| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,915.00 |
11,808.00 |
-107.00 |
-0.9% |
12,409.00 |
| High |
11,918.00 |
12,036.00 |
118.00 |
1.0% |
12,594.00 |
| Low |
11,576.25 |
11,672.00 |
95.75 |
0.8% |
11,491.25 |
| Close |
11,771.00 |
11,942.25 |
171.25 |
1.5% |
11,840.75 |
| Range |
341.75 |
364.00 |
22.25 |
6.5% |
1,102.75 |
| ATR |
467.72 |
460.31 |
-7.41 |
-1.6% |
0.00 |
| Volume |
717,429 |
671,096 |
-46,333 |
-6.5% |
3,646,845 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,975.50 |
12,822.75 |
12,142.50 |
|
| R3 |
12,611.50 |
12,458.75 |
12,042.25 |
|
| R2 |
12,247.50 |
12,247.50 |
12,009.00 |
|
| R1 |
12,094.75 |
12,094.75 |
11,975.50 |
12,171.00 |
| PP |
11,883.50 |
11,883.50 |
11,883.50 |
11,921.50 |
| S1 |
11,730.75 |
11,730.75 |
11,909.00 |
11,807.00 |
| S2 |
11,519.50 |
11,519.50 |
11,875.50 |
|
| S3 |
11,155.50 |
11,366.75 |
11,842.25 |
|
| S4 |
10,791.50 |
11,002.75 |
11,742.00 |
|
|
| 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 |
12,096.75 |
11,491.25 |
605.50 |
5.1% |
395.25 |
3.3% |
74% |
False |
False |
736,652 |
| 10 |
12,594.00 |
11,491.25 |
1,102.75 |
9.2% |
434.50 |
3.6% |
41% |
False |
False |
723,733 |
| 20 |
13,555.25 |
11,491.25 |
2,064.00 |
17.3% |
476.50 |
4.0% |
22% |
False |
False |
755,606 |
| 40 |
15,262.25 |
11,491.25 |
3,771.00 |
31.6% |
436.75 |
3.7% |
12% |
False |
False |
689,283 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
31.6% |
432.00 |
3.6% |
12% |
False |
False |
578,873 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
31.6% |
437.25 |
3.7% |
12% |
False |
False |
434,674 |
| 100 |
16,558.75 |
11,491.25 |
5,067.50 |
42.4% |
445.25 |
3.7% |
9% |
False |
False |
348,147 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
43.2% |
424.25 |
3.6% |
9% |
False |
False |
290,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,583.00 |
|
2.618 |
12,989.00 |
|
1.618 |
12,625.00 |
|
1.000 |
12,400.00 |
|
0.618 |
12,261.00 |
|
HIGH |
12,036.00 |
|
0.618 |
11,897.00 |
|
0.500 |
11,854.00 |
|
0.382 |
11,811.00 |
|
LOW |
11,672.00 |
|
0.618 |
11,447.00 |
|
1.000 |
11,308.00 |
|
1.618 |
11,083.00 |
|
2.618 |
10,719.00 |
|
4.250 |
10,125.00 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,912.75 |
11,903.50 |
| PP |
11,883.50 |
11,864.75 |
| S1 |
11,854.00 |
11,826.00 |
|