| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
4,087.25 |
3,993.25 |
-94.00 |
-2.3% |
4,144.00 |
| High |
4,099.00 |
4,065.50 |
-33.50 |
-0.8% |
4,303.00 |
| Low |
3,970.00 |
3,953.00 |
-17.00 |
-0.4% |
4,056.00 |
| Close |
3,987.50 |
3,996.75 |
9.25 |
0.2% |
4,119.50 |
| Range |
129.00 |
112.50 |
-16.50 |
-12.8% |
247.00 |
| ATR |
111.02 |
111.13 |
0.11 |
0.1% |
0.00 |
| Volume |
2,139,992 |
2,247,750 |
107,758 |
5.0% |
10,513,719 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,342.50 |
4,282.25 |
4,058.50 |
|
| R3 |
4,230.00 |
4,169.75 |
4,027.75 |
|
| R2 |
4,117.50 |
4,117.50 |
4,017.50 |
|
| R1 |
4,057.25 |
4,057.25 |
4,007.00 |
4,087.50 |
| PP |
4,005.00 |
4,005.00 |
4,005.00 |
4,020.25 |
| S1 |
3,944.75 |
3,944.75 |
3,986.50 |
3,975.00 |
| S2 |
3,892.50 |
3,892.50 |
3,976.00 |
|
| S3 |
3,780.00 |
3,832.25 |
3,965.75 |
|
| S4 |
3,667.50 |
3,719.75 |
3,935.00 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,900.50 |
4,757.00 |
4,255.25 |
|
| R3 |
4,653.50 |
4,510.00 |
4,187.50 |
|
| R2 |
4,406.50 |
4,406.50 |
4,164.75 |
|
| R1 |
4,263.00 |
4,263.00 |
4,142.25 |
4,211.25 |
| PP |
4,159.50 |
4,159.50 |
4,159.50 |
4,133.50 |
| S1 |
4,016.00 |
4,016.00 |
4,096.75 |
3,964.25 |
| S2 |
3,912.50 |
3,912.50 |
4,074.25 |
|
| S3 |
3,665.50 |
3,769.00 |
4,051.50 |
|
| S4 |
3,418.50 |
3,522.00 |
3,983.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,303.00 |
3,953.00 |
350.00 |
8.8% |
139.00 |
3.5% |
13% |
False |
True |
2,174,312 |
| 10 |
4,303.50 |
3,953.00 |
350.50 |
8.8% |
124.00 |
3.1% |
12% |
False |
True |
2,085,289 |
| 20 |
4,509.00 |
3,953.00 |
556.00 |
13.9% |
110.50 |
2.8% |
8% |
False |
True |
1,866,232 |
| 40 |
4,631.00 |
3,953.00 |
678.00 |
17.0% |
93.50 |
2.3% |
6% |
False |
True |
1,645,038 |
| 60 |
4,631.00 |
3,953.00 |
678.00 |
17.0% |
100.50 |
2.5% |
6% |
False |
True |
1,175,636 |
| 80 |
4,663.50 |
3,953.00 |
710.50 |
17.8% |
102.50 |
2.6% |
6% |
False |
True |
882,413 |
| 100 |
4,800.00 |
3,953.00 |
847.00 |
21.2% |
94.50 |
2.4% |
5% |
False |
True |
706,136 |
| 120 |
4,800.00 |
3,953.00 |
847.00 |
21.2% |
91.25 |
2.3% |
5% |
False |
True |
588,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,543.50 |
|
2.618 |
4,360.00 |
|
1.618 |
4,247.50 |
|
1.000 |
4,178.00 |
|
0.618 |
4,135.00 |
|
HIGH |
4,065.50 |
|
0.618 |
4,022.50 |
|
0.500 |
4,009.25 |
|
0.382 |
3,996.00 |
|
LOW |
3,953.00 |
|
0.618 |
3,883.50 |
|
1.000 |
3,840.50 |
|
1.618 |
3,771.00 |
|
2.618 |
3,658.50 |
|
4.250 |
3,475.00 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,009.25 |
4,053.00 |
| PP |
4,005.00 |
4,034.25 |
| S1 |
4,001.00 |
4,015.50 |
|