| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,452.8 |
2,400.6 |
-52.2 |
-2.1% |
2,492.3 |
| High |
2,454.4 |
2,416.6 |
-37.8 |
-1.5% |
2,524.0 |
| Low |
2,397.7 |
2,395.2 |
-2.5 |
-0.1% |
2,395.2 |
| Close |
2,405.9 |
2,403.2 |
-2.7 |
-0.1% |
2,403.2 |
| Range |
56.7 |
21.4 |
-35.3 |
-62.3% |
128.8 |
| ATR |
40.5 |
39.1 |
-1.4 |
-3.4% |
0.0 |
| Volume |
4,669 |
5,179 |
510 |
10.9% |
22,713 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.2 |
2,457.6 |
2,415.0 |
|
| R3 |
2,447.8 |
2,436.2 |
2,409.1 |
|
| R2 |
2,426.4 |
2,426.4 |
2,407.1 |
|
| R1 |
2,414.8 |
2,414.8 |
2,405.2 |
2,420.6 |
| PP |
2,405.0 |
2,405.0 |
2,405.0 |
2,407.9 |
| S1 |
2,393.4 |
2,393.4 |
2,401.2 |
2,399.2 |
| S2 |
2,383.6 |
2,383.6 |
2,399.3 |
|
| S3 |
2,362.2 |
2,372.0 |
2,397.3 |
|
| S4 |
2,340.8 |
2,350.6 |
2,391.4 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.2 |
2,744.0 |
2,474.0 |
|
| R3 |
2,698.4 |
2,615.2 |
2,438.6 |
|
| R2 |
2,569.6 |
2,569.6 |
2,426.8 |
|
| R1 |
2,486.4 |
2,486.4 |
2,415.0 |
2,463.6 |
| PP |
2,440.8 |
2,440.8 |
2,440.8 |
2,429.4 |
| S1 |
2,357.6 |
2,357.6 |
2,391.4 |
2,334.8 |
| S2 |
2,312.0 |
2,312.0 |
2,379.6 |
|
| S3 |
2,183.2 |
2,228.8 |
2,367.8 |
|
| S4 |
2,054.4 |
2,100.0 |
2,332.4 |
|
|
| 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 |
2,395.2 |
128.8 |
5.4% |
40.2 |
1.7% |
6% |
False |
True |
4,542 |
| 10 |
2,524.0 |
2,395.2 |
128.8 |
5.4% |
37.3 |
1.6% |
6% |
False |
True |
3,321 |
| 20 |
2,524.0 |
2,351.6 |
172.4 |
7.2% |
36.7 |
1.5% |
30% |
False |
False |
3,108 |
| 40 |
2,524.0 |
2,310.5 |
213.5 |
8.9% |
39.9 |
1.7% |
43% |
False |
False |
2,766 |
| 60 |
2,524.0 |
2,121.5 |
402.5 |
16.7% |
36.4 |
1.5% |
70% |
False |
False |
2,301 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.9% |
31.9 |
1.3% |
73% |
False |
False |
1,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.6 |
|
2.618 |
2,472.6 |
|
1.618 |
2,451.2 |
|
1.000 |
2,438.0 |
|
0.618 |
2,429.8 |
|
HIGH |
2,416.6 |
|
0.618 |
2,408.4 |
|
0.500 |
2,405.9 |
|
0.382 |
2,403.4 |
|
LOW |
2,395.2 |
|
0.618 |
2,382.0 |
|
1.000 |
2,373.8 |
|
1.618 |
2,360.6 |
|
2.618 |
2,339.2 |
|
4.250 |
2,304.3 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.9 |
2,447.2 |
| PP |
2,405.0 |
2,432.5 |
| S1 |
2,404.1 |
2,417.9 |
|