| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,409.00 |
12,235.50 |
-173.50 |
-1.4% |
12,605.00 |
| High |
12,498.75 |
12,578.00 |
79.25 |
0.6% |
12,637.25 |
| Low |
12,190.25 |
12,234.00 |
43.75 |
0.4% |
11,689.00 |
| Close |
12,244.75 |
12,560.25 |
315.50 |
2.6% |
12,382.75 |
| Range |
308.50 |
344.00 |
35.50 |
11.5% |
948.25 |
| ATR |
469.82 |
460.83 |
-8.99 |
-1.9% |
0.00 |
| Volume |
623,715 |
653,222 |
29,507 |
4.7% |
4,077,537 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,489.50 |
13,368.75 |
12,749.50 |
|
| R3 |
13,145.50 |
13,024.75 |
12,654.75 |
|
| R2 |
12,801.50 |
12,801.50 |
12,623.25 |
|
| R1 |
12,680.75 |
12,680.75 |
12,591.75 |
12,741.00 |
| PP |
12,457.50 |
12,457.50 |
12,457.50 |
12,487.50 |
| S1 |
12,336.75 |
12,336.75 |
12,528.75 |
12,397.00 |
| S2 |
12,113.50 |
12,113.50 |
12,497.25 |
|
| S3 |
11,769.50 |
11,992.75 |
12,465.75 |
|
| S4 |
11,425.50 |
11,648.75 |
12,371.00 |
|
|
| 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 |
12,578.00 |
11,689.00 |
889.00 |
7.1% |
450.25 |
3.6% |
98% |
True |
False |
736,916 |
| 10 |
13,555.25 |
11,689.00 |
1,866.25 |
14.9% |
512.25 |
4.1% |
47% |
False |
False |
778,769 |
| 20 |
14,298.00 |
11,689.00 |
2,609.00 |
20.8% |
489.50 |
3.9% |
33% |
False |
False |
751,901 |
| 40 |
15,268.75 |
11,689.00 |
3,579.75 |
28.5% |
416.25 |
3.3% |
24% |
False |
False |
659,225 |
| 60 |
15,268.75 |
11,689.00 |
3,579.75 |
28.5% |
445.75 |
3.5% |
24% |
False |
False |
505,587 |
| 80 |
15,268.75 |
11,689.00 |
3,579.75 |
28.5% |
451.75 |
3.6% |
24% |
False |
False |
379,642 |
| 100 |
16,654.00 |
11,689.00 |
4,965.00 |
39.5% |
429.50 |
3.4% |
18% |
False |
False |
303,994 |
| 120 |
16,654.00 |
11,689.00 |
4,965.00 |
39.5% |
419.25 |
3.3% |
18% |
False |
False |
253,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,040.00 |
|
2.618 |
13,478.50 |
|
1.618 |
13,134.50 |
|
1.000 |
12,922.00 |
|
0.618 |
12,790.50 |
|
HIGH |
12,578.00 |
|
0.618 |
12,446.50 |
|
0.500 |
12,406.00 |
|
0.382 |
12,365.50 |
|
LOW |
12,234.00 |
|
0.618 |
12,021.50 |
|
1.000 |
11,890.00 |
|
1.618 |
11,677.50 |
|
2.618 |
11,333.50 |
|
4.250 |
10,772.00 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,508.75 |
12,451.75 |
| PP |
12,457.50 |
12,343.25 |
| S1 |
12,406.00 |
12,234.75 |
|