| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,836.6 |
1,852.3 |
15.7 |
0.9% |
1,896.2 |
| High |
1,857.8 |
1,858.8 |
1.0 |
0.1% |
1,910.7 |
| Low |
1,830.6 |
1,820.1 |
-10.5 |
-0.6% |
1,849.7 |
| Close |
1,853.7 |
1,824.6 |
-29.1 |
-1.6% |
1,882.8 |
| Range |
27.2 |
38.7 |
11.5 |
42.3% |
61.0 |
| ATR |
31.6 |
32.1 |
0.5 |
1.6% |
0.0 |
| Volume |
243,561 |
255,608 |
12,047 |
4.9% |
935,409 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,950.6 |
1,926.3 |
1,845.9 |
|
| R3 |
1,911.9 |
1,887.6 |
1,835.2 |
|
| R2 |
1,873.2 |
1,873.2 |
1,831.7 |
|
| R1 |
1,848.9 |
1,848.9 |
1,828.1 |
1,841.7 |
| PP |
1,834.5 |
1,834.5 |
1,834.5 |
1,830.9 |
| S1 |
1,810.2 |
1,810.2 |
1,821.1 |
1,803.0 |
| S2 |
1,795.8 |
1,795.8 |
1,817.5 |
|
| S3 |
1,757.1 |
1,771.5 |
1,814.0 |
|
| S4 |
1,718.4 |
1,732.8 |
1,803.3 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.1 |
2,034.4 |
1,916.4 |
|
| R3 |
2,003.1 |
1,973.4 |
1,899.6 |
|
| R2 |
1,942.1 |
1,942.1 |
1,894.0 |
|
| R1 |
1,912.4 |
1,912.4 |
1,888.4 |
1,896.8 |
| PP |
1,881.1 |
1,881.1 |
1,881.1 |
1,873.2 |
| S1 |
1,851.4 |
1,851.4 |
1,877.2 |
1,835.8 |
| S2 |
1,820.1 |
1,820.1 |
1,871.6 |
|
| S3 |
1,759.1 |
1,790.4 |
1,866.0 |
|
| S4 |
1,698.1 |
1,729.4 |
1,849.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,894.0 |
1,820.1 |
73.9 |
4.1% |
31.9 |
1.8% |
6% |
False |
True |
234,616 |
| 10 |
1,921.3 |
1,820.1 |
101.2 |
5.5% |
33.3 |
1.8% |
4% |
False |
True |
209,134 |
| 20 |
2,003.0 |
1,820.1 |
182.9 |
10.0% |
30.3 |
1.7% |
2% |
False |
True |
188,412 |
| 40 |
2,003.0 |
1,820.1 |
182.9 |
10.0% |
29.0 |
1.6% |
2% |
False |
True |
151,169 |
| 60 |
2,082.0 |
1,820.1 |
261.9 |
14.4% |
33.9 |
1.9% |
2% |
False |
True |
111,343 |
| 80 |
2,082.0 |
1,783.8 |
298.2 |
16.3% |
30.9 |
1.7% |
14% |
False |
False |
85,186 |
| 100 |
2,082.0 |
1,783.8 |
298.2 |
16.3% |
28.2 |
1.5% |
14% |
False |
False |
68,942 |
| 120 |
2,082.0 |
1,757.6 |
324.4 |
17.8% |
27.2 |
1.5% |
21% |
False |
False |
57,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,023.3 |
|
2.618 |
1,960.1 |
|
1.618 |
1,921.4 |
|
1.000 |
1,897.5 |
|
0.618 |
1,882.7 |
|
HIGH |
1,858.8 |
|
0.618 |
1,844.0 |
|
0.500 |
1,839.5 |
|
0.382 |
1,834.9 |
|
LOW |
1,820.1 |
|
0.618 |
1,796.2 |
|
1.000 |
1,781.4 |
|
1.618 |
1,757.5 |
|
2.618 |
1,718.8 |
|
4.250 |
1,655.6 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,839.5 |
1,842.4 |
| PP |
1,834.5 |
1,836.5 |
| S1 |
1,829.6 |
1,830.5 |
|