Trading Metrics calculated at close of trading on 23-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,642.0 |
3,678.0 |
36.0 |
1.0% |
3,697.0 |
High |
3,699.0 |
3,710.0 |
11.0 |
0.3% |
3,745.0 |
Low |
3,603.0 |
3,648.0 |
45.0 |
1.2% |
3,576.0 |
Close |
3,641.0 |
3,693.0 |
52.0 |
1.4% |
3,641.0 |
Range |
96.0 |
62.0 |
-34.0 |
-35.4% |
169.0 |
ATR |
97.1 |
95.1 |
-2.0 |
-2.1% |
0.0 |
Volume |
996,420 |
690,218 |
-306,202 |
-30.7% |
4,654,082 |
|
Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,869.7 |
3,843.3 |
3,727.1 |
|
R3 |
3,807.7 |
3,781.3 |
3,710.1 |
|
R2 |
3,745.7 |
3,745.7 |
3,704.4 |
|
R1 |
3,719.3 |
3,719.3 |
3,698.7 |
3,732.5 |
PP |
3,683.7 |
3,683.7 |
3,683.7 |
3,690.3 |
S1 |
3,657.3 |
3,657.3 |
3,687.3 |
3,670.5 |
S2 |
3,621.7 |
3,621.7 |
3,681.6 |
|
S3 |
3,559.7 |
3,595.3 |
3,676.0 |
|
S4 |
3,497.7 |
3,533.3 |
3,658.9 |
|
|
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% |
83.0 |
2.2% |
69% |
False |
False |
897,042 |
10 |
3,745.0 |
3,466.0 |
279.0 |
7.6% |
90.0 |
2.4% |
81% |
False |
False |
995,363 |
20 |
3,775.0 |
3,466.0 |
309.0 |
8.4% |
92.5 |
2.5% |
73% |
False |
False |
969,661 |
40 |
3,944.0 |
3,466.0 |
478.0 |
12.9% |
84.7 |
2.3% |
47% |
False |
False |
888,010 |
60 |
3,944.0 |
3,309.0 |
635.0 |
17.2% |
105.0 |
2.8% |
60% |
False |
False |
782,981 |
80 |
4,189.0 |
3,309.0 |
880.0 |
23.8% |
100.8 |
2.7% |
44% |
False |
False |
592,290 |
100 |
4,302.0 |
3,309.0 |
993.0 |
26.9% |
92.7 |
2.5% |
39% |
False |
False |
475,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,973.5 |
2.618 |
3,872.3 |
1.618 |
3,810.3 |
1.000 |
3,772.0 |
0.618 |
3,748.3 |
HIGH |
3,710.0 |
0.618 |
3,686.3 |
0.500 |
3,679.0 |
0.382 |
3,671.7 |
LOW |
3,648.0 |
0.618 |
3,609.7 |
1.000 |
3,586.0 |
1.618 |
3,547.7 |
2.618 |
3,485.7 |
4.250 |
3,384.5 |
|
|
Fisher Pivots for day following 23-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,688.3 |
3,676.3 |
PP |
3,683.7 |
3,659.7 |
S1 |
3,679.0 |
3,643.0 |
|