| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,826.7850 |
1,953.4870 |
126.7020 |
6.9% |
1,959.8370 |
| High |
1,845.1300 |
2,012.3160 |
167.1860 |
9.1% |
2,086.6460 |
| Low |
1,714.2560 |
1,927.2730 |
213.0170 |
12.4% |
1,714.2560 |
| Close |
1,745.7310 |
1,951.5290 |
205.7980 |
11.8% |
1,745.7310 |
| Range |
130.8740 |
85.0430 |
-45.8310 |
-35.0% |
372.3900 |
| ATR |
185.9471 |
191.7069 |
5.7599 |
3.1% |
0.0000 |
| Volume |
831,519 |
659,632 |
-171,887 |
-20.7% |
2,259,766 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.8350 |
2,170.2250 |
1,998.3027 |
|
| R3 |
2,133.7920 |
2,085.1820 |
1,974.9158 |
|
| R2 |
2,048.7490 |
2,048.7490 |
1,967.1202 |
|
| R1 |
2,000.1390 |
2,000.1390 |
1,959.3246 |
1,981.9225 |
| PP |
1,963.7060 |
1,963.7060 |
1,963.7060 |
1,954.5978 |
| S1 |
1,915.0960 |
1,915.0960 |
1,943.7334 |
1,896.8795 |
| S2 |
1,878.6630 |
1,878.6630 |
1,935.9378 |
|
| S3 |
1,793.6200 |
1,830.0530 |
1,928.1422 |
|
| S4 |
1,708.5770 |
1,745.0100 |
1,904.7554 |
|
|
| 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 |
2,017.8640 |
1,714.2560 |
303.6080 |
15.6% |
121.8996 |
6.2% |
78% |
False |
False |
583,045 |
| 10 |
2,118.5370 |
1,714.2560 |
404.2810 |
20.7% |
131.5962 |
6.7% |
59% |
False |
False |
473,821 |
| 20 |
2,962.3770 |
1,714.2560 |
1,248.1210 |
64.0% |
205.0477 |
10.5% |
19% |
False |
False |
514,506 |
| 40 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
95.6% |
186.0990 |
9.5% |
13% |
False |
False |
384,870 |
| 60 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
95.6% |
181.1976 |
9.3% |
13% |
False |
False |
352,259 |
| 80 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
95.6% |
191.2079 |
9.8% |
13% |
False |
False |
377,819 |
| 100 |
3,579.8660 |
1,714.2560 |
1,865.6100 |
95.6% |
199.9916 |
10.2% |
13% |
False |
False |
397,616 |
| 120 |
4,488.7560 |
1,714.2560 |
2,774.5000 |
142.2% |
207.1876 |
10.6% |
9% |
False |
False |
392,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,373.7488 |
|
2.618 |
2,234.9586 |
|
1.618 |
2,149.9156 |
|
1.000 |
2,097.3590 |
|
0.618 |
2,064.8726 |
|
HIGH |
2,012.3160 |
|
0.618 |
1,979.8296 |
|
0.500 |
1,969.7945 |
|
0.382 |
1,959.7594 |
|
LOW |
1,927.2730 |
|
0.618 |
1,874.7164 |
|
1.000 |
1,842.2300 |
|
1.618 |
1,789.6734 |
|
2.618 |
1,704.6304 |
|
4.250 |
1,565.8403 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.7945 |
1,922.1147 |
| PP |
1,963.7060 |
1,892.7003 |
| S1 |
1,957.6175 |
1,863.2860 |
|