| 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 |
8,479.0 |
8,482.5 |
3.5 |
0.0% |
8,454.5 |
| High |
8,480.0 |
8,492.0 |
12.0 |
0.1% |
8,490.5 |
| Low |
8,479.0 |
8,482.5 |
3.5 |
0.0% |
8,454.5 |
| Close |
8,480.0 |
8,484.0 |
4.0 |
0.0% |
8,480.0 |
| Range |
1.0 |
9.5 |
8.5 |
850.0% |
36.0 |
| ATR |
45.1 |
42.7 |
-2.4 |
-5.2% |
0.0 |
| Volume |
4 |
3 |
-1 |
-25.0% |
79 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,514.5 |
8,509.0 |
8,489.0 |
|
| R3 |
8,505.0 |
8,499.5 |
8,486.5 |
|
| R2 |
8,495.5 |
8,495.5 |
8,485.5 |
|
| R1 |
8,490.0 |
8,490.0 |
8,485.0 |
8,493.0 |
| PP |
8,486.0 |
8,486.0 |
8,486.0 |
8,487.5 |
| S1 |
8,480.5 |
8,480.5 |
8,483.0 |
8,483.0 |
| S2 |
8,476.5 |
8,476.5 |
8,482.5 |
|
| S3 |
8,467.0 |
8,471.0 |
8,481.5 |
|
| S4 |
8,457.5 |
8,461.5 |
8,479.0 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,583.0 |
8,567.5 |
8,500.0 |
|
| R3 |
8,547.0 |
8,531.5 |
8,490.0 |
|
| R2 |
8,511.0 |
8,511.0 |
8,486.5 |
|
| R1 |
8,495.5 |
8,495.5 |
8,483.5 |
8,503.0 |
| PP |
8,475.0 |
8,475.0 |
8,475.0 |
8,479.0 |
| S1 |
8,459.5 |
8,459.5 |
8,476.5 |
8,467.0 |
| S2 |
8,439.0 |
8,439.0 |
8,473.5 |
|
| S3 |
8,403.0 |
8,423.5 |
8,470.0 |
|
| S4 |
8,367.0 |
8,387.5 |
8,460.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,492.0 |
8,477.5 |
14.5 |
0.2% |
4.0 |
0.0% |
45% |
True |
False |
15 |
| 10 |
8,492.0 |
8,358.0 |
134.0 |
1.6% |
10.0 |
0.1% |
94% |
True |
False |
9 |
| 20 |
8,492.0 |
8,085.5 |
406.5 |
4.8% |
18.5 |
0.2% |
98% |
True |
False |
6 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.1% |
35.5 |
0.4% |
99% |
True |
False |
9 |
| 60 |
8,492.0 |
7,655.0 |
837.0 |
9.9% |
26.5 |
0.3% |
99% |
True |
False |
7 |
| 80 |
8,492.0 |
7,509.0 |
983.0 |
11.6% |
21.0 |
0.2% |
99% |
True |
False |
5 |
| 100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.1% |
16.5 |
0.2% |
99% |
True |
False |
4 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.1% |
14.0 |
0.2% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,532.5 |
|
2.618 |
8,517.0 |
|
1.618 |
8,507.5 |
|
1.000 |
8,501.5 |
|
0.618 |
8,498.0 |
|
HIGH |
8,492.0 |
|
0.618 |
8,488.5 |
|
0.500 |
8,487.0 |
|
0.382 |
8,486.0 |
|
LOW |
8,482.5 |
|
0.618 |
8,476.5 |
|
1.000 |
8,473.0 |
|
1.618 |
8,467.0 |
|
2.618 |
8,457.5 |
|
4.250 |
8,442.0 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,487.0 |
8,485.5 |
| PP |
8,486.0 |
8,485.0 |
| S1 |
8,485.0 |
8,484.5 |
|