| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,250.00 |
12,705.25 |
455.25 |
3.7% |
11,866.00 |
| High |
12,720.25 |
12,883.00 |
162.75 |
1.3% |
12,720.25 |
| Low |
12,222.00 |
12,480.00 |
258.00 |
2.1% |
11,576.25 |
| Close |
12,677.75 |
12,646.50 |
-31.25 |
-0.2% |
12,677.75 |
| Range |
498.25 |
403.00 |
-95.25 |
-19.1% |
1,144.00 |
| ATR |
465.31 |
460.85 |
-4.45 |
-1.0% |
0.00 |
| Volume |
615,992 |
832,388 |
216,396 |
35.1% |
3,276,614 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,878.75 |
13,665.75 |
12,868.25 |
|
| R3 |
13,475.75 |
13,262.75 |
12,757.25 |
|
| R2 |
13,072.75 |
13,072.75 |
12,720.50 |
|
| R1 |
12,859.75 |
12,859.75 |
12,683.50 |
12,764.75 |
| PP |
12,669.75 |
12,669.75 |
12,669.75 |
12,622.50 |
| S1 |
12,456.75 |
12,456.75 |
12,609.50 |
12,361.75 |
| S2 |
12,266.75 |
12,266.75 |
12,572.50 |
|
| S3 |
11,863.75 |
12,053.75 |
12,535.75 |
|
| S4 |
11,460.75 |
11,650.75 |
12,424.75 |
|
|
| 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 |
12,883.00 |
11,576.25 |
1,306.75 |
10.3% |
420.25 |
3.3% |
82% |
True |
False |
689,757 |
| 10 |
12,883.00 |
11,491.25 |
1,391.75 |
11.0% |
444.75 |
3.5% |
83% |
True |
False |
713,213 |
| 20 |
13,555.25 |
11,491.25 |
2,064.00 |
16.3% |
472.00 |
3.7% |
56% |
False |
False |
746,441 |
| 40 |
15,198.00 |
11,491.25 |
3,706.75 |
29.3% |
451.25 |
3.6% |
31% |
False |
False |
700,456 |
| 60 |
15,268.75 |
11,491.25 |
3,777.50 |
29.9% |
436.00 |
3.4% |
31% |
False |
False |
613,040 |
| 80 |
15,268.75 |
11,491.25 |
3,777.50 |
29.9% |
439.00 |
3.5% |
31% |
False |
False |
460,374 |
| 100 |
16,007.50 |
11,491.25 |
4,516.25 |
35.7% |
448.00 |
3.5% |
26% |
False |
False |
368,718 |
| 120 |
16,654.00 |
11,491.25 |
5,162.75 |
40.8% |
424.25 |
3.4% |
22% |
False |
False |
307,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,595.75 |
|
2.618 |
13,938.00 |
|
1.618 |
13,535.00 |
|
1.000 |
13,286.00 |
|
0.618 |
13,132.00 |
|
HIGH |
12,883.00 |
|
0.618 |
12,729.00 |
|
0.500 |
12,681.50 |
|
0.382 |
12,634.00 |
|
LOW |
12,480.00 |
|
0.618 |
12,231.00 |
|
1.000 |
12,077.00 |
|
1.618 |
11,828.00 |
|
2.618 |
11,425.00 |
|
4.250 |
10,767.25 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,681.50 |
12,553.00 |
| PP |
12,669.75 |
12,459.25 |
| S1 |
12,658.25 |
12,365.50 |
|