 |
| PP |
5,098.3 |
5,113.7 |
| S1 |
5,095.0 |
5,109.3 |
|