| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,891.50 |
12,409.00 |
517.50 |
4.4% |
12,605.00 |
| High |
12,432.00 |
12,498.75 |
66.75 |
0.5% |
12,637.25 |
| Low |
11,891.50 |
12,190.25 |
298.75 |
2.5% |
11,689.00 |
| Close |
12,382.75 |
12,244.75 |
-138.00 |
-1.1% |
12,382.75 |
| Range |
540.50 |
308.50 |
-232.00 |
-42.9% |
948.25 |
| ATR |
482.23 |
469.82 |
-12.41 |
-2.6% |
0.00 |
| Volume |
663,517 |
623,715 |
-39,802 |
-6.0% |
4,077,537 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,236.75 |
13,049.25 |
12,414.50 |
|
| R3 |
12,928.25 |
12,740.75 |
12,329.50 |
|
| R2 |
12,619.75 |
12,619.75 |
12,301.25 |
|
| R1 |
12,432.25 |
12,432.25 |
12,273.00 |
12,371.75 |
| PP |
12,311.25 |
12,311.25 |
12,311.25 |
12,281.00 |
| S1 |
12,123.75 |
12,123.75 |
12,216.50 |
12,063.25 |
| S2 |
12,002.75 |
12,002.75 |
12,188.25 |
|
| S3 |
11,694.25 |
11,815.25 |
12,160.00 |
|
| S4 |
11,385.75 |
11,506.75 |
12,075.00 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,081.00 |
14,680.25 |
12,904.25 |
|
| R3 |
14,132.75 |
13,732.00 |
12,643.50 |
|
| R2 |
13,184.50 |
13,184.50 |
12,556.50 |
|
| R1 |
12,783.75 |
12,783.75 |
12,469.75 |
12,510.00 |
| PP |
12,236.25 |
12,236.25 |
12,236.25 |
12,099.50 |
| S1 |
11,835.50 |
11,835.50 |
12,295.75 |
11,561.75 |
| S2 |
11,288.00 |
11,288.00 |
12,209.00 |
|
| S3 |
10,339.75 |
10,887.25 |
12,122.00 |
|
| S4 |
9,391.50 |
9,939.00 |
11,861.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,553.25 |
11,689.00 |
864.25 |
7.1% |
470.50 |
3.8% |
64% |
False |
False |
777,043 |
| 10 |
13,555.25 |
11,689.00 |
1,866.25 |
15.2% |
499.50 |
4.1% |
30% |
False |
False |
779,668 |
| 20 |
14,298.00 |
11,689.00 |
2,609.00 |
21.3% |
493.00 |
4.0% |
21% |
False |
False |
747,058 |
| 40 |
15,268.75 |
11,689.00 |
3,579.75 |
29.2% |
414.75 |
3.4% |
16% |
False |
False |
657,635 |
| 60 |
15,268.75 |
11,689.00 |
3,579.75 |
29.2% |
446.50 |
3.6% |
16% |
False |
False |
494,730 |
| 80 |
15,268.75 |
11,689.00 |
3,579.75 |
29.2% |
453.00 |
3.7% |
16% |
False |
False |
371,508 |
| 100 |
16,654.00 |
11,689.00 |
4,965.00 |
40.5% |
429.00 |
3.5% |
11% |
False |
False |
297,468 |
| 120 |
16,654.00 |
11,689.00 |
4,965.00 |
40.5% |
418.75 |
3.4% |
11% |
False |
False |
247,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,810.00 |
|
2.618 |
13,306.50 |
|
1.618 |
12,998.00 |
|
1.000 |
12,807.25 |
|
0.618 |
12,689.50 |
|
HIGH |
12,498.75 |
|
0.618 |
12,381.00 |
|
0.500 |
12,344.50 |
|
0.382 |
12,308.00 |
|
LOW |
12,190.25 |
|
0.618 |
11,999.50 |
|
1.000 |
11,881.75 |
|
1.618 |
11,691.00 |
|
2.618 |
11,382.50 |
|
4.250 |
10,879.00 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,344.50 |
12,194.50 |
| PP |
12,311.25 |
12,144.25 |
| S1 |
12,278.00 |
12,094.00 |
|