Trading Metrics calculated at close of trading on 13-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,939.75 |
3,916.25 |
-23.50 |
-0.6% |
4,087.25 |
High |
3,961.75 |
4,036.00 |
74.25 |
1.9% |
4,099.00 |
Low |
3,855.00 |
3,915.50 |
60.50 |
1.6% |
3,855.00 |
Close |
3,927.25 |
4,019.75 |
92.50 |
2.4% |
4,019.75 |
Range |
106.75 |
120.50 |
13.75 |
12.9% |
244.00 |
ATR |
111.85 |
112.47 |
0.62 |
0.6% |
0.00 |
Volume |
2,380,563 |
1,859,074 |
-521,489 |
-21.9% |
10,784,623 |
|
Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,352.00 |
4,306.25 |
4,086.00 |
|
R3 |
4,231.50 |
4,185.75 |
4,053.00 |
|
R2 |
4,111.00 |
4,111.00 |
4,041.75 |
|
R1 |
4,065.25 |
4,065.25 |
4,030.75 |
4,088.00 |
PP |
3,990.50 |
3,990.50 |
3,990.50 |
4,001.75 |
S1 |
3,944.75 |
3,944.75 |
4,008.75 |
3,967.50 |
S2 |
3,870.00 |
3,870.00 |
3,997.75 |
|
S3 |
3,749.50 |
3,824.25 |
3,986.50 |
|
S4 |
3,629.00 |
3,703.75 |
3,953.50 |
|
|
Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,723.25 |
4,615.50 |
4,154.00 |
|
R3 |
4,479.25 |
4,371.50 |
4,086.75 |
|
R2 |
4,235.25 |
4,235.25 |
4,064.50 |
|
R1 |
4,127.50 |
4,127.50 |
4,042.00 |
4,059.50 |
PP |
3,991.25 |
3,991.25 |
3,991.25 |
3,957.25 |
S1 |
3,883.50 |
3,883.50 |
3,997.50 |
3,815.50 |
S2 |
3,747.25 |
3,747.25 |
3,975.00 |
|
S3 |
3,503.25 |
3,639.50 |
3,952.75 |
|
S4 |
3,259.25 |
3,395.50 |
3,885.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,099.00 |
3,855.00 |
244.00 |
6.1% |
119.00 |
3.0% |
68% |
False |
False |
2,156,924 |
10 |
4,303.00 |
3,855.00 |
448.00 |
11.1% |
122.50 |
3.0% |
37% |
False |
False |
2,129,834 |
20 |
4,509.00 |
3,855.00 |
654.00 |
16.3% |
116.75 |
2.9% |
25% |
False |
False |
1,966,566 |
40 |
4,631.00 |
3,855.00 |
776.00 |
19.3% |
93.50 |
2.3% |
21% |
False |
False |
1,668,019 |
60 |
4,631.00 |
3,855.00 |
776.00 |
19.3% |
102.75 |
2.6% |
21% |
False |
False |
1,282,029 |
80 |
4,631.00 |
3,855.00 |
776.00 |
19.3% |
103.75 |
2.6% |
21% |
False |
False |
962,296 |
100 |
4,800.00 |
3,855.00 |
945.00 |
23.5% |
95.50 |
2.4% |
17% |
False |
False |
770,067 |
120 |
4,800.00 |
3,855.00 |
945.00 |
23.5% |
93.50 |
2.3% |
17% |
False |
False |
641,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,548.00 |
2.618 |
4,351.50 |
1.618 |
4,231.00 |
1.000 |
4,156.50 |
0.618 |
4,110.50 |
HIGH |
4,036.00 |
0.618 |
3,990.00 |
0.500 |
3,975.75 |
0.382 |
3,961.50 |
LOW |
3,915.50 |
0.618 |
3,841.00 |
1.000 |
3,795.00 |
1.618 |
3,720.50 |
2.618 |
3,600.00 |
4.250 |
3,403.50 |
|
|
Fisher Pivots for day following 13-May-2022 |
Pivot |
1 day |
3 day |
R1 |
4,005.00 |
3,997.50 |
PP |
3,990.50 |
3,975.00 |
S1 |
3,975.75 |
3,952.75 |
|