Trading Metrics calculated at close of trading on 12-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,545.0 |
3,554.0 |
9.0 |
0.3% |
3,681.0 |
High |
3,635.0 |
3,615.0 |
-20.0 |
-0.6% |
3,775.0 |
Low |
3,524.0 |
3,520.0 |
-4.0 |
-0.1% |
3,570.0 |
Close |
3,615.0 |
3,596.0 |
-19.0 |
-0.5% |
3,610.0 |
Range |
111.0 |
95.0 |
-16.0 |
-14.4% |
205.0 |
ATR |
100.7 |
100.3 |
-0.4 |
-0.4% |
0.0 |
Volume |
1,279,769 |
1,316,516 |
36,747 |
2.9% |
4,534,015 |
|
Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,862.0 |
3,824.0 |
3,648.3 |
|
R3 |
3,767.0 |
3,729.0 |
3,622.1 |
|
R2 |
3,672.0 |
3,672.0 |
3,613.4 |
|
R1 |
3,634.0 |
3,634.0 |
3,604.7 |
3,653.0 |
PP |
3,577.0 |
3,577.0 |
3,577.0 |
3,586.5 |
S1 |
3,539.0 |
3,539.0 |
3,587.3 |
3,558.0 |
S2 |
3,482.0 |
3,482.0 |
3,578.6 |
|
S3 |
3,387.0 |
3,444.0 |
3,569.9 |
|
S4 |
3,292.0 |
3,349.0 |
3,543.8 |
|
|
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 |
3,656.0 |
3,466.0 |
190.0 |
5.3% |
105.0 |
2.9% |
68% |
False |
False |
1,230,554 |
10 |
3,775.0 |
3,466.0 |
309.0 |
8.6% |
98.2 |
2.7% |
42% |
False |
False |
1,034,020 |
20 |
3,883.0 |
3,466.0 |
417.0 |
11.6% |
88.4 |
2.5% |
31% |
False |
False |
948,062 |
40 |
3,944.0 |
3,466.0 |
478.0 |
13.3% |
87.5 |
2.4% |
27% |
False |
False |
890,609 |
60 |
4,072.0 |
3,309.0 |
763.0 |
21.2% |
108.6 |
3.0% |
38% |
False |
False |
680,980 |
80 |
4,211.0 |
3,309.0 |
902.0 |
25.1% |
102.2 |
2.8% |
32% |
False |
False |
514,330 |
100 |
4,302.0 |
3,309.0 |
993.0 |
27.6% |
89.3 |
2.5% |
29% |
False |
False |
412,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,018.8 |
2.618 |
3,863.7 |
1.618 |
3,768.7 |
1.000 |
3,710.0 |
0.618 |
3,673.7 |
HIGH |
3,615.0 |
0.618 |
3,578.7 |
0.500 |
3,567.5 |
0.382 |
3,556.3 |
LOW |
3,520.0 |
0.618 |
3,461.3 |
1.000 |
3,425.0 |
1.618 |
3,366.3 |
2.618 |
3,271.3 |
4.250 |
3,116.3 |
|
|
Fisher Pivots for day following 12-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,586.5 |
3,580.8 |
PP |
3,577.0 |
3,565.7 |
S1 |
3,567.5 |
3,550.5 |
|