Trading Metrics calculated at close of trading on 31-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
Open |
4,047.50 |
4,164.50 |
117.00 |
2.9% |
3,910.50 |
High |
4,168.25 |
4,202.25 |
34.00 |
0.8% |
4,168.25 |
Low |
4,041.25 |
4,102.75 |
61.50 |
1.5% |
3,872.00 |
Close |
4,155.75 |
4,131.25 |
-24.50 |
-0.6% |
4,155.75 |
Range |
127.00 |
99.50 |
-27.50 |
-21.7% |
296.25 |
ATR |
110.46 |
109.68 |
-0.78 |
-0.7% |
0.00 |
Volume |
1,547,507 |
2,222,573 |
675,066 |
43.6% |
8,538,370 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,444.00 |
4,387.00 |
4,186.00 |
|
R3 |
4,344.50 |
4,287.50 |
4,158.50 |
|
R2 |
4,245.00 |
4,245.00 |
4,149.50 |
|
R1 |
4,188.00 |
4,188.00 |
4,140.25 |
4,166.75 |
PP |
4,145.50 |
4,145.50 |
4,145.50 |
4,134.75 |
S1 |
4,088.50 |
4,088.50 |
4,122.25 |
4,067.25 |
S2 |
4,046.00 |
4,046.00 |
4,113.00 |
|
S3 |
3,946.50 |
3,989.00 |
4,104.00 |
|
S4 |
3,847.00 |
3,889.50 |
4,076.50 |
|
|
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 |
4,202.25 |
3,872.00 |
330.25 |
8.0% |
101.25 |
2.5% |
79% |
True |
False |
1,804,956 |
10 |
4,202.25 |
3,807.50 |
394.75 |
9.6% |
109.25 |
2.6% |
82% |
True |
False |
1,940,583 |
20 |
4,303.00 |
3,807.50 |
495.50 |
12.0% |
113.50 |
2.7% |
65% |
False |
False |
2,002,398 |
40 |
4,588.75 |
3,807.50 |
781.25 |
18.9% |
103.75 |
2.5% |
41% |
False |
False |
1,829,793 |
60 |
4,631.00 |
3,807.50 |
823.50 |
19.9% |
99.50 |
2.4% |
39% |
False |
False |
1,630,382 |
80 |
4,631.00 |
3,807.50 |
823.50 |
19.9% |
100.75 |
2.4% |
39% |
False |
False |
1,225,687 |
100 |
4,731.50 |
3,807.50 |
924.00 |
22.4% |
101.25 |
2.5% |
35% |
False |
False |
980,987 |
120 |
4,800.00 |
3,807.50 |
992.50 |
24.0% |
94.50 |
2.3% |
33% |
False |
False |
817,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,625.00 |
2.618 |
4,462.75 |
1.618 |
4,363.25 |
1.000 |
4,301.75 |
0.618 |
4,263.75 |
HIGH |
4,202.25 |
0.618 |
4,164.25 |
0.500 |
4,152.50 |
0.382 |
4,140.75 |
LOW |
4,102.75 |
0.618 |
4,041.25 |
1.000 |
4,003.25 |
1.618 |
3,941.75 |
2.618 |
3,842.25 |
4.250 |
3,680.00 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
4,152.50 |
4,114.50 |
PP |
4,145.50 |
4,098.00 |
S1 |
4,138.25 |
4,081.50 |
|