Trading Metrics calculated at close of trading on 20-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,629.0 |
3,642.0 |
13.0 |
0.4% |
3,697.0 |
High |
3,652.0 |
3,699.0 |
47.0 |
1.3% |
3,745.0 |
Low |
3,576.0 |
3,603.0 |
27.0 |
0.8% |
3,576.0 |
Close |
3,617.0 |
3,641.0 |
24.0 |
0.7% |
3,641.0 |
Range |
76.0 |
96.0 |
20.0 |
26.3% |
169.0 |
ATR |
97.2 |
97.1 |
-0.1 |
-0.1% |
0.0 |
Volume |
1,120,229 |
996,420 |
-123,809 |
-11.1% |
4,654,082 |
|
Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,935.7 |
3,884.3 |
3,693.8 |
|
R3 |
3,839.7 |
3,788.3 |
3,667.4 |
|
R2 |
3,743.7 |
3,743.7 |
3,658.6 |
|
R1 |
3,692.3 |
3,692.3 |
3,649.8 |
3,670.0 |
PP |
3,647.7 |
3,647.7 |
3,647.7 |
3,636.5 |
S1 |
3,596.3 |
3,596.3 |
3,632.2 |
3,574.0 |
S2 |
3,551.7 |
3,551.7 |
3,623.4 |
|
S3 |
3,455.7 |
3,500.3 |
3,614.6 |
|
S4 |
3,359.7 |
3,404.3 |
3,588.2 |
|
|
Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,161.0 |
4,070.0 |
3,734.0 |
|
R3 |
3,992.0 |
3,901.0 |
3,687.5 |
|
R2 |
3,823.0 |
3,823.0 |
3,672.0 |
|
R1 |
3,732.0 |
3,732.0 |
3,656.5 |
3,693.0 |
PP |
3,654.0 |
3,654.0 |
3,654.0 |
3,634.5 |
S1 |
3,563.0 |
3,563.0 |
3,625.5 |
3,524.0 |
S2 |
3,485.0 |
3,485.0 |
3,610.0 |
|
S3 |
3,316.0 |
3,394.0 |
3,594.5 |
|
S4 |
3,147.0 |
3,225.0 |
3,548.1 |
|
|
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 |
3,576.0 |
169.0 |
4.6% |
83.2 |
2.3% |
38% |
False |
False |
930,816 |
10 |
3,745.0 |
3,466.0 |
279.0 |
7.7% |
95.1 |
2.6% |
63% |
False |
False |
1,048,948 |
20 |
3,775.0 |
3,466.0 |
309.0 |
8.5% |
93.0 |
2.6% |
57% |
False |
False |
995,720 |
40 |
3,944.0 |
3,466.0 |
478.0 |
13.1% |
84.4 |
2.3% |
37% |
False |
False |
890,328 |
60 |
3,944.0 |
3,309.0 |
635.0 |
17.4% |
106.7 |
2.9% |
52% |
False |
False |
772,894 |
80 |
4,189.0 |
3,309.0 |
880.0 |
24.2% |
102.0 |
2.8% |
38% |
False |
False |
584,038 |
100 |
4,302.0 |
3,309.0 |
993.0 |
27.3% |
92.1 |
2.5% |
33% |
False |
False |
468,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,107.0 |
2.618 |
3,950.3 |
1.618 |
3,854.3 |
1.000 |
3,795.0 |
0.618 |
3,758.3 |
HIGH |
3,699.0 |
0.618 |
3,662.3 |
0.500 |
3,651.0 |
0.382 |
3,639.7 |
LOW |
3,603.0 |
0.618 |
3,543.7 |
1.000 |
3,507.0 |
1.618 |
3,447.7 |
2.618 |
3,351.7 |
4.250 |
3,195.0 |
|
|
Fisher Pivots for day following 20-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,651.0 |
3,660.5 |
PP |
3,647.7 |
3,654.0 |
S1 |
3,644.3 |
3,647.5 |
|