Trading Metrics calculated at close of trading on 06-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,758.0 |
3,635.0 |
-123.0 |
-3.3% |
3,681.0 |
High |
3,775.0 |
3,656.0 |
-119.0 |
-3.2% |
3,775.0 |
Low |
3,622.0 |
3,570.0 |
-52.0 |
-1.4% |
3,570.0 |
Close |
3,649.0 |
3,610.0 |
-39.0 |
-1.1% |
3,610.0 |
Range |
153.0 |
86.0 |
-67.0 |
-43.8% |
205.0 |
ATR |
97.2 |
96.4 |
-0.8 |
-0.8% |
0.0 |
Volume |
997,943 |
1,275,994 |
278,051 |
27.9% |
4,534,015 |
|
Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,870.0 |
3,826.0 |
3,657.3 |
|
R3 |
3,784.0 |
3,740.0 |
3,633.7 |
|
R2 |
3,698.0 |
3,698.0 |
3,625.8 |
|
R1 |
3,654.0 |
3,654.0 |
3,617.9 |
3,633.0 |
PP |
3,612.0 |
3,612.0 |
3,612.0 |
3,601.5 |
S1 |
3,568.0 |
3,568.0 |
3,602.1 |
3,547.0 |
S2 |
3,526.0 |
3,526.0 |
3,594.2 |
|
S3 |
3,440.0 |
3,482.0 |
3,586.4 |
|
S4 |
3,354.0 |
3,396.0 |
3,562.7 |
|
|
Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,266.7 |
4,143.3 |
3,722.8 |
|
R3 |
4,061.7 |
3,938.3 |
3,666.4 |
|
R2 |
3,856.7 |
3,856.7 |
3,647.6 |
|
R1 |
3,733.3 |
3,733.3 |
3,628.8 |
3,692.5 |
PP |
3,651.7 |
3,651.7 |
3,651.7 |
3,631.3 |
S1 |
3,528.3 |
3,528.3 |
3,591.2 |
3,487.5 |
S2 |
3,446.7 |
3,446.7 |
3,572.4 |
|
S3 |
3,241.7 |
3,323.3 |
3,553.6 |
|
S4 |
3,036.7 |
3,118.3 |
3,497.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,775.0 |
3,570.0 |
205.0 |
5.7% |
89.0 |
2.5% |
20% |
False |
True |
906,803 |
10 |
3,775.0 |
3,570.0 |
205.0 |
5.7% |
90.8 |
2.5% |
20% |
False |
True |
942,492 |
20 |
3,883.0 |
3,570.0 |
313.0 |
8.7% |
81.4 |
2.3% |
13% |
False |
True |
875,460 |
40 |
3,944.0 |
3,523.0 |
421.0 |
11.7% |
90.8 |
2.5% |
21% |
False |
False |
877,117 |
60 |
4,132.0 |
3,309.0 |
823.0 |
22.8% |
107.5 |
3.0% |
37% |
False |
False |
600,169 |
80 |
4,237.0 |
3,309.0 |
928.0 |
25.7% |
98.5 |
2.7% |
32% |
False |
False |
453,836 |
100 |
4,302.0 |
3,309.0 |
993.0 |
27.5% |
87.5 |
2.4% |
30% |
False |
False |
363,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,021.5 |
2.618 |
3,881.1 |
1.618 |
3,795.1 |
1.000 |
3,742.0 |
0.618 |
3,709.1 |
HIGH |
3,656.0 |
0.618 |
3,623.1 |
0.500 |
3,613.0 |
0.382 |
3,602.9 |
LOW |
3,570.0 |
0.618 |
3,516.9 |
1.000 |
3,484.0 |
1.618 |
3,430.9 |
2.618 |
3,344.9 |
4.250 |
3,204.5 |
|
|
Fisher Pivots for day following 06-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,613.0 |
3,672.5 |
PP |
3,612.0 |
3,651.7 |
S1 |
3,611.0 |
3,630.8 |
|