| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,697.0 |
3,677.0 |
-20.0 |
-0.5% |
3,562.0 |
| High |
3,703.0 |
3,742.0 |
39.0 |
1.1% |
3,695.0 |
| Low |
3,640.0 |
3,674.0 |
34.0 |
0.9% |
3,466.0 |
| Close |
3,660.0 |
3,722.0 |
62.0 |
1.7% |
3,681.0 |
| Range |
63.0 |
68.0 |
5.0 |
7.9% |
229.0 |
| ATR |
97.6 |
96.4 |
-1.1 |
-1.1% |
0.0 |
| Volume |
859,089 |
870,467 |
11,378 |
1.3% |
5,835,403 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,916.7 |
3,887.3 |
3,759.4 |
|
| R3 |
3,848.7 |
3,819.3 |
3,740.7 |
|
| R2 |
3,780.7 |
3,780.7 |
3,734.5 |
|
| R1 |
3,751.3 |
3,751.3 |
3,728.2 |
3,766.0 |
| PP |
3,712.7 |
3,712.7 |
3,712.7 |
3,720.0 |
| S1 |
3,683.3 |
3,683.3 |
3,715.8 |
3,698.0 |
| S2 |
3,644.7 |
3,644.7 |
3,709.5 |
|
| S3 |
3,576.7 |
3,615.3 |
3,703.3 |
|
| S4 |
3,508.7 |
3,547.3 |
3,684.6 |
|
|
| 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 |
3,742.0 |
3,520.0 |
222.0 |
6.0% |
86.6 |
2.3% |
91% |
True |
False |
1,056,893 |
| 10 |
3,775.0 |
3,466.0 |
309.0 |
8.3% |
100.0 |
2.7% |
83% |
False |
False |
1,051,889 |
| 20 |
3,883.0 |
3,466.0 |
417.0 |
11.2% |
91.6 |
2.5% |
61% |
False |
False |
977,438 |
| 40 |
3,944.0 |
3,466.0 |
478.0 |
12.8% |
83.7 |
2.2% |
54% |
False |
False |
864,437 |
| 60 |
4,032.5 |
3,309.0 |
723.5 |
19.4% |
109.5 |
2.9% |
57% |
False |
False |
725,540 |
| 80 |
4,189.0 |
3,309.0 |
880.0 |
23.6% |
103.1 |
2.8% |
47% |
False |
False |
547,562 |
| 100 |
4,302.0 |
3,309.0 |
993.0 |
26.7% |
90.3 |
2.4% |
42% |
False |
False |
439,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,031.0 |
|
2.618 |
3,920.0 |
|
1.618 |
3,852.0 |
|
1.000 |
3,810.0 |
|
0.618 |
3,784.0 |
|
HIGH |
3,742.0 |
|
0.618 |
3,716.0 |
|
0.500 |
3,708.0 |
|
0.382 |
3,700.0 |
|
LOW |
3,674.0 |
|
0.618 |
3,632.0 |
|
1.000 |
3,606.0 |
|
1.618 |
3,564.0 |
|
2.618 |
3,496.0 |
|
4.250 |
3,385.0 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,717.3 |
3,704.8 |
| PP |
3,712.7 |
3,687.7 |
| S1 |
3,708.0 |
3,670.5 |
|