| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,762.3 |
1,758.5 |
-3.8 |
-0.2% |
1,868.7 |
| High |
1,799.0 |
1,792.0 |
-7.0 |
-0.4% |
1,951.5 |
| Low |
1,721.6 |
1,712.3 |
-9.3 |
-0.5% |
1,815.3 |
| Close |
1,759.9 |
1,715.7 |
-44.2 |
-2.5% |
1,836.6 |
| Range |
77.4 |
79.7 |
2.3 |
3.0% |
136.2 |
| ATR |
61.5 |
62.8 |
1.3 |
2.1% |
0.0 |
| Volume |
300,505 |
289,265 |
-11,240 |
-3.7% |
1,257,737 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,979.1 |
1,927.1 |
1,759.5 |
|
| R3 |
1,899.4 |
1,847.4 |
1,737.6 |
|
| R2 |
1,819.7 |
1,819.7 |
1,730.3 |
|
| R1 |
1,767.7 |
1,767.7 |
1,723.0 |
1,753.9 |
| PP |
1,740.0 |
1,740.0 |
1,740.0 |
1,733.1 |
| S1 |
1,688.0 |
1,688.0 |
1,708.4 |
1,674.2 |
| S2 |
1,660.3 |
1,660.3 |
1,701.1 |
|
| S3 |
1,580.6 |
1,608.3 |
1,693.8 |
|
| S4 |
1,500.9 |
1,528.6 |
1,671.9 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.4 |
2,192.7 |
1,911.5 |
|
| R3 |
2,140.2 |
2,056.5 |
1,874.1 |
|
| R2 |
2,004.0 |
2,004.0 |
1,861.6 |
|
| R1 |
1,920.3 |
1,920.3 |
1,849.1 |
1,894.1 |
| PP |
1,867.8 |
1,867.8 |
1,867.8 |
1,854.7 |
| S1 |
1,784.1 |
1,784.1 |
1,824.1 |
1,757.9 |
| S2 |
1,731.6 |
1,731.6 |
1,811.6 |
|
| S3 |
1,595.4 |
1,647.9 |
1,799.1 |
|
| S4 |
1,459.2 |
1,511.7 |
1,761.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,950.8 |
1,712.3 |
238.5 |
13.9% |
80.4 |
4.7% |
1% |
False |
True |
291,806 |
| 10 |
1,951.5 |
1,712.3 |
239.2 |
13.9% |
72.1 |
4.2% |
1% |
False |
True |
266,737 |
| 20 |
2,060.9 |
1,712.3 |
348.6 |
20.3% |
60.8 |
3.5% |
1% |
False |
True |
234,747 |
| 40 |
2,137.1 |
1,712.3 |
424.8 |
24.8% |
53.0 |
3.1% |
1% |
False |
True |
214,978 |
| 60 |
2,137.1 |
1,712.3 |
424.8 |
24.8% |
57.4 |
3.3% |
1% |
False |
True |
161,738 |
| 80 |
2,164.8 |
1,712.3 |
452.5 |
26.4% |
59.5 |
3.5% |
1% |
False |
True |
121,394 |
| 100 |
2,285.0 |
1,712.3 |
572.7 |
33.4% |
56.4 |
3.3% |
1% |
False |
True |
97,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.7 |
|
2.618 |
2,000.7 |
|
1.618 |
1,921.0 |
|
1.000 |
1,871.7 |
|
0.618 |
1,841.3 |
|
HIGH |
1,792.0 |
|
0.618 |
1,761.6 |
|
0.500 |
1,752.2 |
|
0.382 |
1,742.7 |
|
LOW |
1,712.3 |
|
0.618 |
1,663.0 |
|
1.000 |
1,632.6 |
|
1.618 |
1,583.3 |
|
2.618 |
1,503.6 |
|
4.250 |
1,373.6 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,752.2 |
1,770.2 |
| PP |
1,740.0 |
1,752.0 |
| S1 |
1,727.9 |
1,733.9 |
|