| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,866.00 |
11,915.00 |
49.00 |
0.4% |
12,409.00 |
| High |
12,075.50 |
11,918.00 |
-157.50 |
-1.3% |
12,594.00 |
| Low |
11,783.75 |
11,576.25 |
-207.50 |
-1.8% |
11,491.25 |
| Close |
12,035.25 |
11,771.00 |
-264.25 |
-2.2% |
11,840.75 |
| Range |
291.75 |
341.75 |
50.00 |
17.1% |
1,102.75 |
| ATR |
468.39 |
467.72 |
-0.67 |
-0.1% |
0.00 |
| Volume |
660,213 |
717,429 |
57,216 |
8.7% |
3,646,845 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,780.25 |
12,617.50 |
11,959.00 |
|
| R3 |
12,438.50 |
12,275.75 |
11,865.00 |
|
| R2 |
12,096.75 |
12,096.75 |
11,833.75 |
|
| R1 |
11,934.00 |
11,934.00 |
11,802.25 |
11,844.50 |
| PP |
11,755.00 |
11,755.00 |
11,755.00 |
11,710.50 |
| S1 |
11,592.25 |
11,592.25 |
11,739.75 |
11,502.75 |
| S2 |
11,413.25 |
11,413.25 |
11,708.25 |
|
| S3 |
11,071.50 |
11,250.50 |
11,677.00 |
|
| S4 |
10,729.75 |
10,908.75 |
11,583.00 |
|
|
| 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 |
9.4% |
468.50 |
4.0% |
25% |
False |
False |
749,510 |
| 10 |
12,594.00 |
11,491.25 |
1,102.75 |
9.4% |
459.50 |
3.9% |
25% |
False |
False |
743,213 |
| 20 |
13,555.25 |
11,491.25 |
2,064.00 |
17.5% |
477.25 |
4.1% |
14% |
False |
False |
762,911 |
| 40 |
15,268.75 |
11,491.25 |
3,777.50 |
32.1% |
435.25 |
3.7% |
7% |
False |
False |
686,329 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
32.1% |
433.00 |
3.7% |
7% |
False |
False |
567,728 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
32.1% |
439.50 |
3.7% |
7% |
False |
False |
426,307 |
| 100 |
16,558.75 |
11,491.25 |
5,067.50 |
43.1% |
443.00 |
3.8% |
6% |
False |
False |
341,439 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
43.9% |
423.75 |
3.6% |
5% |
False |
False |
284,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,370.50 |
|
2.618 |
12,812.75 |
|
1.618 |
12,471.00 |
|
1.000 |
12,259.75 |
|
0.618 |
12,129.25 |
|
HIGH |
11,918.00 |
|
0.618 |
11,787.50 |
|
0.500 |
11,747.00 |
|
0.382 |
11,706.75 |
|
LOW |
11,576.25 |
|
0.618 |
11,365.00 |
|
1.000 |
11,234.50 |
|
1.618 |
11,023.25 |
|
2.618 |
10,681.50 |
|
4.250 |
10,123.75 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,763.00 |
11,794.00 |
| PP |
11,755.00 |
11,786.25 |
| S1 |
11,747.00 |
11,778.75 |
|