| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,400.0 |
2,412.7 |
12.7 |
0.5% |
2,355.7 |
| High |
2,430.0 |
2,415.4 |
-14.6 |
-0.6% |
2,430.0 |
| Low |
2,399.7 |
2,383.5 |
-16.2 |
-0.7% |
2,345.0 |
| Close |
2,420.4 |
2,388.3 |
-32.1 |
-1.3% |
2,420.4 |
| Range |
30.3 |
31.9 |
1.6 |
5.3% |
85.0 |
| ATR |
38.2 |
38.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,536 |
552 |
-984 |
-64.1% |
6,417 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.4 |
2,471.8 |
2,405.8 |
|
| R3 |
2,459.5 |
2,439.9 |
2,397.1 |
|
| R2 |
2,427.6 |
2,427.6 |
2,394.1 |
|
| R1 |
2,408.0 |
2,408.0 |
2,391.2 |
2,401.9 |
| PP |
2,395.7 |
2,395.7 |
2,395.7 |
2,392.7 |
| S1 |
2,376.1 |
2,376.1 |
2,385.4 |
2,370.0 |
| S2 |
2,363.8 |
2,363.8 |
2,382.5 |
|
| S3 |
2,331.9 |
2,344.2 |
2,379.5 |
|
| S4 |
2,300.0 |
2,312.3 |
2,370.8 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.5 |
2,621.9 |
2,467.2 |
|
| R3 |
2,568.5 |
2,536.9 |
2,443.8 |
|
| R2 |
2,483.5 |
2,483.5 |
2,436.0 |
|
| R1 |
2,451.9 |
2,451.9 |
2,428.2 |
2,467.7 |
| PP |
2,398.5 |
2,398.5 |
2,398.5 |
2,406.4 |
| S1 |
2,366.9 |
2,366.9 |
2,412.6 |
2,382.7 |
| S2 |
2,313.5 |
2,313.5 |
2,404.8 |
|
| S3 |
2,228.5 |
2,281.9 |
2,397.0 |
|
| S4 |
2,143.5 |
2,196.9 |
2,373.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,430.0 |
2,357.4 |
72.6 |
3.0% |
27.4 |
1.1% |
43% |
False |
False |
1,087 |
| 10 |
2,430.0 |
2,329.6 |
100.4 |
4.2% |
35.7 |
1.5% |
58% |
False |
False |
1,083 |
| 20 |
2,477.4 |
2,329.6 |
147.8 |
6.2% |
36.2 |
1.5% |
40% |
False |
False |
966 |
| 40 |
2,492.0 |
2,210.4 |
281.6 |
11.8% |
37.2 |
1.6% |
63% |
False |
False |
1,046 |
| 60 |
2,492.0 |
2,064.0 |
428.0 |
17.9% |
32.1 |
1.3% |
76% |
False |
False |
902 |
| 80 |
2,492.0 |
2,054.0 |
438.0 |
18.3% |
28.9 |
1.2% |
76% |
False |
False |
794 |
| 100 |
2,492.0 |
2,054.0 |
438.0 |
18.3% |
27.2 |
1.1% |
76% |
False |
False |
710 |
| 120 |
2,492.0 |
2,054.0 |
438.0 |
18.3% |
27.3 |
1.1% |
76% |
False |
False |
676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.0 |
|
2.618 |
2,498.9 |
|
1.618 |
2,467.0 |
|
1.000 |
2,447.3 |
|
0.618 |
2,435.1 |
|
HIGH |
2,415.4 |
|
0.618 |
2,403.2 |
|
0.500 |
2,399.5 |
|
0.382 |
2,395.7 |
|
LOW |
2,383.5 |
|
0.618 |
2,363.8 |
|
1.000 |
2,351.6 |
|
1.618 |
2,331.9 |
|
2.618 |
2,300.0 |
|
4.250 |
2,247.9 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,399.5 |
2,394.3 |
| PP |
2,395.7 |
2,392.3 |
| S1 |
2,392.0 |
2,390.3 |
|