Trading Metrics calculated at close of trading on 24-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,678.0 |
3,679.0 |
1.0 |
0.0% |
3,697.0 |
High |
3,710.0 |
3,689.0 |
-21.0 |
-0.6% |
3,745.0 |
Low |
3,648.0 |
3,635.0 |
-13.0 |
-0.4% |
3,576.0 |
Close |
3,693.0 |
3,643.0 |
-50.0 |
-1.4% |
3,641.0 |
Range |
62.0 |
54.0 |
-8.0 |
-12.9% |
169.0 |
ATR |
95.1 |
92.5 |
-2.7 |
-2.8% |
0.0 |
Volume |
690,218 |
772,457 |
82,239 |
11.9% |
4,654,082 |
|
Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,817.7 |
3,784.3 |
3,672.7 |
|
R3 |
3,763.7 |
3,730.3 |
3,657.9 |
|
R2 |
3,709.7 |
3,709.7 |
3,652.9 |
|
R1 |
3,676.3 |
3,676.3 |
3,648.0 |
3,666.0 |
PP |
3,655.7 |
3,655.7 |
3,655.7 |
3,650.5 |
S1 |
3,622.3 |
3,622.3 |
3,638.1 |
3,612.0 |
S2 |
3,601.7 |
3,601.7 |
3,633.1 |
|
S3 |
3,547.7 |
3,568.3 |
3,628.2 |
|
S4 |
3,493.7 |
3,514.3 |
3,613.3 |
|
|
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% |
80.2 |
2.2% |
40% |
False |
False |
877,440 |
10 |
3,745.0 |
3,520.0 |
225.0 |
6.2% |
83.4 |
2.3% |
55% |
False |
False |
967,166 |
20 |
3,775.0 |
3,466.0 |
309.0 |
8.5% |
88.9 |
2.4% |
57% |
False |
False |
959,438 |
40 |
3,944.0 |
3,466.0 |
478.0 |
13.1% |
84.7 |
2.3% |
37% |
False |
False |
892,163 |
60 |
3,944.0 |
3,309.0 |
635.0 |
17.4% |
103.3 |
2.8% |
53% |
False |
False |
795,570 |
80 |
4,189.0 |
3,309.0 |
880.0 |
24.2% |
100.1 |
2.7% |
38% |
False |
False |
601,837 |
100 |
4,302.0 |
3,309.0 |
993.0 |
27.3% |
93.2 |
2.6% |
34% |
False |
False |
483,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,918.5 |
2.618 |
3,830.4 |
1.618 |
3,776.4 |
1.000 |
3,743.0 |
0.618 |
3,722.4 |
HIGH |
3,689.0 |
0.618 |
3,668.4 |
0.500 |
3,662.0 |
0.382 |
3,655.6 |
LOW |
3,635.0 |
0.618 |
3,601.6 |
1.000 |
3,581.0 |
1.618 |
3,547.6 |
2.618 |
3,493.6 |
4.250 |
3,405.5 |
|
|
Fisher Pivots for day following 24-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,662.0 |
3,656.5 |
PP |
3,655.7 |
3,652.0 |
S1 |
3,649.3 |
3,647.5 |
|