| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,887.50 |
12,250.00 |
362.50 |
3.0% |
11,866.00 |
| High |
12,343.00 |
12,720.25 |
377.25 |
3.1% |
12,720.25 |
| Low |
11,848.25 |
12,222.00 |
373.75 |
3.2% |
11,576.25 |
| Close |
12,279.25 |
12,677.75 |
398.50 |
3.2% |
12,677.75 |
| Range |
494.75 |
498.25 |
3.50 |
0.7% |
1,144.00 |
| ATR |
462.77 |
465.31 |
2.53 |
0.5% |
0.00 |
| Volume |
611,884 |
615,992 |
4,108 |
0.7% |
3,276,614 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,034.75 |
13,854.50 |
12,951.75 |
|
| R3 |
13,536.50 |
13,356.25 |
12,814.75 |
|
| R2 |
13,038.25 |
13,038.25 |
12,769.00 |
|
| R1 |
12,858.00 |
12,858.00 |
12,723.50 |
12,948.00 |
| PP |
12,540.00 |
12,540.00 |
12,540.00 |
12,585.00 |
| S1 |
12,359.75 |
12,359.75 |
12,632.00 |
12,450.00 |
| S2 |
12,041.75 |
12,041.75 |
12,586.50 |
|
| S3 |
11,543.50 |
11,861.50 |
12,540.75 |
|
| S4 |
11,045.25 |
11,363.25 |
12,403.75 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,756.75 |
15,361.25 |
13,307.00 |
|
| R3 |
14,612.75 |
14,217.25 |
12,992.25 |
|
| R2 |
13,468.75 |
13,468.75 |
12,887.50 |
|
| R1 |
13,073.25 |
13,073.25 |
12,782.50 |
13,271.00 |
| PP |
12,324.75 |
12,324.75 |
12,324.75 |
12,423.50 |
| S1 |
11,929.25 |
11,929.25 |
12,573.00 |
12,127.00 |
| S2 |
11,180.75 |
11,180.75 |
12,468.00 |
|
| S3 |
10,036.75 |
10,785.25 |
12,363.25 |
|
| S4 |
8,892.75 |
9,641.25 |
12,048.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,720.25 |
11,576.25 |
1,144.00 |
9.0% |
398.00 |
3.1% |
96% |
True |
False |
655,322 |
| 10 |
12,720.25 |
11,491.25 |
1,229.00 |
9.7% |
435.25 |
3.4% |
97% |
True |
False |
692,345 |
| 20 |
13,555.25 |
11,491.25 |
2,064.00 |
16.3% |
470.75 |
3.7% |
57% |
False |
False |
743,012 |
| 40 |
15,198.00 |
11,491.25 |
3,706.75 |
29.2% |
447.00 |
3.5% |
32% |
False |
False |
693,122 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
29.8% |
435.25 |
3.4% |
31% |
False |
False |
599,246 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
29.8% |
439.25 |
3.5% |
31% |
False |
False |
449,986 |
| 100 |
16,257.50 |
11,491.25 |
4,766.25 |
37.6% |
449.00 |
3.5% |
25% |
False |
False |
360,411 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
40.7% |
425.25 |
3.4% |
23% |
False |
False |
300,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,837.75 |
|
2.618 |
14,024.75 |
|
1.618 |
13,526.50 |
|
1.000 |
13,218.50 |
|
0.618 |
13,028.25 |
|
HIGH |
12,720.25 |
|
0.618 |
12,530.00 |
|
0.500 |
12,471.00 |
|
0.382 |
12,412.25 |
|
LOW |
12,222.00 |
|
0.618 |
11,914.00 |
|
1.000 |
11,723.75 |
|
1.618 |
11,415.75 |
|
2.618 |
10,917.50 |
|
4.250 |
10,104.50 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,609.00 |
12,517.25 |
| PP |
12,540.00 |
12,356.75 |
| S1 |
12,471.00 |
12,196.00 |
|