Trading Metrics calculated at close of trading on 13-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,554.0 |
3,599.0 |
45.0 |
1.3% |
3,562.0 |
High |
3,615.0 |
3,695.0 |
80.0 |
2.2% |
3,695.0 |
Low |
3,520.0 |
3,599.0 |
79.0 |
2.2% |
3,466.0 |
Close |
3,596.0 |
3,681.0 |
85.0 |
2.4% |
3,681.0 |
Range |
95.0 |
96.0 |
1.0 |
1.1% |
229.0 |
ATR |
100.3 |
100.2 |
-0.1 |
-0.1% |
0.0 |
Volume |
1,316,516 |
958,624 |
-357,892 |
-27.2% |
5,835,403 |
|
Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,946.3 |
3,909.7 |
3,733.8 |
|
R3 |
3,850.3 |
3,813.7 |
3,707.4 |
|
R2 |
3,754.3 |
3,754.3 |
3,698.6 |
|
R1 |
3,717.7 |
3,717.7 |
3,689.8 |
3,736.0 |
PP |
3,658.3 |
3,658.3 |
3,658.3 |
3,667.5 |
S1 |
3,621.7 |
3,621.7 |
3,672.2 |
3,640.0 |
S2 |
3,562.3 |
3,562.3 |
3,663.4 |
|
S3 |
3,466.3 |
3,525.7 |
3,654.6 |
|
S4 |
3,370.3 |
3,429.7 |
3,628.2 |
|
|
Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,301.0 |
4,220.0 |
3,807.0 |
|
R3 |
4,072.0 |
3,991.0 |
3,744.0 |
|
R2 |
3,843.0 |
3,843.0 |
3,723.0 |
|
R1 |
3,762.0 |
3,762.0 |
3,702.0 |
3,802.5 |
PP |
3,614.0 |
3,614.0 |
3,614.0 |
3,634.3 |
S1 |
3,533.0 |
3,533.0 |
3,660.0 |
3,573.5 |
S2 |
3,385.0 |
3,385.0 |
3,639.0 |
|
S3 |
3,156.0 |
3,304.0 |
3,618.0 |
|
S4 |
2,927.0 |
3,075.0 |
3,555.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,695.0 |
3,466.0 |
229.0 |
6.2% |
107.0 |
2.9% |
94% |
True |
False |
1,167,080 |
10 |
3,775.0 |
3,466.0 |
309.0 |
8.4% |
98.0 |
2.7% |
70% |
False |
False |
1,036,941 |
20 |
3,883.0 |
3,466.0 |
417.0 |
11.3% |
90.4 |
2.5% |
52% |
False |
False |
961,039 |
40 |
3,944.0 |
3,466.0 |
478.0 |
13.0% |
85.0 |
2.3% |
45% |
False |
False |
875,067 |
60 |
4,061.5 |
3,309.0 |
752.5 |
20.4% |
109.6 |
3.0% |
49% |
False |
False |
696,849 |
80 |
4,211.0 |
3,309.0 |
902.0 |
24.5% |
102.7 |
2.8% |
41% |
False |
False |
525,975 |
100 |
4,302.0 |
3,309.0 |
993.0 |
27.0% |
89.8 |
2.4% |
37% |
False |
False |
422,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,103.0 |
2.618 |
3,946.3 |
1.618 |
3,850.3 |
1.000 |
3,791.0 |
0.618 |
3,754.3 |
HIGH |
3,695.0 |
0.618 |
3,658.3 |
0.500 |
3,647.0 |
0.382 |
3,635.7 |
LOW |
3,599.0 |
0.618 |
3,539.7 |
1.000 |
3,503.0 |
1.618 |
3,443.7 |
2.618 |
3,347.7 |
4.250 |
3,191.0 |
|
|
Fisher Pivots for day following 13-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,669.7 |
3,656.5 |
PP |
3,658.3 |
3,632.0 |
S1 |
3,647.0 |
3,607.5 |
|