| 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 |
1,834.7 |
1,891.1 |
56.4 |
3.1% |
1,776.1 |
| High |
1,893.4 |
1,908.3 |
14.9 |
0.8% |
1,893.4 |
| Low |
1,830.6 |
1,850.6 |
20.0 |
1.1% |
1,732.3 |
| Close |
1,885.8 |
1,861.9 |
-23.9 |
-1.3% |
1,885.8 |
| Range |
62.8 |
57.7 |
-5.1 |
-8.1% |
161.1 |
| ATR |
60.1 |
59.9 |
-0.2 |
-0.3% |
0.0 |
| Volume |
169,678 |
266,944 |
97,266 |
57.3% |
960,973 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.7 |
2,012.0 |
1,893.6 |
|
| R3 |
1,989.0 |
1,954.3 |
1,877.8 |
|
| R2 |
1,931.3 |
1,931.3 |
1,872.5 |
|
| R1 |
1,896.6 |
1,896.6 |
1,867.2 |
1,885.1 |
| PP |
1,873.6 |
1,873.6 |
1,873.6 |
1,867.9 |
| S1 |
1,838.9 |
1,838.9 |
1,856.6 |
1,827.4 |
| S2 |
1,815.9 |
1,815.9 |
1,851.3 |
|
| S3 |
1,758.2 |
1,781.2 |
1,846.0 |
|
| S4 |
1,700.5 |
1,723.5 |
1,830.2 |
|
|
| 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 |
1,908.3 |
1,732.3 |
176.0 |
9.5% |
57.9 |
3.1% |
74% |
True |
False |
209,853 |
| 10 |
1,908.3 |
1,727.3 |
181.0 |
9.7% |
59.7 |
3.2% |
74% |
True |
False |
215,345 |
| 20 |
1,951.5 |
1,698.3 |
253.2 |
13.6% |
64.2 |
3.4% |
65% |
False |
False |
235,635 |
| 40 |
2,107.9 |
1,698.3 |
409.6 |
22.0% |
57.4 |
3.1% |
40% |
False |
False |
224,354 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
23.6% |
55.7 |
3.0% |
37% |
False |
False |
208,926 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
23.6% |
56.9 |
3.1% |
37% |
False |
False |
156,852 |
| 100 |
2,217.8 |
1,698.3 |
519.5 |
27.9% |
58.5 |
3.1% |
31% |
False |
False |
125,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.5 |
|
2.618 |
2,059.4 |
|
1.618 |
2,001.7 |
|
1.000 |
1,966.0 |
|
0.618 |
1,944.0 |
|
HIGH |
1,908.3 |
|
0.618 |
1,886.3 |
|
0.500 |
1,879.5 |
|
0.382 |
1,872.6 |
|
LOW |
1,850.6 |
|
0.618 |
1,814.9 |
|
1.000 |
1,792.9 |
|
1.618 |
1,757.2 |
|
2.618 |
1,699.5 |
|
4.250 |
1,605.4 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,879.5 |
1,858.1 |
| PP |
1,873.6 |
1,854.2 |
| S1 |
1,867.8 |
1,850.4 |
|