Trading Metrics calculated at close of trading on 24-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,910.50 |
3,951.75 |
41.25 |
1.1% |
4,025.00 |
High |
3,982.25 |
3,954.50 |
-27.75 |
-0.7% |
4,095.00 |
Low |
3,906.50 |
3,872.00 |
-34.50 |
-0.9% |
3,807.50 |
Close |
3,971.75 |
3,940.50 |
-31.25 |
-0.8% |
3,899.50 |
Range |
75.75 |
82.50 |
6.75 |
8.9% |
287.50 |
ATR |
111.64 |
110.79 |
-0.85 |
-0.8% |
0.00 |
Volume |
1,736,162 |
2,017,453 |
281,291 |
16.2% |
10,340,093 |
|
Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,169.75 |
4,137.75 |
3,986.00 |
|
R3 |
4,087.25 |
4,055.25 |
3,963.25 |
|
R2 |
4,004.75 |
4,004.75 |
3,955.50 |
|
R1 |
3,972.75 |
3,972.75 |
3,948.00 |
3,947.50 |
PP |
3,922.25 |
3,922.25 |
3,922.25 |
3,909.75 |
S1 |
3,890.25 |
3,890.25 |
3,933.00 |
3,865.00 |
S2 |
3,839.75 |
3,839.75 |
3,925.50 |
|
S3 |
3,757.25 |
3,807.75 |
3,917.75 |
|
S4 |
3,674.75 |
3,725.25 |
3,895.00 |
|
|
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 |
7.3% |
115.50 |
2.9% |
46% |
False |
False |
2,136,402 |
10 |
4,095.00 |
3,807.50 |
287.50 |
7.3% |
108.50 |
2.8% |
46% |
False |
False |
2,049,058 |
20 |
4,303.50 |
3,807.50 |
496.00 |
12.6% |
116.25 |
3.0% |
27% |
False |
False |
2,067,174 |
40 |
4,631.00 |
3,807.50 |
823.50 |
20.9% |
99.50 |
2.5% |
16% |
False |
False |
1,795,902 |
60 |
4,631.00 |
3,807.50 |
823.50 |
20.9% |
99.50 |
2.5% |
16% |
False |
False |
1,515,574 |
80 |
4,631.00 |
3,807.50 |
823.50 |
20.9% |
99.50 |
2.5% |
16% |
False |
False |
1,138,207 |
100 |
4,800.00 |
3,807.50 |
992.50 |
25.2% |
99.25 |
2.5% |
13% |
False |
False |
910,948 |
120 |
4,800.00 |
3,807.50 |
992.50 |
25.2% |
94.25 |
2.4% |
13% |
False |
False |
759,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,305.00 |
2.618 |
4,170.50 |
1.618 |
4,088.00 |
1.000 |
4,037.00 |
0.618 |
4,005.50 |
HIGH |
3,954.50 |
0.618 |
3,923.00 |
0.500 |
3,913.25 |
0.382 |
3,903.50 |
LOW |
3,872.00 |
0.618 |
3,821.00 |
1.000 |
3,789.50 |
1.618 |
3,738.50 |
2.618 |
3,656.00 |
4.250 |
3,521.50 |
|
|
Fisher Pivots for day following 24-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,931.50 |
3,925.25 |
PP |
3,922.25 |
3,910.00 |
S1 |
3,913.25 |
3,895.00 |
|