| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,898.00 |
11,866.00 |
-32.00 |
-0.3% |
12,409.00 |
| High |
12,096.75 |
12,075.50 |
-21.25 |
-0.2% |
12,594.00 |
| Low |
11,491.25 |
11,783.75 |
292.50 |
2.5% |
11,491.25 |
| Close |
11,840.75 |
12,035.25 |
194.50 |
1.6% |
11,840.75 |
| Range |
605.50 |
291.75 |
-313.75 |
-51.8% |
1,102.75 |
| ATR |
481.98 |
468.39 |
-13.59 |
-2.8% |
0.00 |
| Volume |
806,781 |
660,213 |
-146,568 |
-18.2% |
3,646,845 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,840.00 |
12,729.50 |
12,195.75 |
|
| R3 |
12,548.25 |
12,437.75 |
12,115.50 |
|
| R2 |
12,256.50 |
12,256.50 |
12,088.75 |
|
| R1 |
12,146.00 |
12,146.00 |
12,062.00 |
12,201.25 |
| PP |
11,964.75 |
11,964.75 |
11,964.75 |
11,992.50 |
| S1 |
11,854.25 |
11,854.25 |
12,008.50 |
11,909.50 |
| S2 |
11,673.00 |
11,673.00 |
11,981.75 |
|
| S3 |
11,381.25 |
11,562.50 |
11,955.00 |
|
| S4 |
11,089.50 |
11,270.75 |
11,874.75 |
|
|
| 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 |
9.2% |
469.00 |
3.9% |
49% |
False |
False |
736,668 |
| 10 |
12,594.00 |
11,491.25 |
1,102.75 |
9.2% |
469.75 |
3.9% |
49% |
False |
False |
756,856 |
| 20 |
13,583.75 |
11,491.25 |
2,092.50 |
17.4% |
499.25 |
4.1% |
26% |
False |
False |
764,806 |
| 40 |
15,268.75 |
11,491.25 |
3,777.50 |
31.4% |
435.25 |
3.6% |
14% |
False |
False |
681,697 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
31.4% |
437.00 |
3.6% |
14% |
False |
False |
555,831 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
31.4% |
442.75 |
3.7% |
14% |
False |
False |
417,380 |
| 100 |
16,561.00 |
11,491.25 |
5,069.75 |
42.1% |
441.00 |
3.7% |
11% |
False |
False |
334,266 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
42.9% |
425.50 |
3.5% |
11% |
False |
False |
278,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,315.50 |
|
2.618 |
12,839.25 |
|
1.618 |
12,547.50 |
|
1.000 |
12,367.25 |
|
0.618 |
12,255.75 |
|
HIGH |
12,075.50 |
|
0.618 |
11,964.00 |
|
0.500 |
11,929.50 |
|
0.382 |
11,895.25 |
|
LOW |
11,783.75 |
|
0.618 |
11,603.50 |
|
1.000 |
11,492.00 |
|
1.618 |
11,311.75 |
|
2.618 |
11,020.00 |
|
4.250 |
10,543.75 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,000.00 |
11,954.75 |
| PP |
11,964.75 |
11,874.50 |
| S1 |
11,929.50 |
11,794.00 |
|