Trading Metrics calculated at close of trading on 11-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,993.25 |
3,990.50 |
-2.75 |
-0.1% |
4,144.00 |
High |
4,065.50 |
4,050.50 |
-15.00 |
-0.4% |
4,303.00 |
Low |
3,953.00 |
3,923.75 |
-29.25 |
-0.7% |
4,056.00 |
Close |
3,996.75 |
3,930.25 |
-66.50 |
-1.7% |
4,119.50 |
Range |
112.50 |
126.75 |
14.25 |
12.7% |
247.00 |
ATR |
111.13 |
112.24 |
1.12 |
1.0% |
0.00 |
Volume |
2,247,750 |
2,157,244 |
-90,506 |
-4.0% |
10,513,719 |
|
Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,348.50 |
4,266.00 |
4,000.00 |
|
R3 |
4,221.75 |
4,139.25 |
3,965.00 |
|
R2 |
4,095.00 |
4,095.00 |
3,953.50 |
|
R1 |
4,012.50 |
4,012.50 |
3,941.75 |
3,990.50 |
PP |
3,968.25 |
3,968.25 |
3,968.25 |
3,957.00 |
S1 |
3,885.75 |
3,885.75 |
3,918.75 |
3,863.50 |
S2 |
3,841.50 |
3,841.50 |
3,907.00 |
|
S3 |
3,714.75 |
3,759.00 |
3,895.50 |
|
S4 |
3,588.00 |
3,632.25 |
3,860.50 |
|
|
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 |
4,300.75 |
3,923.75 |
377.00 |
9.6% |
132.25 |
3.4% |
2% |
False |
True |
2,249,065 |
10 |
4,303.50 |
3,923.75 |
379.75 |
9.7% |
128.00 |
3.3% |
2% |
False |
True |
2,097,450 |
20 |
4,509.00 |
3,923.75 |
585.25 |
14.9% |
112.25 |
2.9% |
1% |
False |
True |
1,887,106 |
40 |
4,631.00 |
3,923.75 |
707.25 |
18.0% |
93.25 |
2.4% |
1% |
False |
True |
1,647,611 |
60 |
4,631.00 |
3,923.75 |
707.25 |
18.0% |
101.50 |
2.6% |
1% |
False |
True |
1,211,530 |
80 |
4,663.50 |
3,923.75 |
739.75 |
18.8% |
103.25 |
2.6% |
1% |
False |
True |
909,367 |
100 |
4,800.00 |
3,923.75 |
876.25 |
22.3% |
95.00 |
2.4% |
1% |
False |
True |
727,695 |
120 |
4,800.00 |
3,923.75 |
876.25 |
22.3% |
92.00 |
2.3% |
1% |
False |
True |
606,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,589.25 |
2.618 |
4,382.25 |
1.618 |
4,255.50 |
1.000 |
4,177.25 |
0.618 |
4,128.75 |
HIGH |
4,050.50 |
0.618 |
4,002.00 |
0.500 |
3,987.00 |
0.382 |
3,972.25 |
LOW |
3,923.75 |
0.618 |
3,845.50 |
1.000 |
3,797.00 |
1.618 |
3,718.75 |
2.618 |
3,592.00 |
4.250 |
3,385.00 |
|
|
Fisher Pivots for day following 11-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,987.00 |
4,011.50 |
PP |
3,968.25 |
3,984.25 |
S1 |
3,949.25 |
3,957.25 |
|