| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,572.00 |
11,907.00 |
-665.00 |
-5.3% |
12,605.00 |
| High |
12,594.00 |
12,076.75 |
-517.25 |
-4.1% |
12,637.25 |
| Low |
11,862.75 |
11,704.00 |
-158.75 |
-1.3% |
11,689.00 |
| Close |
11,935.50 |
11,878.25 |
-57.25 |
-0.5% |
12,382.75 |
| Range |
731.25 |
372.75 |
-358.50 |
-49.0% |
948.25 |
| ATR |
480.15 |
472.48 |
-7.67 |
-1.6% |
0.00 |
| Volume |
735,386 |
827,741 |
92,355 |
12.6% |
4,077,537 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,004.50 |
12,814.25 |
12,083.25 |
|
| R3 |
12,631.75 |
12,441.50 |
11,980.75 |
|
| R2 |
12,259.00 |
12,259.00 |
11,946.50 |
|
| R1 |
12,068.75 |
12,068.75 |
11,912.50 |
11,977.50 |
| PP |
11,886.25 |
11,886.25 |
11,886.25 |
11,840.75 |
| S1 |
11,696.00 |
11,696.00 |
11,844.00 |
11,604.75 |
| S2 |
11,513.50 |
11,513.50 |
11,810.00 |
|
| S3 |
11,140.75 |
11,323.25 |
11,775.75 |
|
| S4 |
10,768.00 |
10,950.50 |
11,673.25 |
|
|
| 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 |
11,704.00 |
890.00 |
7.5% |
459.50 |
3.9% |
20% |
False |
True |
700,716 |
| 10 |
12,928.75 |
11,689.00 |
1,239.75 |
10.4% |
471.25 |
4.0% |
15% |
False |
False |
776,983 |
| 20 |
13,781.00 |
11,689.00 |
2,092.00 |
17.6% |
496.75 |
4.2% |
9% |
False |
False |
765,551 |
| 40 |
15,268.75 |
11,689.00 |
3,579.75 |
30.1% |
428.00 |
3.6% |
5% |
False |
False |
671,677 |
| 60 |
15,268.75 |
11,689.00 |
3,579.75 |
30.1% |
445.00 |
3.7% |
5% |
False |
False |
531,532 |
| 80 |
15,268.75 |
11,689.00 |
3,579.75 |
30.1% |
447.25 |
3.8% |
5% |
False |
False |
399,102 |
| 100 |
16,654.00 |
11,689.00 |
4,965.00 |
41.8% |
435.75 |
3.7% |
4% |
False |
False |
319,606 |
| 120 |
16,654.00 |
11,689.00 |
4,965.00 |
41.8% |
423.00 |
3.6% |
4% |
False |
False |
266,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,661.00 |
|
2.618 |
13,052.50 |
|
1.618 |
12,679.75 |
|
1.000 |
12,449.50 |
|
0.618 |
12,307.00 |
|
HIGH |
12,076.75 |
|
0.618 |
11,934.25 |
|
0.500 |
11,890.50 |
|
0.382 |
11,846.50 |
|
LOW |
11,704.00 |
|
0.618 |
11,473.75 |
|
1.000 |
11,331.25 |
|
1.618 |
11,101.00 |
|
2.618 |
10,728.25 |
|
4.250 |
10,119.75 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,890.50 |
12,149.00 |
| PP |
11,886.25 |
12,058.75 |
| S1 |
11,882.25 |
11,968.50 |
|