Trading Metrics calculated at close of trading on 25-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,951.75 |
3,950.00 |
-1.75 |
0.0% |
4,025.00 |
High |
3,954.50 |
3,997.75 |
43.25 |
1.1% |
4,095.00 |
Low |
3,872.00 |
3,913.50 |
41.50 |
1.1% |
3,807.50 |
Close |
3,940.50 |
3,976.75 |
36.25 |
0.9% |
3,899.50 |
Range |
82.50 |
84.25 |
1.75 |
2.1% |
287.50 |
ATR |
110.79 |
108.90 |
-1.90 |
-1.7% |
0.00 |
Volume |
2,017,453 |
1,744,116 |
-273,337 |
-13.5% |
10,340,093 |
|
Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,215.50 |
4,180.25 |
4,023.00 |
|
R3 |
4,131.25 |
4,096.00 |
4,000.00 |
|
R2 |
4,047.00 |
4,047.00 |
3,992.25 |
|
R1 |
4,011.75 |
4,011.75 |
3,984.50 |
4,029.50 |
PP |
3,962.75 |
3,962.75 |
3,962.75 |
3,971.50 |
S1 |
3,927.50 |
3,927.50 |
3,969.00 |
3,945.00 |
S2 |
3,878.50 |
3,878.50 |
3,961.25 |
|
S3 |
3,794.25 |
3,843.25 |
3,953.50 |
|
S4 |
3,710.00 |
3,759.00 |
3,930.50 |
|
|
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 |
3,997.75 |
3,807.50 |
190.25 |
4.8% |
94.50 |
2.4% |
89% |
True |
False |
2,044,746 |
10 |
4,095.00 |
3,807.50 |
287.50 |
7.2% |
104.50 |
2.6% |
59% |
False |
False |
2,007,746 |
20 |
4,303.50 |
3,807.50 |
496.00 |
12.5% |
116.25 |
2.9% |
34% |
False |
False |
2,052,598 |
40 |
4,627.50 |
3,807.50 |
820.00 |
20.6% |
100.00 |
2.5% |
21% |
False |
False |
1,805,663 |
60 |
4,631.00 |
3,807.50 |
823.50 |
20.7% |
98.75 |
2.5% |
21% |
False |
False |
1,544,132 |
80 |
4,631.00 |
3,807.50 |
823.50 |
20.7% |
99.25 |
2.5% |
21% |
False |
False |
1,159,988 |
100 |
4,800.00 |
3,807.50 |
992.50 |
25.0% |
99.75 |
2.5% |
17% |
False |
False |
928,382 |
120 |
4,800.00 |
3,807.50 |
992.50 |
25.0% |
94.25 |
2.4% |
17% |
False |
False |
773,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,355.75 |
2.618 |
4,218.25 |
1.618 |
4,134.00 |
1.000 |
4,082.00 |
0.618 |
4,049.75 |
HIGH |
3,997.75 |
0.618 |
3,965.50 |
0.500 |
3,955.50 |
0.382 |
3,945.75 |
LOW |
3,913.50 |
0.618 |
3,861.50 |
1.000 |
3,829.25 |
1.618 |
3,777.25 |
2.618 |
3,693.00 |
4.250 |
3,555.50 |
|
|
Fisher Pivots for day following 25-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,969.75 |
3,962.75 |
PP |
3,962.75 |
3,948.75 |
S1 |
3,955.50 |
3,935.00 |
|