| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,959.1900 |
1,826.7850 |
-132.4050 |
-6.8% |
1,959.8370 |
| High |
1,969.7870 |
1,845.1300 |
-124.6570 |
-6.3% |
2,086.6460 |
| Low |
1,743.2790 |
1,714.2560 |
-29.0230 |
-1.7% |
1,714.2560 |
| Close |
1,826.7850 |
1,745.7310 |
-81.0540 |
-4.4% |
1,745.7310 |
| Range |
226.5080 |
130.8740 |
-95.6340 |
-42.2% |
372.3900 |
| ATR |
190.1834 |
185.9471 |
-4.2364 |
-2.2% |
0.0000 |
| Volume |
706,134 |
831,519 |
125,385 |
17.8% |
2,259,766 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.9943 |
2,084.2367 |
1,817.7117 |
|
| R3 |
2,030.1203 |
1,953.3627 |
1,781.7214 |
|
| R2 |
1,899.2463 |
1,899.2463 |
1,769.7246 |
|
| R1 |
1,822.4887 |
1,822.4887 |
1,757.7278 |
1,795.4305 |
| PP |
1,768.3723 |
1,768.3723 |
1,768.3723 |
1,754.8433 |
| S1 |
1,691.6147 |
1,691.6147 |
1,733.7342 |
1,664.5565 |
| S2 |
1,637.4983 |
1,637.4983 |
1,721.7374 |
|
| S3 |
1,506.6243 |
1,560.7407 |
1,709.7407 |
|
| S4 |
1,375.7503 |
1,429.8667 |
1,673.7503 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.0477 |
2,728.2793 |
1,950.5455 |
|
| R3 |
2,593.6577 |
2,355.8893 |
1,848.1383 |
|
| R2 |
2,221.2677 |
2,221.2677 |
1,814.0025 |
|
| R1 |
1,983.4993 |
1,983.4993 |
1,779.8668 |
1,916.1885 |
| PP |
1,848.8777 |
1,848.8777 |
1,848.8777 |
1,815.2223 |
| S1 |
1,611.1093 |
1,611.1093 |
1,711.5953 |
1,543.7985 |
| S2 |
1,476.4877 |
1,476.4877 |
1,677.4595 |
|
| S3 |
1,104.0977 |
1,238.7193 |
1,643.3238 |
|
| S4 |
731.7077 |
866.3293 |
1,540.9165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.6460 |
1,714.2560 |
372.3900 |
21.3% |
134.7106 |
7.7% |
8% |
False |
True |
451,953 |
| 10 |
2,155.8160 |
1,714.2560 |
441.5600 |
25.3% |
143.6666 |
8.2% |
7% |
False |
True |
408,269 |
| 20 |
2,962.3770 |
1,714.2560 |
1,248.1210 |
71.5% |
208.3519 |
11.9% |
3% |
False |
True |
481,730 |
| 40 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
106.9% |
190.5941 |
10.9% |
2% |
False |
True |
379,963 |
| 60 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
106.9% |
183.9254 |
10.5% |
2% |
False |
True |
350,298 |
| 80 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
106.9% |
191.9522 |
11.0% |
2% |
False |
True |
375,942 |
| 100 |
3,845.8040 |
1,714.2560 |
2,131.5480 |
122.1% |
202.0241 |
11.6% |
1% |
False |
True |
395,262 |
| 120 |
4,488.7560 |
1,714.2560 |
2,774.5000 |
158.9% |
207.7855 |
11.9% |
1% |
False |
True |
392,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,401.3445 |
|
2.618 |
2,187.7581 |
|
1.618 |
2,056.8841 |
|
1.000 |
1,976.0040 |
|
0.618 |
1,926.0101 |
|
HIGH |
1,845.1300 |
|
0.618 |
1,795.1361 |
|
0.500 |
1,779.6930 |
|
0.382 |
1,764.2499 |
|
LOW |
1,714.2560 |
|
0.618 |
1,633.3759 |
|
1.000 |
1,583.3820 |
|
1.618 |
1,502.5019 |
|
2.618 |
1,371.6279 |
|
4.250 |
1,158.0415 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.6930 |
1,866.0600 |
| PP |
1,768.3723 |
1,825.9503 |
| S1 |
1,757.0517 |
1,785.8407 |
|