| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,679.0 |
3,671.0 |
-8.0 |
-0.2% |
3,697.0 |
| High |
3,689.0 |
3,705.0 |
16.0 |
0.4% |
3,745.0 |
| Low |
3,635.0 |
3,628.0 |
-7.0 |
-0.2% |
3,576.0 |
| Close |
3,643.0 |
3,681.0 |
38.0 |
1.0% |
3,641.0 |
| Range |
54.0 |
77.0 |
23.0 |
42.6% |
169.0 |
| ATR |
92.5 |
91.4 |
-1.1 |
-1.2% |
0.0 |
| Volume |
772,457 |
696,117 |
-76,340 |
-9.9% |
4,654,082 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,902.3 |
3,868.7 |
3,723.4 |
|
| R3 |
3,825.3 |
3,791.7 |
3,702.2 |
|
| R2 |
3,748.3 |
3,748.3 |
3,695.1 |
|
| R1 |
3,714.7 |
3,714.7 |
3,688.1 |
3,731.5 |
| PP |
3,671.3 |
3,671.3 |
3,671.3 |
3,679.8 |
| S1 |
3,637.7 |
3,637.7 |
3,673.9 |
3,654.5 |
| S2 |
3,594.3 |
3,594.3 |
3,666.9 |
|
| S3 |
3,517.3 |
3,560.7 |
3,659.8 |
|
| S4 |
3,440.3 |
3,483.7 |
3,638.7 |
|
|
| 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 |
3,710.0 |
3,576.0 |
134.0 |
3.6% |
73.0 |
2.0% |
78% |
False |
False |
855,088 |
| 10 |
3,745.0 |
3,520.0 |
225.0 |
6.1% |
80.0 |
2.2% |
72% |
False |
False |
908,801 |
| 20 |
3,775.0 |
3,466.0 |
309.0 |
8.4% |
88.9 |
2.4% |
70% |
False |
False |
948,335 |
| 40 |
3,944.0 |
3,466.0 |
478.0 |
13.0% |
84.6 |
2.3% |
45% |
False |
False |
892,786 |
| 60 |
3,944.0 |
3,309.0 |
635.0 |
17.3% |
102.1 |
2.8% |
59% |
False |
False |
806,878 |
| 80 |
4,189.0 |
3,309.0 |
880.0 |
23.9% |
100.3 |
2.7% |
42% |
False |
False |
610,456 |
| 100 |
4,302.0 |
3,309.0 |
993.0 |
27.0% |
93.6 |
2.5% |
37% |
False |
False |
490,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,032.3 |
|
2.618 |
3,906.6 |
|
1.618 |
3,829.6 |
|
1.000 |
3,782.0 |
|
0.618 |
3,752.6 |
|
HIGH |
3,705.0 |
|
0.618 |
3,675.6 |
|
0.500 |
3,666.5 |
|
0.382 |
3,657.4 |
|
LOW |
3,628.0 |
|
0.618 |
3,580.4 |
|
1.000 |
3,551.0 |
|
1.618 |
3,503.4 |
|
2.618 |
3,426.4 |
|
4.250 |
3,300.8 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,676.2 |
3,677.0 |
| PP |
3,671.3 |
3,673.0 |
| S1 |
3,666.5 |
3,669.0 |
|