| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,808.00 |
11,887.50 |
79.50 |
0.7% |
12,409.00 |
| High |
12,036.00 |
12,343.00 |
307.00 |
2.6% |
12,594.00 |
| Low |
11,672.00 |
11,848.25 |
176.25 |
1.5% |
11,491.25 |
| Close |
11,942.25 |
12,279.25 |
337.00 |
2.8% |
11,840.75 |
| Range |
364.00 |
494.75 |
130.75 |
35.9% |
1,102.75 |
| ATR |
460.31 |
462.77 |
2.46 |
0.5% |
0.00 |
| Volume |
671,096 |
611,884 |
-59,212 |
-8.8% |
3,646,845 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,641.00 |
13,455.00 |
12,551.25 |
|
| R3 |
13,146.25 |
12,960.25 |
12,415.25 |
|
| R2 |
12,651.50 |
12,651.50 |
12,370.00 |
|
| R1 |
12,465.50 |
12,465.50 |
12,324.50 |
12,558.50 |
| PP |
12,156.75 |
12,156.75 |
12,156.75 |
12,203.50 |
| S1 |
11,970.75 |
11,970.75 |
12,234.00 |
12,063.75 |
| S2 |
11,662.00 |
11,662.00 |
12,188.50 |
|
| S3 |
11,167.25 |
11,476.00 |
12,143.25 |
|
| S4 |
10,672.50 |
10,981.25 |
12,007.25 |
|
|
| 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 |
12,343.00 |
11,491.25 |
851.75 |
6.9% |
419.50 |
3.4% |
93% |
True |
False |
693,480 |
| 10 |
12,594.00 |
11,491.25 |
1,102.75 |
9.0% |
439.50 |
3.6% |
71% |
False |
False |
697,098 |
| 20 |
13,555.25 |
11,491.25 |
2,064.00 |
16.8% |
475.75 |
3.9% |
38% |
False |
False |
748,382 |
| 40 |
15,198.00 |
11,491.25 |
3,706.75 |
30.2% |
442.75 |
3.6% |
21% |
False |
False |
691,742 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
30.8% |
434.00 |
3.5% |
21% |
False |
False |
589,032 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
30.8% |
438.25 |
3.6% |
21% |
False |
False |
442,306 |
| 100 |
16,558.75 |
11,491.25 |
5,067.50 |
41.3% |
448.25 |
3.6% |
16% |
False |
False |
354,259 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
42.0% |
423.75 |
3.5% |
15% |
False |
False |
295,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,445.75 |
|
2.618 |
13,638.25 |
|
1.618 |
13,143.50 |
|
1.000 |
12,837.75 |
|
0.618 |
12,648.75 |
|
HIGH |
12,343.00 |
|
0.618 |
12,154.00 |
|
0.500 |
12,095.50 |
|
0.382 |
12,037.25 |
|
LOW |
11,848.25 |
|
0.618 |
11,542.50 |
|
1.000 |
11,353.50 |
|
1.618 |
11,047.75 |
|
2.618 |
10,553.00 |
|
4.250 |
9,745.50 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,218.00 |
12,172.75 |
| PP |
12,156.75 |
12,066.25 |
| S1 |
12,095.50 |
11,959.50 |
|