| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,907.00 |
11,898.00 |
-9.00 |
-0.1% |
12,409.00 |
| High |
12,076.75 |
12,096.75 |
20.00 |
0.2% |
12,594.00 |
| Low |
11,704.00 |
11,491.25 |
-212.75 |
-1.8% |
11,491.25 |
| Close |
11,878.25 |
11,840.75 |
-37.50 |
-0.3% |
11,840.75 |
| Range |
372.75 |
605.50 |
232.75 |
62.4% |
1,102.75 |
| ATR |
472.48 |
481.98 |
9.50 |
2.0% |
0.00 |
| Volume |
827,741 |
806,781 |
-20,960 |
-2.5% |
3,646,845 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,626.00 |
13,339.00 |
12,173.75 |
|
| R3 |
13,020.50 |
12,733.50 |
12,007.25 |
|
| R2 |
12,415.00 |
12,415.00 |
11,951.75 |
|
| R1 |
12,128.00 |
12,128.00 |
11,896.25 |
11,968.75 |
| PP |
11,809.50 |
11,809.50 |
11,809.50 |
11,730.00 |
| S1 |
11,522.50 |
11,522.50 |
11,785.25 |
11,363.25 |
| S2 |
11,204.00 |
11,204.00 |
11,729.75 |
|
| S3 |
10,598.50 |
10,917.00 |
11,674.25 |
|
| S4 |
9,993.00 |
10,311.50 |
11,507.75 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,283.50 |
14,665.00 |
12,447.25 |
|
| R3 |
14,180.75 |
13,562.25 |
12,144.00 |
|
| R2 |
13,078.00 |
13,078.00 |
12,043.00 |
|
| R1 |
12,459.50 |
12,459.50 |
11,941.75 |
12,217.50 |
| PP |
11,975.25 |
11,975.25 |
11,975.25 |
11,854.25 |
| S1 |
11,356.75 |
11,356.75 |
11,739.75 |
11,114.50 |
| S2 |
10,872.50 |
10,872.50 |
11,638.50 |
|
| S3 |
9,769.75 |
10,254.00 |
11,537.50 |
|
| S4 |
8,667.00 |
9,151.25 |
11,234.25 |
|
|
| 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 |
11,491.25 |
1,102.75 |
9.3% |
472.50 |
4.0% |
32% |
False |
True |
729,369 |
| 10 |
12,637.25 |
11,491.25 |
1,146.00 |
9.7% |
490.75 |
4.1% |
30% |
False |
True |
772,438 |
| 20 |
13,583.75 |
11,491.25 |
2,092.50 |
17.7% |
503.00 |
4.2% |
17% |
False |
True |
769,277 |
| 40 |
15,268.75 |
11,491.25 |
3,777.50 |
31.9% |
434.75 |
3.7% |
9% |
False |
True |
679,040 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
31.9% |
439.25 |
3.7% |
9% |
False |
True |
544,878 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
31.9% |
446.25 |
3.8% |
9% |
False |
True |
409,155 |
| 100 |
16,561.00 |
11,491.25 |
5,069.75 |
42.8% |
439.75 |
3.7% |
7% |
False |
True |
327,669 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
43.6% |
426.25 |
3.6% |
7% |
False |
True |
273,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,670.00 |
|
2.618 |
13,682.00 |
|
1.618 |
13,076.50 |
|
1.000 |
12,702.25 |
|
0.618 |
12,471.00 |
|
HIGH |
12,096.75 |
|
0.618 |
11,865.50 |
|
0.500 |
11,794.00 |
|
0.382 |
11,722.50 |
|
LOW |
11,491.25 |
|
0.618 |
11,117.00 |
|
1.000 |
10,885.75 |
|
1.618 |
10,511.50 |
|
2.618 |
9,906.00 |
|
4.250 |
8,918.00 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,825.25 |
12,042.50 |
| PP |
11,809.50 |
11,975.25 |
| S1 |
11,794.00 |
11,908.00 |
|