Trading Metrics calculated at close of trading on 18-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,677.0 |
3,741.0 |
64.0 |
1.7% |
3,562.0 |
High |
3,742.0 |
3,745.0 |
3.0 |
0.1% |
3,695.0 |
Low |
3,674.0 |
3,632.0 |
-42.0 |
-1.1% |
3,466.0 |
Close |
3,722.0 |
3,668.0 |
-54.0 |
-1.5% |
3,681.0 |
Range |
68.0 |
113.0 |
45.0 |
66.2% |
229.0 |
ATR |
96.4 |
97.6 |
1.2 |
1.2% |
0.0 |
Volume |
870,467 |
807,877 |
-62,590 |
-7.2% |
5,835,403 |
|
Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,020.7 |
3,957.3 |
3,730.2 |
|
R3 |
3,907.7 |
3,844.3 |
3,699.1 |
|
R2 |
3,794.7 |
3,794.7 |
3,688.7 |
|
R1 |
3,731.3 |
3,731.3 |
3,678.4 |
3,706.5 |
PP |
3,681.7 |
3,681.7 |
3,681.7 |
3,669.3 |
S1 |
3,618.3 |
3,618.3 |
3,657.6 |
3,593.5 |
S2 |
3,568.7 |
3,568.7 |
3,647.3 |
|
S3 |
3,455.7 |
3,505.3 |
3,636.9 |
|
S4 |
3,342.7 |
3,392.3 |
3,605.9 |
|
|
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 |
3,745.0 |
3,520.0 |
225.0 |
6.1% |
87.0 |
2.4% |
66% |
True |
False |
962,514 |
10 |
3,775.0 |
3,466.0 |
309.0 |
8.4% |
101.8 |
2.8% |
65% |
False |
False |
1,064,677 |
20 |
3,883.0 |
3,466.0 |
417.0 |
11.4% |
93.5 |
2.5% |
48% |
False |
False |
977,232 |
40 |
3,944.0 |
3,466.0 |
478.0 |
13.0% |
84.8 |
2.3% |
42% |
False |
False |
871,662 |
60 |
3,965.5 |
3,309.0 |
656.5 |
17.9% |
107.9 |
2.9% |
55% |
False |
False |
738,819 |
80 |
4,189.0 |
3,309.0 |
880.0 |
24.0% |
101.8 |
2.8% |
41% |
False |
False |
557,626 |
100 |
4,302.0 |
3,309.0 |
993.0 |
27.1% |
91.1 |
2.5% |
36% |
False |
False |
447,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,225.3 |
2.618 |
4,040.8 |
1.618 |
3,927.8 |
1.000 |
3,858.0 |
0.618 |
3,814.8 |
HIGH |
3,745.0 |
0.618 |
3,701.8 |
0.500 |
3,688.5 |
0.382 |
3,675.2 |
LOW |
3,632.0 |
0.618 |
3,562.2 |
1.000 |
3,519.0 |
1.618 |
3,449.2 |
2.618 |
3,336.2 |
4.250 |
3,151.8 |
|
|
Fisher Pivots for day following 18-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,688.5 |
3,688.5 |
PP |
3,681.7 |
3,681.7 |
S1 |
3,674.8 |
3,674.8 |
|