Trading Metrics calculated at close of trading on 26-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,950.00 |
3,972.25 |
22.25 |
0.6% |
4,025.00 |
High |
3,997.75 |
4,073.50 |
75.75 |
1.9% |
4,095.00 |
Low |
3,913.50 |
3,960.50 |
47.00 |
1.2% |
3,807.50 |
Close |
3,976.75 |
4,055.75 |
79.00 |
2.0% |
3,899.50 |
Range |
84.25 |
113.00 |
28.75 |
34.1% |
287.50 |
ATR |
108.90 |
109.19 |
0.29 |
0.3% |
0.00 |
Volume |
1,744,116 |
1,493,132 |
-250,984 |
-14.4% |
10,340,093 |
|
Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,369.00 |
4,325.25 |
4,118.00 |
|
R3 |
4,256.00 |
4,212.25 |
4,086.75 |
|
R2 |
4,143.00 |
4,143.00 |
4,076.50 |
|
R1 |
4,099.25 |
4,099.25 |
4,066.00 |
4,121.00 |
PP |
4,030.00 |
4,030.00 |
4,030.00 |
4,040.75 |
S1 |
3,986.25 |
3,986.25 |
4,045.50 |
4,008.00 |
S2 |
3,917.00 |
3,917.00 |
4,035.00 |
|
S3 |
3,804.00 |
3,873.25 |
4,024.75 |
|
S4 |
3,691.00 |
3,760.25 |
3,993.50 |
|
|
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 |
4,073.50 |
3,807.50 |
266.00 |
6.6% |
99.50 |
2.5% |
93% |
True |
False |
1,879,852 |
10 |
4,095.00 |
3,807.50 |
287.50 |
7.1% |
105.00 |
2.6% |
86% |
False |
False |
1,919,003 |
20 |
4,303.00 |
3,807.50 |
495.50 |
12.2% |
115.75 |
2.9% |
50% |
False |
False |
2,037,322 |
40 |
4,614.25 |
3,807.50 |
806.75 |
19.9% |
101.50 |
2.5% |
31% |
False |
False |
1,812,836 |
60 |
4,631.00 |
3,807.50 |
823.50 |
20.3% |
98.50 |
2.4% |
30% |
False |
False |
1,568,480 |
80 |
4,631.00 |
3,807.50 |
823.50 |
20.3% |
99.50 |
2.5% |
30% |
False |
False |
1,178,616 |
100 |
4,800.00 |
3,807.50 |
992.50 |
24.5% |
100.50 |
2.5% |
25% |
False |
False |
943,305 |
120 |
4,800.00 |
3,807.50 |
992.50 |
24.5% |
94.25 |
2.3% |
25% |
False |
False |
786,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,553.75 |
2.618 |
4,369.25 |
1.618 |
4,256.25 |
1.000 |
4,186.50 |
0.618 |
4,143.25 |
HIGH |
4,073.50 |
0.618 |
4,030.25 |
0.500 |
4,017.00 |
0.382 |
4,003.75 |
LOW |
3,960.50 |
0.618 |
3,890.75 |
1.000 |
3,847.50 |
1.618 |
3,777.75 |
2.618 |
3,664.75 |
4.250 |
3,480.25 |
|
|
Fisher Pivots for day following 26-May-2022 |
Pivot |
1 day |
3 day |
R1 |
4,042.75 |
4,028.00 |
PP |
4,030.00 |
4,000.50 |
S1 |
4,017.00 |
3,972.75 |
|