| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,900.50 |
3,910.50 |
10.00 |
0.3% |
4,025.00 |
| High |
3,949.50 |
3,982.25 |
32.75 |
0.8% |
4,095.00 |
| Low |
3,807.50 |
3,906.50 |
99.00 |
2.6% |
3,807.50 |
| Close |
3,899.50 |
3,971.75 |
72.25 |
1.9% |
3,899.50 |
| Range |
142.00 |
75.75 |
-66.25 |
-46.7% |
287.50 |
| ATR |
113.87 |
111.64 |
-2.22 |
-2.0% |
0.00 |
| Volume |
2,408,399 |
1,736,162 |
-672,237 |
-27.9% |
10,340,093 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,180.75 |
4,152.00 |
4,013.50 |
|
| R3 |
4,105.00 |
4,076.25 |
3,992.50 |
|
| R2 |
4,029.25 |
4,029.25 |
3,985.75 |
|
| R1 |
4,000.50 |
4,000.50 |
3,978.75 |
4,015.00 |
| PP |
3,953.50 |
3,953.50 |
3,953.50 |
3,960.75 |
| S1 |
3,924.75 |
3,924.75 |
3,964.75 |
3,939.00 |
| S2 |
3,877.75 |
3,877.75 |
3,957.75 |
|
| S3 |
3,802.00 |
3,849.00 |
3,951.00 |
|
| S4 |
3,726.25 |
3,773.25 |
3,930.00 |
|
|
| 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 |
7.2% |
117.25 |
2.9% |
57% |
False |
False |
2,076,211 |
| 10 |
4,095.00 |
3,807.50 |
287.50 |
7.2% |
111.50 |
2.8% |
57% |
False |
False |
2,072,088 |
| 20 |
4,303.50 |
3,807.50 |
496.00 |
12.5% |
120.50 |
3.0% |
33% |
False |
False |
2,067,209 |
| 40 |
4,631.00 |
3,807.50 |
823.50 |
20.7% |
99.00 |
2.5% |
20% |
False |
False |
1,775,029 |
| 60 |
4,631.00 |
3,807.50 |
823.50 |
20.7% |
100.00 |
2.5% |
20% |
False |
False |
1,482,196 |
| 80 |
4,631.00 |
3,807.50 |
823.50 |
20.7% |
100.50 |
2.5% |
20% |
False |
False |
1,113,019 |
| 100 |
4,800.00 |
3,807.50 |
992.50 |
25.0% |
98.75 |
2.5% |
17% |
False |
False |
890,780 |
| 120 |
4,800.00 |
3,807.50 |
992.50 |
25.0% |
94.75 |
2.4% |
17% |
False |
False |
742,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,304.25 |
|
2.618 |
4,180.50 |
|
1.618 |
4,104.75 |
|
1.000 |
4,058.00 |
|
0.618 |
4,029.00 |
|
HIGH |
3,982.25 |
|
0.618 |
3,953.25 |
|
0.500 |
3,944.50 |
|
0.382 |
3,935.50 |
|
LOW |
3,906.50 |
|
0.618 |
3,859.75 |
|
1.000 |
3,830.75 |
|
1.618 |
3,784.00 |
|
2.618 |
3,708.25 |
|
4.250 |
3,584.50 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,962.50 |
3,946.00 |
| PP |
3,953.50 |
3,920.50 |
| S1 |
3,944.50 |
3,895.00 |
|