| 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 |
2,428.3 |
2,469.1 |
40.8 |
1.7% |
2,412.7 |
| High |
2,471.6 |
2,500.2 |
28.6 |
1.2% |
2,471.6 |
| Low |
2,423.5 |
2,457.9 |
34.4 |
1.4% |
2,383.5 |
| Close |
2,463.4 |
2,485.1 |
21.7 |
0.9% |
2,463.4 |
| Range |
48.1 |
42.3 |
-5.8 |
-12.1% |
88.1 |
| ATR |
37.1 |
37.4 |
0.4 |
1.0% |
0.0 |
| Volume |
1,472 |
2,663 |
1,191 |
80.9% |
6,902 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,608.0 |
2,588.8 |
2,508.4 |
|
| R3 |
2,565.7 |
2,546.5 |
2,496.7 |
|
| R2 |
2,523.4 |
2,523.4 |
2,492.9 |
|
| R1 |
2,504.2 |
2,504.2 |
2,489.0 |
2,513.8 |
| PP |
2,481.1 |
2,481.1 |
2,481.1 |
2,485.9 |
| S1 |
2,461.9 |
2,461.9 |
2,481.2 |
2,471.5 |
| S2 |
2,438.8 |
2,438.8 |
2,477.3 |
|
| S3 |
2,396.5 |
2,419.6 |
2,473.5 |
|
| S4 |
2,354.2 |
2,377.3 |
2,461.8 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.8 |
2,671.7 |
2,511.9 |
|
| R3 |
2,615.7 |
2,583.6 |
2,487.6 |
|
| R2 |
2,527.6 |
2,527.6 |
2,479.6 |
|
| R1 |
2,495.5 |
2,495.5 |
2,471.5 |
2,511.6 |
| PP |
2,439.5 |
2,439.5 |
2,439.5 |
2,447.5 |
| S1 |
2,407.4 |
2,407.4 |
2,455.3 |
2,423.5 |
| S2 |
2,351.4 |
2,351.4 |
2,447.2 |
|
| S3 |
2,263.3 |
2,319.3 |
2,439.2 |
|
| S4 |
2,175.2 |
2,231.2 |
2,414.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,500.2 |
2,387.4 |
112.8 |
4.5% |
35.2 |
1.4% |
87% |
True |
False |
1,802 |
| 10 |
2,500.2 |
2,357.4 |
142.8 |
5.7% |
31.3 |
1.3% |
89% |
True |
False |
1,444 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
6.9% |
34.4 |
1.4% |
91% |
True |
False |
1,193 |
| 40 |
2,500.2 |
2,225.9 |
274.3 |
11.0% |
38.0 |
1.5% |
94% |
True |
False |
1,193 |
| 60 |
2,500.2 |
2,090.6 |
409.6 |
16.5% |
33.6 |
1.4% |
96% |
True |
False |
1,020 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.0% |
30.0 |
1.2% |
97% |
True |
False |
888 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.0% |
28.2 |
1.1% |
97% |
True |
False |
788 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.0% |
28.0 |
1.1% |
97% |
True |
False |
737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.0 |
|
2.618 |
2,610.9 |
|
1.618 |
2,568.6 |
|
1.000 |
2,542.5 |
|
0.618 |
2,526.3 |
|
HIGH |
2,500.2 |
|
0.618 |
2,484.0 |
|
0.500 |
2,479.1 |
|
0.382 |
2,474.1 |
|
LOW |
2,457.9 |
|
0.618 |
2,431.8 |
|
1.000 |
2,415.6 |
|
1.618 |
2,389.5 |
|
2.618 |
2,347.2 |
|
4.250 |
2,278.1 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,483.1 |
2,477.1 |
| PP |
2,481.1 |
2,469.0 |
| S1 |
2,479.1 |
2,461.0 |
|