Trading Metrics calculated at close of trading on 27-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,700.0 |
3,743.0 |
43.0 |
1.2% |
3,678.0 |
High |
3,756.0 |
3,816.0 |
60.0 |
1.6% |
3,816.0 |
Low |
3,664.0 |
3,736.0 |
72.0 |
2.0% |
3,628.0 |
Close |
3,744.0 |
3,804.0 |
60.0 |
1.6% |
3,804.0 |
Range |
92.0 |
80.0 |
-12.0 |
-13.0% |
188.0 |
ATR |
91.4 |
90.6 |
-0.8 |
-0.9% |
0.0 |
Volume |
700,593 |
870,211 |
169,618 |
24.2% |
3,729,596 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,025.3 |
3,994.7 |
3,848.0 |
|
R3 |
3,945.3 |
3,914.7 |
3,826.0 |
|
R2 |
3,865.3 |
3,865.3 |
3,818.7 |
|
R1 |
3,834.7 |
3,834.7 |
3,811.3 |
3,850.0 |
PP |
3,785.3 |
3,785.3 |
3,785.3 |
3,793.0 |
S1 |
3,754.7 |
3,754.7 |
3,796.7 |
3,770.0 |
S2 |
3,705.3 |
3,705.3 |
3,789.3 |
|
S3 |
3,625.3 |
3,674.7 |
3,782.0 |
|
S4 |
3,545.3 |
3,594.7 |
3,760.0 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.3 |
4,246.7 |
3,907.4 |
|
R3 |
4,125.3 |
4,058.7 |
3,855.7 |
|
R2 |
3,937.3 |
3,937.3 |
3,838.5 |
|
R1 |
3,870.7 |
3,870.7 |
3,821.2 |
3,904.0 |
PP |
3,749.3 |
3,749.3 |
3,749.3 |
3,766.0 |
S1 |
3,682.7 |
3,682.7 |
3,786.8 |
3,716.0 |
S2 |
3,561.3 |
3,561.3 |
3,769.5 |
|
S3 |
3,373.3 |
3,494.7 |
3,752.3 |
|
S4 |
3,185.3 |
3,306.7 |
3,700.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,816.0 |
3,628.0 |
188.0 |
4.9% |
73.0 |
1.9% |
94% |
True |
False |
745,919 |
10 |
3,816.0 |
3,576.0 |
240.0 |
6.3% |
78.1 |
2.1% |
95% |
True |
False |
838,367 |
20 |
3,816.0 |
3,466.0 |
350.0 |
9.2% |
88.1 |
2.3% |
97% |
True |
False |
937,654 |
40 |
3,898.0 |
3,466.0 |
432.0 |
11.4% |
84.4 |
2.2% |
78% |
False |
False |
887,270 |
60 |
3,944.0 |
3,309.0 |
635.0 |
16.7% |
99.4 |
2.6% |
78% |
False |
False |
831,525 |
80 |
4,132.0 |
3,309.0 |
823.0 |
21.6% |
101.1 |
2.7% |
60% |
False |
False |
630,046 |
100 |
4,255.0 |
3,309.0 |
946.0 |
24.9% |
94.5 |
2.5% |
52% |
False |
False |
505,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,156.0 |
2.618 |
4,025.4 |
1.618 |
3,945.4 |
1.000 |
3,896.0 |
0.618 |
3,865.4 |
HIGH |
3,816.0 |
0.618 |
3,785.4 |
0.500 |
3,776.0 |
0.382 |
3,766.6 |
LOW |
3,736.0 |
0.618 |
3,686.6 |
1.000 |
3,656.0 |
1.618 |
3,606.6 |
2.618 |
3,526.6 |
4.250 |
3,396.0 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,794.7 |
3,776.7 |
PP |
3,785.3 |
3,749.3 |
S1 |
3,776.0 |
3,722.0 |
|