Trading Metrics calculated at close of trading on 12-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
Open |
2,325.7330 |
2,035.1200 |
-290.6130 |
-12.5% |
2,806.2820 |
High |
2,447.9500 |
2,184.6150 |
-263.3350 |
-10.8% |
2,962.3770 |
Low |
2,030.4950 |
1,721.4740 |
-309.0210 |
-15.2% |
2,636.3620 |
Close |
2,034.8950 |
1,925.9460 |
-108.9490 |
-5.4% |
2,705.5750 |
Range |
417.4550 |
463.1410 |
45.6860 |
10.9% |
326.0150 |
ATR |
212.6328 |
230.5263 |
17.8934 |
8.4% |
0.0000 |
Volume |
1,269,376 |
1,476,492 |
207,116 |
16.3% |
939,296 |
|
Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,333.4347 |
3,092.8313 |
2,180.6736 |
|
R3 |
2,870.2937 |
2,629.6903 |
2,053.3098 |
|
R2 |
2,407.1527 |
2,407.1527 |
2,010.8552 |
|
R1 |
2,166.5493 |
2,166.5493 |
1,968.4006 |
2,055.2805 |
PP |
1,944.0117 |
1,944.0117 |
1,944.0117 |
1,888.3773 |
S1 |
1,703.4083 |
1,703.4083 |
1,883.4914 |
1,592.1395 |
S2 |
1,480.8707 |
1,480.8707 |
1,841.0368 |
|
S3 |
1,017.7297 |
1,240.2673 |
1,798.5822 |
|
S4 |
554.5887 |
777.1263 |
1,671.2185 |
|
|
Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,746.1497 |
3,551.8773 |
2,884.8833 |
|
R3 |
3,420.1347 |
3,225.8623 |
2,795.2291 |
|
R2 |
3,094.1197 |
3,094.1197 |
2,765.3444 |
|
R1 |
2,899.8473 |
2,899.8473 |
2,735.4597 |
2,833.9760 |
PP |
2,768.1047 |
2,768.1047 |
2,768.1047 |
2,735.1690 |
S1 |
2,573.8323 |
2,573.8323 |
2,675.6903 |
2,507.9610 |
S2 |
2,442.0897 |
2,442.0897 |
2,645.8056 |
|
S3 |
2,116.0747 |
2,247.8173 |
2,615.9209 |
|
S4 |
1,790.0597 |
1,921.8023 |
2,526.2668 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,756.1220 |
1,721.4740 |
1,034.6480 |
53.7% |
345.9130 |
18.0% |
20% |
False |
True |
856,539 |
10 |
2,962.3770 |
1,721.4740 |
1,240.9030 |
64.4% |
263.0873 |
13.7% |
16% |
False |
True |
521,222 |
20 |
3,176.1690 |
1,721.4740 |
1,454.6950 |
75.5% |
211.8716 |
11.0% |
14% |
False |
True |
380,565 |
40 |
3,579.8660 |
1,721.4740 |
1,858.3920 |
96.5% |
192.8197 |
10.0% |
11% |
False |
True |
334,489 |
60 |
3,579.8660 |
1,721.4740 |
1,858.3920 |
96.5% |
195.1095 |
10.1% |
11% |
False |
True |
360,142 |
80 |
3,579.8660 |
1,721.4740 |
1,858.3920 |
96.5% |
205.0099 |
10.6% |
11% |
False |
True |
388,481 |
100 |
4,149.8130 |
1,721.4740 |
2,428.3390 |
126.1% |
205.6978 |
10.7% |
8% |
False |
True |
378,715 |
120 |
4,780.1300 |
1,721.4740 |
3,058.6560 |
158.8% |
231.2587 |
12.0% |
7% |
False |
True |
385,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,152.9643 |
2.618 |
3,397.1181 |
1.618 |
2,933.9771 |
1.000 |
2,647.7560 |
0.618 |
2,470.8361 |
HIGH |
2,184.6150 |
0.618 |
2,007.6951 |
0.500 |
1,953.0445 |
0.382 |
1,898.3939 |
LOW |
1,721.4740 |
0.618 |
1,435.2529 |
1.000 |
1,258.3330 |
1.618 |
972.1119 |
2.618 |
508.9709 |
4.250 |
-246.8753 |
|
|
Fisher Pivots for day following 12-May-2022 |
Pivot |
1 day |
3 day |
R1 |
1,953.0445 |
2,088.7215 |
PP |
1,944.0117 |
2,034.4630 |
S1 |
1,934.9788 |
1,980.2045 |
|