| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,491.0 |
3,545.0 |
54.0 |
1.5% |
3,681.0 |
| High |
3,586.0 |
3,635.0 |
49.0 |
1.4% |
3,775.0 |
| Low |
3,466.0 |
3,524.0 |
58.0 |
1.7% |
3,570.0 |
| Close |
3,528.0 |
3,615.0 |
87.0 |
2.5% |
3,610.0 |
| Range |
120.0 |
111.0 |
-9.0 |
-7.5% |
205.0 |
| ATR |
99.9 |
100.7 |
0.8 |
0.8% |
0.0 |
| Volume |
1,054,430 |
1,279,769 |
225,339 |
21.4% |
4,534,015 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,924.3 |
3,880.7 |
3,676.1 |
|
| R3 |
3,813.3 |
3,769.7 |
3,645.5 |
|
| R2 |
3,702.3 |
3,702.3 |
3,635.4 |
|
| R1 |
3,658.7 |
3,658.7 |
3,625.2 |
3,680.5 |
| PP |
3,591.3 |
3,591.3 |
3,591.3 |
3,602.3 |
| S1 |
3,547.7 |
3,547.7 |
3,604.8 |
3,569.5 |
| S2 |
3,480.3 |
3,480.3 |
3,594.7 |
|
| S3 |
3,369.3 |
3,436.7 |
3,584.5 |
|
| S4 |
3,258.3 |
3,325.7 |
3,554.0 |
|
|
| 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 |
3,466.0 |
309.0 |
8.5% |
116.6 |
3.2% |
48% |
False |
False |
1,166,840 |
| 10 |
3,775.0 |
3,466.0 |
309.0 |
8.5% |
97.8 |
2.7% |
48% |
False |
False |
987,870 |
| 20 |
3,883.0 |
3,466.0 |
417.0 |
11.5% |
88.3 |
2.4% |
36% |
False |
False |
928,471 |
| 40 |
3,944.0 |
3,466.0 |
478.0 |
13.2% |
88.2 |
2.4% |
31% |
False |
False |
907,524 |
| 60 |
4,072.0 |
3,309.0 |
763.0 |
21.1% |
108.7 |
3.0% |
40% |
False |
False |
659,199 |
| 80 |
4,211.0 |
3,309.0 |
902.0 |
25.0% |
101.4 |
2.8% |
34% |
False |
False |
498,056 |
| 100 |
4,302.0 |
3,309.0 |
993.0 |
27.5% |
89.7 |
2.5% |
31% |
False |
False |
399,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,106.8 |
|
2.618 |
3,925.6 |
|
1.618 |
3,814.6 |
|
1.000 |
3,746.0 |
|
0.618 |
3,703.6 |
|
HIGH |
3,635.0 |
|
0.618 |
3,592.6 |
|
0.500 |
3,579.5 |
|
0.382 |
3,566.4 |
|
LOW |
3,524.0 |
|
0.618 |
3,455.4 |
|
1.000 |
3,413.0 |
|
1.618 |
3,344.4 |
|
2.618 |
3,233.4 |
|
4.250 |
3,052.3 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,603.2 |
3,593.5 |
| PP |
3,591.3 |
3,572.0 |
| S1 |
3,579.5 |
3,550.5 |
|