Trading Metrics calculated at close of trading on 20-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,916.50 |
3,900.50 |
-16.00 |
-0.4% |
4,025.00 |
High |
3,943.50 |
3,949.50 |
6.00 |
0.2% |
4,095.00 |
Low |
3,856.00 |
3,807.50 |
-48.50 |
-1.3% |
3,807.50 |
Close |
3,897.75 |
3,899.50 |
1.75 |
0.0% |
3,899.50 |
Range |
87.50 |
142.00 |
54.50 |
62.3% |
287.50 |
ATR |
111.70 |
113.87 |
2.16 |
1.9% |
0.00 |
Volume |
2,317,604 |
2,408,399 |
90,795 |
3.9% |
10,340,093 |
|
Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,311.50 |
4,247.50 |
3,977.50 |
|
R3 |
4,169.50 |
4,105.50 |
3,938.50 |
|
R2 |
4,027.50 |
4,027.50 |
3,925.50 |
|
R1 |
3,963.50 |
3,963.50 |
3,912.50 |
3,924.50 |
PP |
3,885.50 |
3,885.50 |
3,885.50 |
3,866.00 |
S1 |
3,821.50 |
3,821.50 |
3,886.50 |
3,782.50 |
S2 |
3,743.50 |
3,743.50 |
3,873.50 |
|
S3 |
3,601.50 |
3,679.50 |
3,860.50 |
|
S4 |
3,459.50 |
3,537.50 |
3,821.50 |
|
|
Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,796.50 |
4,635.50 |
4,057.50 |
|
R3 |
4,509.00 |
4,348.00 |
3,978.50 |
|
R2 |
4,221.50 |
4,221.50 |
3,952.25 |
|
R1 |
4,060.50 |
4,060.50 |
3,925.75 |
3,997.25 |
PP |
3,934.00 |
3,934.00 |
3,934.00 |
3,902.50 |
S1 |
3,773.00 |
3,773.00 |
3,873.25 |
3,709.75 |
S2 |
3,646.50 |
3,646.50 |
3,846.75 |
|
S3 |
3,359.00 |
3,485.50 |
3,820.50 |
|
S4 |
3,071.50 |
3,198.00 |
3,741.50 |
|
|
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 |
3,807.50 |
287.50 |
7.4% |
114.75 |
2.9% |
32% |
False |
True |
2,068,018 |
10 |
4,099.00 |
3,807.50 |
291.50 |
7.5% |
117.00 |
3.0% |
32% |
False |
True |
2,112,471 |
20 |
4,303.50 |
3,807.50 |
496.00 |
12.7% |
121.75 |
3.1% |
19% |
False |
True |
2,094,420 |
40 |
4,631.00 |
3,807.50 |
823.50 |
21.1% |
98.25 |
2.5% |
11% |
False |
True |
1,762,902 |
60 |
4,631.00 |
3,807.50 |
823.50 |
21.1% |
101.50 |
2.6% |
11% |
False |
True |
1,453,614 |
80 |
4,631.00 |
3,807.50 |
823.50 |
21.1% |
101.50 |
2.6% |
11% |
False |
True |
1,091,353 |
100 |
4,800.00 |
3,807.50 |
992.50 |
25.5% |
98.25 |
2.5% |
9% |
False |
True |
873,424 |
120 |
4,800.00 |
3,807.50 |
992.50 |
25.5% |
95.00 |
2.4% |
9% |
False |
True |
727,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,553.00 |
2.618 |
4,321.25 |
1.618 |
4,179.25 |
1.000 |
4,091.50 |
0.618 |
4,037.25 |
HIGH |
3,949.50 |
0.618 |
3,895.25 |
0.500 |
3,878.50 |
0.382 |
3,861.75 |
LOW |
3,807.50 |
0.618 |
3,719.75 |
1.000 |
3,665.50 |
1.618 |
3,577.75 |
2.618 |
3,435.75 |
4.250 |
3,204.00 |
|
|
Fisher Pivots for day following 20-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,892.50 |
3,951.25 |
PP |
3,885.50 |
3,934.00 |
S1 |
3,878.50 |
3,916.75 |
|