| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,206.00 |
12,328.75 |
122.75 |
1.0% |
12,892.25 |
| High |
12,547.00 |
12,553.25 |
6.25 |
0.0% |
13,555.25 |
| Low |
12,102.25 |
11,938.50 |
-163.75 |
-1.4% |
12,519.00 |
| Close |
12,349.00 |
11,969.75 |
-379.25 |
-3.1% |
12,695.75 |
| Range |
444.75 |
614.75 |
170.00 |
38.2% |
1,036.25 |
| ATR |
470.02 |
480.36 |
10.34 |
2.2% |
0.00 |
| Volume |
853,859 |
865,890 |
12,031 |
1.4% |
3,859,254 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,998.00 |
13,598.75 |
12,307.75 |
|
| R3 |
13,383.25 |
12,984.00 |
12,138.75 |
|
| R2 |
12,768.50 |
12,768.50 |
12,082.50 |
|
| R1 |
12,369.25 |
12,369.25 |
12,026.00 |
12,261.50 |
| PP |
12,153.75 |
12,153.75 |
12,153.75 |
12,100.00 |
| S1 |
11,754.50 |
11,754.50 |
11,913.50 |
11,646.75 |
| S2 |
11,539.00 |
11,539.00 |
11,857.00 |
|
| S3 |
10,924.25 |
11,139.75 |
11,800.75 |
|
| S4 |
10,309.50 |
10,525.00 |
11,631.75 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,032.00 |
15,400.25 |
13,265.75 |
|
| R3 |
14,995.75 |
14,364.00 |
12,980.75 |
|
| R2 |
13,959.50 |
13,959.50 |
12,885.75 |
|
| R1 |
13,327.75 |
13,327.75 |
12,790.75 |
13,125.50 |
| PP |
12,923.25 |
12,923.25 |
12,923.25 |
12,822.25 |
| S1 |
12,291.50 |
12,291.50 |
12,600.75 |
12,089.25 |
| S2 |
11,887.00 |
11,887.00 |
12,505.75 |
|
| S3 |
10,850.75 |
11,255.25 |
12,410.75 |
|
| S4 |
9,814.50 |
10,219.00 |
12,125.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,548.00 |
11,938.50 |
1,609.50 |
13.4% |
562.75 |
4.7% |
2% |
False |
True |
853,162 |
| 10 |
13,555.25 |
11,938.50 |
1,616.75 |
13.5% |
518.75 |
4.3% |
2% |
False |
True |
787,478 |
| 20 |
14,298.00 |
11,938.50 |
2,359.50 |
19.7% |
480.25 |
4.0% |
1% |
False |
True |
717,318 |
| 40 |
15,268.75 |
11,938.50 |
3,330.25 |
27.8% |
417.50 |
3.5% |
1% |
False |
True |
646,921 |
| 60 |
15,268.75 |
11,938.50 |
3,330.25 |
27.8% |
444.25 |
3.7% |
1% |
False |
True |
458,697 |
| 80 |
15,646.75 |
11,938.50 |
3,708.25 |
31.0% |
456.00 |
3.8% |
1% |
False |
True |
344,499 |
| 100 |
16,654.00 |
11,938.50 |
4,715.50 |
39.4% |
426.50 |
3.6% |
1% |
False |
True |
275,836 |
| 120 |
16,744.75 |
11,938.50 |
4,806.25 |
40.2% |
412.00 |
3.4% |
1% |
False |
True |
229,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,166.00 |
|
2.618 |
14,162.75 |
|
1.618 |
13,548.00 |
|
1.000 |
13,168.00 |
|
0.618 |
12,933.25 |
|
HIGH |
12,553.25 |
|
0.618 |
12,318.50 |
|
0.500 |
12,246.00 |
|
0.382 |
12,173.25 |
|
LOW |
11,938.50 |
|
0.618 |
11,558.50 |
|
1.000 |
11,323.75 |
|
1.618 |
10,943.75 |
|
2.618 |
10,329.00 |
|
4.250 |
9,325.75 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,246.00 |
12,288.00 |
| PP |
12,153.75 |
12,181.75 |
| S1 |
12,061.75 |
12,075.75 |
|