| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
4,091.25 |
3,916.50 |
-174.75 |
-4.3% |
4,087.25 |
| High |
4,095.00 |
3,943.50 |
-151.50 |
-3.7% |
4,099.00 |
| Low |
3,905.50 |
3,856.00 |
-49.50 |
-1.3% |
3,855.00 |
| Close |
3,922.75 |
3,897.75 |
-25.00 |
-0.6% |
4,019.75 |
| Range |
189.50 |
87.50 |
-102.00 |
-53.8% |
244.00 |
| ATR |
113.56 |
111.70 |
-1.86 |
-1.6% |
0.00 |
| Volume |
2,202,394 |
2,317,604 |
115,210 |
5.2% |
10,784,623 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,161.50 |
4,117.25 |
3,946.00 |
|
| R3 |
4,074.00 |
4,029.75 |
3,921.75 |
|
| R2 |
3,986.50 |
3,986.50 |
3,913.75 |
|
| R1 |
3,942.25 |
3,942.25 |
3,905.75 |
3,920.50 |
| PP |
3,899.00 |
3,899.00 |
3,899.00 |
3,888.25 |
| S1 |
3,854.75 |
3,854.75 |
3,889.75 |
3,833.00 |
| S2 |
3,811.50 |
3,811.50 |
3,881.75 |
|
| S3 |
3,724.00 |
3,767.25 |
3,873.75 |
|
| S4 |
3,636.50 |
3,679.75 |
3,849.50 |
|
|
| 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 |
3,856.00 |
239.00 |
6.1% |
110.50 |
2.8% |
17% |
False |
True |
1,958,153 |
| 10 |
4,153.25 |
3,855.00 |
298.25 |
7.7% |
112.00 |
2.9% |
14% |
False |
False |
2,102,723 |
| 20 |
4,393.25 |
3,855.00 |
538.25 |
13.8% |
122.00 |
3.1% |
8% |
False |
False |
2,075,998 |
| 40 |
4,631.00 |
3,855.00 |
776.00 |
19.9% |
96.50 |
2.5% |
6% |
False |
False |
1,733,231 |
| 60 |
4,631.00 |
3,855.00 |
776.00 |
19.9% |
102.25 |
2.6% |
6% |
False |
False |
1,413,766 |
| 80 |
4,631.00 |
3,855.00 |
776.00 |
19.9% |
101.50 |
2.6% |
6% |
False |
False |
1,061,286 |
| 100 |
4,800.00 |
3,855.00 |
945.00 |
24.2% |
97.00 |
2.5% |
5% |
False |
False |
849,344 |
| 120 |
4,800.00 |
3,855.00 |
945.00 |
24.2% |
94.50 |
2.4% |
5% |
False |
False |
707,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,315.50 |
|
2.618 |
4,172.50 |
|
1.618 |
4,085.00 |
|
1.000 |
4,031.00 |
|
0.618 |
3,997.50 |
|
HIGH |
3,943.50 |
|
0.618 |
3,910.00 |
|
0.500 |
3,899.75 |
|
0.382 |
3,889.50 |
|
LOW |
3,856.00 |
|
0.618 |
3,802.00 |
|
1.000 |
3,768.50 |
|
1.618 |
3,714.50 |
|
2.618 |
3,627.00 |
|
4.250 |
3,484.00 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,899.75 |
3,975.50 |
| PP |
3,899.00 |
3,949.50 |
| S1 |
3,898.50 |
3,923.75 |
|