| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,758.5 |
1,723.0 |
-35.5 |
-2.0% |
1,868.7 |
| High |
1,792.0 |
1,752.7 |
-39.3 |
-2.2% |
1,951.5 |
| Low |
1,712.3 |
1,698.3 |
-14.0 |
-0.8% |
1,815.3 |
| Close |
1,715.7 |
1,737.5 |
21.8 |
1.3% |
1,836.6 |
| Range |
79.7 |
54.4 |
-25.3 |
-31.7% |
136.2 |
| ATR |
62.8 |
62.2 |
-0.6 |
-1.0% |
0.0 |
| Volume |
289,265 |
305,234 |
15,969 |
5.5% |
1,257,737 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,892.7 |
1,869.5 |
1,767.4 |
|
| R3 |
1,838.3 |
1,815.1 |
1,752.5 |
|
| R2 |
1,783.9 |
1,783.9 |
1,747.5 |
|
| R1 |
1,760.7 |
1,760.7 |
1,742.5 |
1,772.3 |
| PP |
1,729.5 |
1,729.5 |
1,729.5 |
1,735.3 |
| S1 |
1,706.3 |
1,706.3 |
1,732.5 |
1,717.9 |
| S2 |
1,675.1 |
1,675.1 |
1,727.5 |
|
| S3 |
1,620.7 |
1,651.9 |
1,722.5 |
|
| S4 |
1,566.3 |
1,597.5 |
1,707.6 |
|
|
| 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 |
1,876.4 |
1,698.3 |
178.1 |
10.3% |
70.0 |
4.0% |
22% |
False |
True |
299,451 |
| 10 |
1,951.5 |
1,698.3 |
253.2 |
14.6% |
70.7 |
4.1% |
15% |
False |
True |
272,142 |
| 20 |
2,060.9 |
1,698.3 |
362.6 |
20.9% |
61.4 |
3.5% |
11% |
False |
True |
242,767 |
| 40 |
2,137.1 |
1,698.3 |
438.8 |
25.3% |
52.3 |
3.0% |
9% |
False |
True |
215,120 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
25.3% |
57.2 |
3.3% |
9% |
False |
True |
166,821 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
25.3% |
59.2 |
3.4% |
9% |
False |
True |
125,207 |
| 100 |
2,285.0 |
1,698.3 |
586.7 |
33.8% |
56.3 |
3.2% |
7% |
False |
True |
100,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,983.9 |
|
2.618 |
1,895.1 |
|
1.618 |
1,840.7 |
|
1.000 |
1,807.1 |
|
0.618 |
1,786.3 |
|
HIGH |
1,752.7 |
|
0.618 |
1,731.9 |
|
0.500 |
1,725.5 |
|
0.382 |
1,719.1 |
|
LOW |
1,698.3 |
|
0.618 |
1,664.7 |
|
1.000 |
1,643.9 |
|
1.618 |
1,610.3 |
|
2.618 |
1,555.9 |
|
4.250 |
1,467.1 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,733.5 |
1,748.7 |
| PP |
1,729.5 |
1,744.9 |
| S1 |
1,725.5 |
1,741.2 |
|