| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,501.1 |
2,494.0 |
-7.1 |
-0.3% |
2,434.9 |
| High |
2,508.2 |
2,499.2 |
-9.0 |
-0.4% |
2,496.3 |
| Low |
2,479.2 |
2,447.5 |
-31.7 |
-1.3% |
2,406.2 |
| Close |
2,495.9 |
2,462.1 |
-33.8 |
-1.4% |
2,486.4 |
| Range |
29.0 |
51.7 |
22.7 |
78.3% |
90.1 |
| ATR |
37.7 |
38.7 |
1.0 |
2.7% |
0.0 |
| Volume |
3,483 |
3,280 |
-203 |
-5.8% |
10,501 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.7 |
2,595.1 |
2,490.5 |
|
| R3 |
2,573.0 |
2,543.4 |
2,476.3 |
|
| R2 |
2,521.3 |
2,521.3 |
2,471.6 |
|
| R1 |
2,491.7 |
2,491.7 |
2,466.8 |
2,480.7 |
| PP |
2,469.6 |
2,469.6 |
2,469.6 |
2,464.1 |
| S1 |
2,440.0 |
2,440.0 |
2,457.4 |
2,429.0 |
| S2 |
2,417.9 |
2,417.9 |
2,452.6 |
|
| S3 |
2,366.2 |
2,388.3 |
2,447.9 |
|
| S4 |
2,314.5 |
2,336.6 |
2,433.7 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.3 |
2,699.9 |
2,536.0 |
|
| R3 |
2,643.2 |
2,609.8 |
2,511.2 |
|
| R2 |
2,553.1 |
2,553.1 |
2,502.9 |
|
| R1 |
2,519.7 |
2,519.7 |
2,494.7 |
2,536.4 |
| PP |
2,463.0 |
2,463.0 |
2,463.0 |
2,471.3 |
| S1 |
2,429.6 |
2,429.6 |
2,478.1 |
2,446.3 |
| S2 |
2,372.9 |
2,372.9 |
2,469.9 |
|
| S3 |
2,282.8 |
2,339.5 |
2,461.6 |
|
| S4 |
2,192.7 |
2,249.4 |
2,436.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,524.0 |
2,443.9 |
80.1 |
3.3% |
40.0 |
1.6% |
23% |
False |
False |
3,275 |
| 10 |
2,524.0 |
2,381.4 |
142.6 |
5.8% |
36.8 |
1.5% |
57% |
False |
False |
2,863 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
7.0% |
36.0 |
1.5% |
64% |
False |
False |
2,791 |
| 40 |
2,524.0 |
2,252.5 |
271.5 |
11.0% |
39.8 |
1.6% |
77% |
False |
False |
2,602 |
| 60 |
2,524.0 |
2,107.2 |
416.8 |
16.9% |
35.7 |
1.4% |
85% |
False |
False |
2,155 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.4% |
31.4 |
1.3% |
86% |
False |
False |
1,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.9 |
|
2.618 |
2,634.6 |
|
1.618 |
2,582.9 |
|
1.000 |
2,550.9 |
|
0.618 |
2,531.2 |
|
HIGH |
2,499.2 |
|
0.618 |
2,479.5 |
|
0.500 |
2,473.4 |
|
0.382 |
2,467.2 |
|
LOW |
2,447.5 |
|
0.618 |
2,415.5 |
|
1.000 |
2,395.8 |
|
1.618 |
2,363.8 |
|
2.618 |
2,312.1 |
|
4.250 |
2,227.8 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.4 |
2,485.8 |
| PP |
2,469.6 |
2,477.9 |
| S1 |
2,465.9 |
2,470.0 |
|