| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,916.25 |
4,025.00 |
108.75 |
2.8% |
4,087.25 |
| High |
4,036.00 |
4,043.50 |
7.50 |
0.2% |
4,099.00 |
| Low |
3,915.50 |
3,979.50 |
64.00 |
1.6% |
3,855.00 |
| Close |
4,019.75 |
4,004.75 |
-15.00 |
-0.4% |
4,019.75 |
| Range |
120.50 |
64.00 |
-56.50 |
-46.9% |
244.00 |
| ATR |
112.47 |
109.01 |
-3.46 |
-3.1% |
0.00 |
| Volume |
1,859,074 |
1,695,198 |
-163,876 |
-8.8% |
10,784,623 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,201.25 |
4,167.00 |
4,040.00 |
|
| R3 |
4,137.25 |
4,103.00 |
4,022.25 |
|
| R2 |
4,073.25 |
4,073.25 |
4,016.50 |
|
| R1 |
4,039.00 |
4,039.00 |
4,010.50 |
4,024.00 |
| PP |
4,009.25 |
4,009.25 |
4,009.25 |
4,001.75 |
| S1 |
3,975.00 |
3,975.00 |
3,999.00 |
3,960.00 |
| S2 |
3,945.25 |
3,945.25 |
3,993.00 |
|
| S3 |
3,881.25 |
3,911.00 |
3,987.25 |
|
| S4 |
3,817.25 |
3,847.00 |
3,969.50 |
|
|
| 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 |
4,065.50 |
3,855.00 |
210.50 |
5.3% |
106.00 |
2.6% |
71% |
False |
False |
2,067,965 |
| 10 |
4,303.00 |
3,855.00 |
448.00 |
11.2% |
118.00 |
2.9% |
33% |
False |
False |
2,064,213 |
| 20 |
4,509.00 |
3,855.00 |
654.00 |
16.3% |
117.50 |
2.9% |
23% |
False |
False |
1,993,838 |
| 40 |
4,631.00 |
3,855.00 |
776.00 |
19.4% |
92.50 |
2.3% |
19% |
False |
False |
1,675,267 |
| 60 |
4,631.00 |
3,855.00 |
776.00 |
19.4% |
102.25 |
2.6% |
19% |
False |
False |
1,310,197 |
| 80 |
4,631.00 |
3,855.00 |
776.00 |
19.4% |
102.50 |
2.6% |
19% |
False |
False |
983,463 |
| 100 |
4,800.00 |
3,855.00 |
945.00 |
23.6% |
95.25 |
2.4% |
16% |
False |
False |
787,005 |
| 120 |
4,800.00 |
3,855.00 |
945.00 |
23.6% |
93.50 |
2.3% |
16% |
False |
False |
655,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,315.50 |
|
2.618 |
4,211.00 |
|
1.618 |
4,147.00 |
|
1.000 |
4,107.50 |
|
0.618 |
4,083.00 |
|
HIGH |
4,043.50 |
|
0.618 |
4,019.00 |
|
0.500 |
4,011.50 |
|
0.382 |
4,004.00 |
|
LOW |
3,979.50 |
|
0.618 |
3,940.00 |
|
1.000 |
3,915.50 |
|
1.618 |
3,876.00 |
|
2.618 |
3,812.00 |
|
4.250 |
3,707.50 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,011.50 |
3,986.25 |
| PP |
4,009.25 |
3,967.75 |
| S1 |
4,007.00 |
3,949.25 |
|