| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,671.0 |
3,700.0 |
29.0 |
0.8% |
3,697.0 |
| High |
3,705.0 |
3,756.0 |
51.0 |
1.4% |
3,745.0 |
| Low |
3,628.0 |
3,664.0 |
36.0 |
1.0% |
3,576.0 |
| Close |
3,681.0 |
3,744.0 |
63.0 |
1.7% |
3,641.0 |
| Range |
77.0 |
92.0 |
15.0 |
19.5% |
169.0 |
| ATR |
91.4 |
91.4 |
0.0 |
0.0% |
0.0 |
| Volume |
696,117 |
700,593 |
4,476 |
0.6% |
4,654,082 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,997.3 |
3,962.7 |
3,794.6 |
|
| R3 |
3,905.3 |
3,870.7 |
3,769.3 |
|
| R2 |
3,813.3 |
3,813.3 |
3,760.9 |
|
| R1 |
3,778.7 |
3,778.7 |
3,752.4 |
3,796.0 |
| PP |
3,721.3 |
3,721.3 |
3,721.3 |
3,730.0 |
| S1 |
3,686.7 |
3,686.7 |
3,735.6 |
3,704.0 |
| S2 |
3,629.3 |
3,629.3 |
3,727.1 |
|
| S3 |
3,537.3 |
3,594.7 |
3,718.7 |
|
| S4 |
3,445.3 |
3,502.7 |
3,693.4 |
|
|
| 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 |
3,756.0 |
3,603.0 |
153.0 |
4.1% |
76.2 |
2.0% |
92% |
True |
False |
771,161 |
| 10 |
3,756.0 |
3,576.0 |
180.0 |
4.8% |
79.7 |
2.1% |
93% |
True |
False |
847,209 |
| 20 |
3,775.0 |
3,466.0 |
309.0 |
8.3% |
89.0 |
2.4% |
90% |
False |
False |
940,614 |
| 40 |
3,928.0 |
3,466.0 |
462.0 |
12.3% |
84.2 |
2.2% |
60% |
False |
False |
883,715 |
| 60 |
3,944.0 |
3,309.0 |
635.0 |
17.0% |
100.2 |
2.7% |
69% |
False |
False |
818,023 |
| 80 |
4,161.0 |
3,309.0 |
852.0 |
22.8% |
100.4 |
2.7% |
51% |
False |
False |
619,213 |
| 100 |
4,302.0 |
3,309.0 |
993.0 |
26.5% |
94.2 |
2.5% |
44% |
False |
False |
497,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,147.0 |
|
2.618 |
3,996.9 |
|
1.618 |
3,904.9 |
|
1.000 |
3,848.0 |
|
0.618 |
3,812.9 |
|
HIGH |
3,756.0 |
|
0.618 |
3,720.9 |
|
0.500 |
3,710.0 |
|
0.382 |
3,699.1 |
|
LOW |
3,664.0 |
|
0.618 |
3,607.1 |
|
1.000 |
3,572.0 |
|
1.618 |
3,515.1 |
|
2.618 |
3,423.1 |
|
4.250 |
3,273.0 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,732.7 |
3,726.7 |
| PP |
3,721.3 |
3,709.3 |
| S1 |
3,710.0 |
3,692.0 |
|