| 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 |
1,797.1 |
1,834.7 |
37.6 |
2.1% |
1,776.1 |
| High |
1,847.8 |
1,893.4 |
45.6 |
2.5% |
1,893.4 |
| Low |
1,792.5 |
1,830.6 |
38.1 |
2.1% |
1,732.3 |
| Close |
1,836.3 |
1,885.8 |
49.5 |
2.7% |
1,885.8 |
| Range |
55.3 |
62.8 |
7.5 |
13.6% |
161.1 |
| ATR |
59.9 |
60.1 |
0.2 |
0.3% |
0.0 |
| Volume |
178,919 |
169,678 |
-9,241 |
-5.2% |
960,973 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.3 |
2,034.9 |
1,920.3 |
|
| R3 |
1,995.5 |
1,972.1 |
1,903.1 |
|
| R2 |
1,932.7 |
1,932.7 |
1,897.3 |
|
| R1 |
1,909.3 |
1,909.3 |
1,891.6 |
1,921.0 |
| PP |
1,869.9 |
1,869.9 |
1,869.9 |
1,875.8 |
| S1 |
1,846.5 |
1,846.5 |
1,880.0 |
1,858.2 |
| S2 |
1,807.1 |
1,807.1 |
1,874.3 |
|
| S3 |
1,744.3 |
1,783.7 |
1,868.5 |
|
| S4 |
1,681.5 |
1,720.9 |
1,851.3 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.5 |
2,264.2 |
1,974.4 |
|
| R3 |
2,159.4 |
2,103.1 |
1,930.1 |
|
| R2 |
1,998.3 |
1,998.3 |
1,915.3 |
|
| R1 |
1,942.0 |
1,942.0 |
1,900.6 |
1,970.2 |
| PP |
1,837.2 |
1,837.2 |
1,837.2 |
1,851.2 |
| S1 |
1,780.9 |
1,780.9 |
1,871.0 |
1,809.1 |
| S2 |
1,676.1 |
1,676.1 |
1,856.3 |
|
| S3 |
1,515.0 |
1,619.8 |
1,841.5 |
|
| S4 |
1,353.9 |
1,458.7 |
1,797.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,893.4 |
1,732.3 |
161.1 |
8.5% |
53.5 |
2.8% |
95% |
True |
False |
192,194 |
| 10 |
1,893.4 |
1,727.3 |
166.1 |
8.8% |
57.3 |
3.0% |
95% |
True |
False |
205,467 |
| 20 |
1,951.5 |
1,698.3 |
253.2 |
13.4% |
64.0 |
3.4% |
74% |
False |
False |
236,027 |
| 40 |
2,107.9 |
1,698.3 |
409.6 |
21.7% |
56.6 |
3.0% |
46% |
False |
False |
222,372 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
23.3% |
55.6 |
2.9% |
43% |
False |
False |
204,527 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
23.3% |
56.7 |
3.0% |
43% |
False |
False |
153,518 |
| 100 |
2,272.8 |
1,698.3 |
574.5 |
30.5% |
58.8 |
3.1% |
33% |
False |
False |
122,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.3 |
|
2.618 |
2,057.8 |
|
1.618 |
1,995.0 |
|
1.000 |
1,956.2 |
|
0.618 |
1,932.2 |
|
HIGH |
1,893.4 |
|
0.618 |
1,869.4 |
|
0.500 |
1,862.0 |
|
0.382 |
1,854.6 |
|
LOW |
1,830.6 |
|
0.618 |
1,791.8 |
|
1.000 |
1,767.8 |
|
1.618 |
1,729.0 |
|
2.618 |
1,666.2 |
|
4.250 |
1,563.7 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,877.9 |
1,865.0 |
| PP |
1,869.9 |
1,844.2 |
| S1 |
1,862.0 |
1,823.4 |
|