| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,377.7 |
2,385.9 |
8.2 |
0.3% |
2,469.1 |
| High |
2,393.4 |
2,409.6 |
16.2 |
0.7% |
2,500.2 |
| Low |
2,372.0 |
2,382.7 |
10.7 |
0.5% |
2,372.0 |
| Close |
2,379.9 |
2,402.5 |
22.6 |
0.9% |
2,379.9 |
| Range |
21.4 |
26.9 |
5.5 |
25.7% |
128.2 |
| ATR |
38.4 |
37.8 |
-0.6 |
-1.6% |
0.0 |
| Volume |
1,705 |
2,826 |
1,121 |
65.7% |
11,776 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.0 |
2,467.6 |
2,417.3 |
|
| R3 |
2,452.1 |
2,440.7 |
2,409.9 |
|
| R2 |
2,425.2 |
2,425.2 |
2,407.4 |
|
| R1 |
2,413.8 |
2,413.8 |
2,405.0 |
2,419.5 |
| PP |
2,398.3 |
2,398.3 |
2,398.3 |
2,401.1 |
| S1 |
2,386.9 |
2,386.9 |
2,400.0 |
2,392.6 |
| S2 |
2,371.4 |
2,371.4 |
2,397.6 |
|
| S3 |
2,344.5 |
2,360.0 |
2,395.1 |
|
| S4 |
2,317.6 |
2,333.1 |
2,387.7 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.0 |
2,719.1 |
2,450.4 |
|
| R3 |
2,673.8 |
2,590.9 |
2,415.2 |
|
| R2 |
2,545.6 |
2,545.6 |
2,403.4 |
|
| R1 |
2,462.7 |
2,462.7 |
2,391.7 |
2,440.1 |
| PP |
2,417.4 |
2,417.4 |
2,417.4 |
2,406.0 |
| S1 |
2,334.5 |
2,334.5 |
2,368.1 |
2,311.9 |
| S2 |
2,289.2 |
2,289.2 |
2,356.4 |
|
| S3 |
2,161.0 |
2,206.3 |
2,344.6 |
|
| S4 |
2,032.8 |
2,078.1 |
2,309.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,483.5 |
2,372.0 |
111.5 |
4.6% |
36.3 |
1.5% |
27% |
False |
False |
2,387 |
| 10 |
2,500.2 |
2,372.0 |
128.2 |
5.3% |
35.7 |
1.5% |
24% |
False |
False |
2,095 |
| 20 |
2,500.2 |
2,329.6 |
170.6 |
7.1% |
35.7 |
1.5% |
43% |
False |
False |
1,589 |
| 40 |
2,500.2 |
2,309.4 |
190.8 |
7.9% |
38.9 |
1.6% |
49% |
False |
False |
1,376 |
| 60 |
2,500.2 |
2,146.4 |
353.8 |
14.7% |
35.0 |
1.5% |
72% |
False |
False |
1,175 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
30.9 |
1.3% |
78% |
False |
False |
1,007 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
28.9 |
1.2% |
78% |
False |
False |
884 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
27.7 |
1.2% |
78% |
False |
False |
816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.9 |
|
2.618 |
2,480.0 |
|
1.618 |
2,453.1 |
|
1.000 |
2,436.5 |
|
0.618 |
2,426.2 |
|
HIGH |
2,409.6 |
|
0.618 |
2,399.3 |
|
0.500 |
2,396.2 |
|
0.382 |
2,393.0 |
|
LOW |
2,382.7 |
|
0.618 |
2,366.1 |
|
1.000 |
2,355.8 |
|
1.618 |
2,339.2 |
|
2.618 |
2,312.3 |
|
4.250 |
2,268.4 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,400.4 |
2,401.9 |
| PP |
2,398.3 |
2,401.3 |
| S1 |
2,396.2 |
2,400.7 |
|