| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,599.0 |
3,697.0 |
98.0 |
2.7% |
3,562.0 |
| High |
3,695.0 |
3,703.0 |
8.0 |
0.2% |
3,695.0 |
| Low |
3,599.0 |
3,640.0 |
41.0 |
1.1% |
3,466.0 |
| Close |
3,681.0 |
3,660.0 |
-21.0 |
-0.6% |
3,681.0 |
| Range |
96.0 |
63.0 |
-33.0 |
-34.4% |
229.0 |
| ATR |
100.2 |
97.6 |
-2.7 |
-2.7% |
0.0 |
| Volume |
958,624 |
859,089 |
-99,535 |
-10.4% |
5,835,403 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,856.7 |
3,821.3 |
3,694.7 |
|
| R3 |
3,793.7 |
3,758.3 |
3,677.3 |
|
| R2 |
3,730.7 |
3,730.7 |
3,671.6 |
|
| R1 |
3,695.3 |
3,695.3 |
3,665.8 |
3,681.5 |
| PP |
3,667.7 |
3,667.7 |
3,667.7 |
3,660.8 |
| S1 |
3,632.3 |
3,632.3 |
3,654.2 |
3,618.5 |
| S2 |
3,604.7 |
3,604.7 |
3,648.5 |
|
| S3 |
3,541.7 |
3,569.3 |
3,642.7 |
|
| S4 |
3,478.7 |
3,506.3 |
3,625.4 |
|
|
| 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 |
3,703.0 |
3,466.0 |
237.0 |
6.5% |
97.0 |
2.7% |
82% |
True |
False |
1,093,685 |
| 10 |
3,775.0 |
3,466.0 |
309.0 |
8.4% |
97.9 |
2.7% |
63% |
False |
False |
1,042,499 |
| 20 |
3,883.0 |
3,466.0 |
417.0 |
11.4% |
91.5 |
2.5% |
47% |
False |
False |
966,247 |
| 40 |
3,944.0 |
3,466.0 |
478.0 |
13.1% |
84.7 |
2.3% |
41% |
False |
False |
868,837 |
| 60 |
4,044.5 |
3,309.0 |
735.5 |
20.1% |
109.6 |
3.0% |
48% |
False |
False |
711,044 |
| 80 |
4,189.0 |
3,309.0 |
880.0 |
24.0% |
102.9 |
2.8% |
40% |
False |
False |
536,707 |
| 100 |
4,302.0 |
3,309.0 |
993.0 |
27.1% |
89.9 |
2.5% |
35% |
False |
False |
430,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,970.8 |
|
2.618 |
3,867.9 |
|
1.618 |
3,804.9 |
|
1.000 |
3,766.0 |
|
0.618 |
3,741.9 |
|
HIGH |
3,703.0 |
|
0.618 |
3,678.9 |
|
0.500 |
3,671.5 |
|
0.382 |
3,664.1 |
|
LOW |
3,640.0 |
|
0.618 |
3,601.1 |
|
1.000 |
3,577.0 |
|
1.618 |
3,538.1 |
|
2.618 |
3,475.1 |
|
4.250 |
3,372.3 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,671.5 |
3,643.8 |
| PP |
3,667.7 |
3,627.7 |
| S1 |
3,663.8 |
3,611.5 |
|