| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
5,095.0 |
5,112.0 |
17.0 |
0.3% |
5,119.0 |
| High |
5,105.0 |
5,125.0 |
20.0 |
0.4% |
5,151.0 |
| Low |
5,085.0 |
5,110.0 |
25.0 |
0.5% |
5,085.0 |
| Close |
5,105.0 |
5,120.0 |
15.0 |
0.3% |
5,105.0 |
| Range |
20.0 |
15.0 |
-5.0 |
-25.0% |
66.0 |
| ATR |
47.7 |
45.7 |
-2.0 |
-4.1% |
0.0 |
| Volume |
711 |
212 |
-499 |
-70.2% |
6,129 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,163.3 |
5,156.7 |
5,128.3 |
|
| R3 |
5,148.3 |
5,141.7 |
5,124.1 |
|
| R2 |
5,133.3 |
5,133.3 |
5,122.8 |
|
| R1 |
5,126.7 |
5,126.7 |
5,121.4 |
5,130.0 |
| PP |
5,118.3 |
5,118.3 |
5,118.3 |
5,120.0 |
| S1 |
5,111.7 |
5,111.7 |
5,118.6 |
5,115.0 |
| S2 |
5,103.3 |
5,103.3 |
5,117.3 |
|
| S3 |
5,088.3 |
5,096.7 |
5,115.9 |
|
| S4 |
5,073.3 |
5,081.7 |
5,111.8 |
|
|
| 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% |
27.6 |
0.5% |
53% |
False |
False |
1,259 |
| 10 |
5,151.0 |
4,991.0 |
160.0 |
3.1% |
32.8 |
0.6% |
81% |
False |
False |
2,499 |
| 20 |
5,151.0 |
4,906.0 |
245.0 |
4.8% |
44.7 |
0.9% |
87% |
False |
False |
2,099 |
| 40 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
44.9 |
0.9% |
90% |
False |
False |
1,085 |
| 60 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
33.4 |
0.7% |
90% |
False |
False |
795 |
| 80 |
5,151.0 |
4,578.0 |
573.0 |
11.2% |
25.1 |
0.5% |
95% |
False |
False |
602 |
| 100 |
5,151.0 |
4,397.0 |
754.0 |
14.7% |
20.1 |
0.4% |
96% |
False |
False |
481 |
| 120 |
5,151.0 |
4,363.0 |
788.0 |
15.4% |
16.7 |
0.3% |
96% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,188.8 |
|
2.618 |
5,164.3 |
|
1.618 |
5,149.3 |
|
1.000 |
5,140.0 |
|
0.618 |
5,134.3 |
|
HIGH |
5,125.0 |
|
0.618 |
5,119.3 |
|
0.500 |
5,117.5 |
|
0.382 |
5,115.7 |
|
LOW |
5,110.0 |
|
0.618 |
5,100.7 |
|
1.000 |
5,095.0 |
|
1.618 |
5,085.7 |
|
2.618 |
5,070.7 |
|
4.250 |
5,046.3 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,119.2 |
5,119.3 |
| PP |
5,118.3 |
5,118.7 |
| S1 |
5,117.5 |
5,118.0 |
|