| 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 |
1,769.2 |
1,797.1 |
27.9 |
1.6% |
1,792.6 |
| High |
1,807.7 |
1,847.8 |
40.1 |
2.2% |
1,841.6 |
| Low |
1,753.4 |
1,792.5 |
39.1 |
2.2% |
1,727.3 |
| Close |
1,796.8 |
1,836.3 |
39.5 |
2.2% |
1,772.2 |
| Range |
54.3 |
55.3 |
1.0 |
1.8% |
114.3 |
| ATR |
60.3 |
59.9 |
-0.4 |
-0.6% |
0.0 |
| Volume |
211,052 |
178,919 |
-32,133 |
-15.2% |
1,093,700 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.4 |
1,969.2 |
1,866.7 |
|
| R3 |
1,936.1 |
1,913.9 |
1,851.5 |
|
| R2 |
1,880.8 |
1,880.8 |
1,846.4 |
|
| R1 |
1,858.6 |
1,858.6 |
1,841.4 |
1,869.7 |
| PP |
1,825.5 |
1,825.5 |
1,825.5 |
1,831.1 |
| S1 |
1,803.3 |
1,803.3 |
1,831.2 |
1,814.4 |
| S2 |
1,770.2 |
1,770.2 |
1,826.2 |
|
| S3 |
1,714.9 |
1,748.0 |
1,821.1 |
|
| S4 |
1,659.6 |
1,692.7 |
1,805.9 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.3 |
2,062.0 |
1,835.1 |
|
| R3 |
2,009.0 |
1,947.7 |
1,803.6 |
|
| R2 |
1,894.7 |
1,894.7 |
1,793.2 |
|
| R1 |
1,833.4 |
1,833.4 |
1,782.7 |
1,806.9 |
| PP |
1,780.4 |
1,780.4 |
1,780.4 |
1,767.1 |
| S1 |
1,719.1 |
1,719.1 |
1,761.7 |
1,692.6 |
| S2 |
1,666.1 |
1,666.1 |
1,751.2 |
|
| S3 |
1,551.8 |
1,604.8 |
1,740.8 |
|
| S4 |
1,437.5 |
1,490.5 |
1,709.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,847.8 |
1,727.3 |
120.5 |
6.6% |
56.3 |
3.1% |
90% |
True |
False |
209,095 |
| 10 |
1,847.8 |
1,727.3 |
120.5 |
6.6% |
58.4 |
3.2% |
90% |
True |
False |
210,023 |
| 20 |
1,951.5 |
1,698.3 |
253.2 |
13.8% |
64.5 |
3.5% |
55% |
False |
False |
241,082 |
| 40 |
2,107.9 |
1,698.3 |
409.6 |
22.3% |
56.0 |
3.1% |
34% |
False |
False |
223,550 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
23.9% |
55.5 |
3.0% |
31% |
False |
False |
201,710 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
23.9% |
56.6 |
3.1% |
31% |
False |
False |
151,402 |
| 100 |
2,285.0 |
1,698.3 |
586.7 |
32.0% |
58.5 |
3.2% |
24% |
False |
False |
121,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.8 |
|
2.618 |
1,992.6 |
|
1.618 |
1,937.3 |
|
1.000 |
1,903.1 |
|
0.618 |
1,882.0 |
|
HIGH |
1,847.8 |
|
0.618 |
1,826.7 |
|
0.500 |
1,820.2 |
|
0.382 |
1,813.6 |
|
LOW |
1,792.5 |
|
0.618 |
1,758.3 |
|
1.000 |
1,737.2 |
|
1.618 |
1,703.0 |
|
2.618 |
1,647.7 |
|
4.250 |
1,557.5 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,830.9 |
1,820.9 |
| PP |
1,825.5 |
1,805.5 |
| S1 |
1,820.2 |
1,790.1 |
|