Trading Metrics calculated at close of trading on 31-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,743.0 |
3,840.0 |
97.0 |
2.6% |
3,678.0 |
High |
3,816.0 |
3,845.0 |
29.0 |
0.8% |
3,816.0 |
Low |
3,736.0 |
3,775.0 |
39.0 |
1.0% |
3,628.0 |
Close |
3,804.0 |
3,784.0 |
-20.0 |
-0.5% |
3,804.0 |
Range |
80.0 |
70.0 |
-10.0 |
-12.5% |
188.0 |
ATR |
90.6 |
89.1 |
-1.5 |
-1.6% |
0.0 |
Volume |
870,211 |
1,172,509 |
302,298 |
34.7% |
3,729,596 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,011.3 |
3,967.7 |
3,822.5 |
|
R3 |
3,941.3 |
3,897.7 |
3,803.3 |
|
R2 |
3,871.3 |
3,871.3 |
3,796.8 |
|
R1 |
3,827.7 |
3,827.7 |
3,790.4 |
3,814.5 |
PP |
3,801.3 |
3,801.3 |
3,801.3 |
3,794.8 |
S1 |
3,757.7 |
3,757.7 |
3,777.6 |
3,744.5 |
S2 |
3,731.3 |
3,731.3 |
3,771.2 |
|
S3 |
3,661.3 |
3,687.7 |
3,764.8 |
|
S4 |
3,591.3 |
3,617.7 |
3,745.5 |
|
|
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 |
3,845.0 |
3,628.0 |
217.0 |
5.7% |
74.6 |
2.0% |
72% |
True |
False |
842,377 |
10 |
3,845.0 |
3,576.0 |
269.0 |
7.1% |
78.8 |
2.1% |
77% |
True |
False |
869,709 |
20 |
3,845.0 |
3,466.0 |
379.0 |
10.0% |
88.4 |
2.3% |
84% |
True |
False |
956,104 |
40 |
3,888.0 |
3,466.0 |
422.0 |
11.2% |
83.5 |
2.2% |
75% |
False |
False |
894,953 |
60 |
3,944.0 |
3,309.0 |
635.0 |
16.8% |
98.6 |
2.6% |
75% |
False |
False |
849,764 |
80 |
4,132.0 |
3,309.0 |
823.0 |
21.7% |
100.9 |
2.7% |
58% |
False |
False |
644,502 |
100 |
4,239.5 |
3,309.0 |
930.5 |
24.6% |
94.8 |
2.5% |
51% |
False |
False |
517,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,142.5 |
2.618 |
4,028.3 |
1.618 |
3,958.3 |
1.000 |
3,915.0 |
0.618 |
3,888.3 |
HIGH |
3,845.0 |
0.618 |
3,818.3 |
0.500 |
3,810.0 |
0.382 |
3,801.7 |
LOW |
3,775.0 |
0.618 |
3,731.7 |
1.000 |
3,705.0 |
1.618 |
3,661.7 |
2.618 |
3,591.7 |
4.250 |
3,477.5 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,810.0 |
3,774.2 |
PP |
3,801.3 |
3,764.3 |
S1 |
3,792.7 |
3,754.5 |
|