| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
4,002.00 |
4,091.25 |
89.25 |
2.2% |
4,087.25 |
| High |
4,091.50 |
4,095.00 |
3.50 |
0.1% |
4,099.00 |
| Low |
4,000.50 |
3,905.50 |
-95.00 |
-2.4% |
3,855.00 |
| Close |
4,084.75 |
3,922.75 |
-162.00 |
-4.0% |
4,019.75 |
| Range |
91.00 |
189.50 |
98.50 |
108.2% |
244.00 |
| ATR |
107.72 |
113.56 |
5.84 |
5.4% |
0.00 |
| Volume |
1,716,498 |
2,202,394 |
485,896 |
28.3% |
10,784,623 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,543.00 |
4,422.25 |
4,027.00 |
|
| R3 |
4,353.50 |
4,232.75 |
3,974.75 |
|
| R2 |
4,164.00 |
4,164.00 |
3,957.50 |
|
| R1 |
4,043.25 |
4,043.25 |
3,940.00 |
4,009.00 |
| PP |
3,974.50 |
3,974.50 |
3,974.50 |
3,957.25 |
| S1 |
3,853.75 |
3,853.75 |
3,905.50 |
3,819.50 |
| S2 |
3,785.00 |
3,785.00 |
3,888.00 |
|
| S3 |
3,595.50 |
3,664.25 |
3,870.75 |
|
| S4 |
3,406.00 |
3,474.75 |
3,818.50 |
|
|
| 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 |
4,095.00 |
3,855.00 |
240.00 |
6.1% |
114.25 |
2.9% |
28% |
True |
False |
1,970,745 |
| 10 |
4,300.75 |
3,855.00 |
445.75 |
11.4% |
123.25 |
3.1% |
15% |
False |
False |
2,109,905 |
| 20 |
4,509.00 |
3,855.00 |
654.00 |
16.7% |
124.00 |
3.2% |
10% |
False |
False |
2,045,325 |
| 40 |
4,631.00 |
3,855.00 |
776.00 |
19.8% |
96.25 |
2.5% |
9% |
False |
False |
1,708,715 |
| 60 |
4,631.00 |
3,855.00 |
776.00 |
19.8% |
103.00 |
2.6% |
9% |
False |
False |
1,375,222 |
| 80 |
4,631.00 |
3,855.00 |
776.00 |
19.8% |
102.00 |
2.6% |
9% |
False |
False |
1,032,365 |
| 100 |
4,800.00 |
3,855.00 |
945.00 |
24.1% |
97.00 |
2.5% |
7% |
False |
False |
826,176 |
| 120 |
4,800.00 |
3,855.00 |
945.00 |
24.1% |
95.00 |
2.4% |
7% |
False |
False |
688,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,900.50 |
|
2.618 |
4,591.00 |
|
1.618 |
4,401.50 |
|
1.000 |
4,284.50 |
|
0.618 |
4,212.00 |
|
HIGH |
4,095.00 |
|
0.618 |
4,022.50 |
|
0.500 |
4,000.25 |
|
0.382 |
3,978.00 |
|
LOW |
3,905.50 |
|
0.618 |
3,788.50 |
|
1.000 |
3,716.00 |
|
1.618 |
3,599.00 |
|
2.618 |
3,409.50 |
|
4.250 |
3,100.00 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,000.25 |
4,000.25 |
| PP |
3,974.50 |
3,974.50 |
| S1 |
3,948.50 |
3,948.50 |
|