| 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 |
3,990.50 |
3,939.75 |
-50.75 |
-1.3% |
4,144.00 |
| High |
4,050.50 |
3,961.75 |
-88.75 |
-2.2% |
4,303.00 |
| Low |
3,923.75 |
3,855.00 |
-68.75 |
-1.8% |
4,056.00 |
| Close |
3,930.25 |
3,927.25 |
-3.00 |
-0.1% |
4,119.50 |
| Range |
126.75 |
106.75 |
-20.00 |
-15.8% |
247.00 |
| ATR |
112.24 |
111.85 |
-0.39 |
-0.3% |
0.00 |
| Volume |
2,157,244 |
2,380,563 |
223,319 |
10.4% |
10,513,719 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,235.00 |
4,187.75 |
3,986.00 |
|
| R3 |
4,128.25 |
4,081.00 |
3,956.50 |
|
| R2 |
4,021.50 |
4,021.50 |
3,946.75 |
|
| R1 |
3,974.25 |
3,974.25 |
3,937.00 |
3,944.50 |
| PP |
3,914.75 |
3,914.75 |
3,914.75 |
3,899.75 |
| S1 |
3,867.50 |
3,867.50 |
3,917.50 |
3,837.75 |
| S2 |
3,808.00 |
3,808.00 |
3,907.75 |
|
| S3 |
3,701.25 |
3,760.75 |
3,898.00 |
|
| S4 |
3,594.50 |
3,654.00 |
3,868.50 |
|
|
| 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 |
4,153.25 |
3,855.00 |
298.25 |
7.6% |
113.25 |
2.9% |
24% |
False |
True |
2,247,293 |
| 10 |
4,303.00 |
3,855.00 |
448.00 |
11.4% |
126.50 |
3.2% |
16% |
False |
True |
2,155,642 |
| 20 |
4,509.00 |
3,855.00 |
654.00 |
16.7% |
114.25 |
2.9% |
11% |
False |
True |
1,943,416 |
| 40 |
4,631.00 |
3,855.00 |
776.00 |
19.8% |
92.75 |
2.4% |
9% |
False |
True |
1,657,608 |
| 60 |
4,631.00 |
3,855.00 |
776.00 |
19.8% |
101.75 |
2.6% |
9% |
False |
True |
1,251,117 |
| 80 |
4,631.00 |
3,855.00 |
776.00 |
19.8% |
103.25 |
2.6% |
9% |
False |
True |
939,100 |
| 100 |
4,800.00 |
3,855.00 |
945.00 |
24.1% |
95.25 |
2.4% |
8% |
False |
True |
751,490 |
| 120 |
4,800.00 |
3,855.00 |
945.00 |
24.1% |
92.75 |
2.4% |
8% |
False |
True |
626,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,415.50 |
|
2.618 |
4,241.25 |
|
1.618 |
4,134.50 |
|
1.000 |
4,068.50 |
|
0.618 |
4,027.75 |
|
HIGH |
3,961.75 |
|
0.618 |
3,921.00 |
|
0.500 |
3,908.50 |
|
0.382 |
3,895.75 |
|
LOW |
3,855.00 |
|
0.618 |
3,789.00 |
|
1.000 |
3,748.25 |
|
1.618 |
3,682.25 |
|
2.618 |
3,575.50 |
|
4.250 |
3,401.25 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,921.00 |
3,960.25 |
| PP |
3,914.75 |
3,949.25 |
| S1 |
3,908.50 |
3,938.25 |
|