Trading Metrics calculated at close of trading on 27-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,972.25 |
4,047.50 |
75.25 |
1.9% |
3,910.50 |
High |
4,073.50 |
4,168.25 |
94.75 |
2.3% |
4,168.25 |
Low |
3,960.50 |
4,041.25 |
80.75 |
2.0% |
3,872.00 |
Close |
4,055.75 |
4,155.75 |
100.00 |
2.5% |
4,155.75 |
Range |
113.00 |
127.00 |
14.00 |
12.4% |
296.25 |
ATR |
109.19 |
110.46 |
1.27 |
1.2% |
0.00 |
Volume |
1,493,132 |
1,547,507 |
54,375 |
3.6% |
8,538,370 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,502.75 |
4,456.25 |
4,225.50 |
|
R3 |
4,375.75 |
4,329.25 |
4,190.75 |
|
R2 |
4,248.75 |
4,248.75 |
4,179.00 |
|
R1 |
4,202.25 |
4,202.25 |
4,167.50 |
4,225.50 |
PP |
4,121.75 |
4,121.75 |
4,121.75 |
4,133.50 |
S1 |
4,075.25 |
4,075.25 |
4,144.00 |
4,098.50 |
S2 |
3,994.75 |
3,994.75 |
4,132.50 |
|
S3 |
3,867.75 |
3,948.25 |
4,120.75 |
|
S4 |
3,740.75 |
3,821.25 |
4,086.00 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,954.00 |
4,851.25 |
4,318.75 |
|
R3 |
4,657.75 |
4,555.00 |
4,237.25 |
|
R2 |
4,361.50 |
4,361.50 |
4,210.00 |
|
R1 |
4,258.75 |
4,258.75 |
4,183.00 |
4,310.00 |
PP |
4,065.25 |
4,065.25 |
4,065.25 |
4,091.00 |
S1 |
3,962.50 |
3,962.50 |
4,128.50 |
4,014.00 |
S2 |
3,769.00 |
3,769.00 |
4,101.50 |
|
S3 |
3,472.75 |
3,666.25 |
4,074.25 |
|
S4 |
3,176.50 |
3,370.00 |
3,992.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,168.25 |
3,872.00 |
296.25 |
7.1% |
96.50 |
2.3% |
96% |
True |
False |
1,707,674 |
10 |
4,168.25 |
3,807.50 |
360.75 |
8.7% |
105.75 |
2.5% |
97% |
True |
False |
1,887,846 |
20 |
4,303.00 |
3,807.50 |
495.50 |
11.9% |
114.00 |
2.7% |
70% |
False |
False |
2,008,840 |
40 |
4,588.75 |
3,807.50 |
781.25 |
18.8% |
102.50 |
2.5% |
45% |
False |
False |
1,810,257 |
60 |
4,631.00 |
3,807.50 |
823.50 |
19.8% |
99.50 |
2.4% |
42% |
False |
False |
1,593,809 |
80 |
4,631.00 |
3,807.50 |
823.50 |
19.8% |
100.50 |
2.4% |
42% |
False |
False |
1,197,928 |
100 |
4,779.75 |
3,807.50 |
972.25 |
23.4% |
101.25 |
2.4% |
36% |
False |
False |
958,774 |
120 |
4,800.00 |
3,807.50 |
992.50 |
23.9% |
94.50 |
2.3% |
35% |
False |
False |
799,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,708.00 |
2.618 |
4,500.75 |
1.618 |
4,373.75 |
1.000 |
4,295.25 |
0.618 |
4,246.75 |
HIGH |
4,168.25 |
0.618 |
4,119.75 |
0.500 |
4,104.75 |
0.382 |
4,089.75 |
LOW |
4,041.25 |
0.618 |
3,962.75 |
1.000 |
3,914.25 |
1.618 |
3,835.75 |
2.618 |
3,708.75 |
4.250 |
3,501.50 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
4,138.75 |
4,117.50 |
PP |
4,121.75 |
4,079.25 |
S1 |
4,104.75 |
4,041.00 |
|