| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
8,419.0 |
8,428.5 |
9.5 |
0.1% |
8,454.5 |
| High |
8,428.0 |
8,428.5 |
0.5 |
0.0% |
8,490.5 |
| Low |
8,401.0 |
8,341.0 |
-60.0 |
-0.7% |
8,454.5 |
| Close |
8,428.0 |
8,400.0 |
-28.0 |
-0.3% |
8,480.0 |
| Range |
27.0 |
87.5 |
60.5 |
224.1% |
36.0 |
| ATR |
42.7 |
45.9 |
3.2 |
7.5% |
0.0 |
| Volume |
13 |
20 |
7 |
53.8% |
79 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,652.5 |
8,613.5 |
8,448.0 |
|
| R3 |
8,565.0 |
8,526.0 |
8,424.0 |
|
| R2 |
8,477.5 |
8,477.5 |
8,416.0 |
|
| R1 |
8,438.5 |
8,438.5 |
8,408.0 |
8,414.0 |
| PP |
8,390.0 |
8,390.0 |
8,390.0 |
8,377.5 |
| S1 |
8,351.0 |
8,351.0 |
8,392.0 |
8,327.0 |
| S2 |
8,302.5 |
8,302.5 |
8,384.0 |
|
| S3 |
8,215.0 |
8,263.5 |
8,376.0 |
|
| S4 |
8,127.5 |
8,176.0 |
8,352.0 |
|
|
| 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 |
8,341.0 |
151.0 |
1.8% |
25.0 |
0.3% |
39% |
False |
True |
8 |
| 10 |
8,492.0 |
8,341.0 |
151.0 |
1.8% |
15.5 |
0.2% |
39% |
False |
True |
12 |
| 20 |
8,492.0 |
8,151.0 |
341.0 |
4.1% |
17.0 |
0.2% |
73% |
False |
False |
7 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.2% |
35.5 |
0.4% |
87% |
False |
False |
9 |
| 60 |
8,492.0 |
7,655.0 |
837.0 |
10.0% |
28.5 |
0.3% |
89% |
False |
False |
8 |
| 80 |
8,492.0 |
7,509.0 |
983.0 |
11.7% |
22.5 |
0.3% |
91% |
False |
False |
6 |
| 100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.2% |
18.0 |
0.2% |
91% |
False |
False |
4 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.2% |
15.0 |
0.2% |
91% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,800.5 |
|
2.618 |
8,657.5 |
|
1.618 |
8,570.0 |
|
1.000 |
8,516.0 |
|
0.618 |
8,482.5 |
|
HIGH |
8,428.5 |
|
0.618 |
8,395.0 |
|
0.500 |
8,385.0 |
|
0.382 |
8,374.5 |
|
LOW |
8,341.0 |
|
0.618 |
8,287.0 |
|
1.000 |
8,253.5 |
|
1.618 |
8,199.5 |
|
2.618 |
8,112.0 |
|
4.250 |
7,969.0 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,395.0 |
8,408.0 |
| PP |
8,390.0 |
8,405.5 |
| S1 |
8,385.0 |
8,403.0 |
|