| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,235.50 |
12,572.00 |
336.50 |
2.8% |
12,605.00 |
| High |
12,578.00 |
12,594.00 |
16.00 |
0.1% |
12,637.25 |
| Low |
12,234.00 |
11,862.75 |
-371.25 |
-3.0% |
11,689.00 |
| Close |
12,560.25 |
11,935.50 |
-624.75 |
-5.0% |
12,382.75 |
| Range |
344.00 |
731.25 |
387.25 |
112.6% |
948.25 |
| ATR |
460.83 |
480.15 |
19.32 |
4.2% |
0.00 |
| Volume |
653,222 |
735,386 |
82,164 |
12.6% |
4,077,537 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,324.50 |
13,861.25 |
12,337.75 |
|
| R3 |
13,593.25 |
13,130.00 |
12,136.50 |
|
| R2 |
12,862.00 |
12,862.00 |
12,069.50 |
|
| R1 |
12,398.75 |
12,398.75 |
12,002.50 |
12,264.75 |
| PP |
12,130.75 |
12,130.75 |
12,130.75 |
12,063.75 |
| S1 |
11,667.50 |
11,667.50 |
11,868.50 |
11,533.50 |
| S2 |
11,399.50 |
11,399.50 |
11,801.50 |
|
| S3 |
10,668.25 |
10,936.25 |
11,734.50 |
|
| S4 |
9,937.00 |
10,205.00 |
11,533.25 |
|
|
| 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 |
12,594.00 |
11,689.00 |
905.00 |
7.6% |
473.50 |
4.0% |
27% |
True |
False |
710,815 |
| 10 |
13,548.00 |
11,689.00 |
1,859.00 |
15.6% |
518.25 |
4.3% |
13% |
False |
False |
781,988 |
| 20 |
14,283.00 |
11,689.00 |
2,594.00 |
21.7% |
509.00 |
4.3% |
10% |
False |
False |
758,453 |
| 40 |
15,268.75 |
11,689.00 |
3,579.75 |
30.0% |
424.75 |
3.6% |
7% |
False |
False |
664,862 |
| 60 |
15,268.75 |
11,689.00 |
3,579.75 |
30.0% |
448.75 |
3.8% |
7% |
False |
False |
517,784 |
| 80 |
15,268.75 |
11,689.00 |
3,579.75 |
30.0% |
450.25 |
3.8% |
7% |
False |
False |
388,784 |
| 100 |
16,654.00 |
11,689.00 |
4,965.00 |
41.6% |
434.75 |
3.6% |
5% |
False |
False |
311,343 |
| 120 |
16,654.00 |
11,689.00 |
4,965.00 |
41.6% |
423.50 |
3.5% |
5% |
False |
False |
259,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,701.75 |
|
2.618 |
14,508.50 |
|
1.618 |
13,777.25 |
|
1.000 |
13,325.25 |
|
0.618 |
13,046.00 |
|
HIGH |
12,594.00 |
|
0.618 |
12,314.75 |
|
0.500 |
12,228.50 |
|
0.382 |
12,142.00 |
|
LOW |
11,862.75 |
|
0.618 |
11,410.75 |
|
1.000 |
11,131.50 |
|
1.618 |
10,679.50 |
|
2.618 |
9,948.25 |
|
4.250 |
8,755.00 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,228.50 |
12,228.50 |
| PP |
12,130.75 |
12,130.75 |
| S1 |
12,033.00 |
12,033.00 |
|