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 |
1,851.8 |
1,848.3 |
-3.5 |
-0.2% |
1,844.4 |
High |
1,852.8 |
1,860.7 |
7.9 |
0.4% |
1,869.1 |
Low |
1,836.3 |
1,845.9 |
9.6 |
0.5% |
1,836.3 |
Close |
1,847.6 |
1,851.3 |
3.7 |
0.2% |
1,851.3 |
Range |
16.5 |
14.8 |
-1.7 |
-10.3% |
32.8 |
ATR |
28.4 |
27.4 |
-1.0 |
-3.4% |
0.0 |
Volume |
123,355 |
30,091 |
-93,264 |
-75.6% |
674,297 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.0 |
1,889.0 |
1,859.4 |
|
R3 |
1,882.2 |
1,874.2 |
1,855.4 |
|
R2 |
1,867.4 |
1,867.4 |
1,854.0 |
|
R1 |
1,859.4 |
1,859.4 |
1,852.7 |
1,863.4 |
PP |
1,852.6 |
1,852.6 |
1,852.6 |
1,854.7 |
S1 |
1,844.6 |
1,844.6 |
1,849.9 |
1,848.6 |
S2 |
1,837.8 |
1,837.8 |
1,848.6 |
|
S3 |
1,823.0 |
1,829.8 |
1,847.2 |
|
S4 |
1,808.2 |
1,815.0 |
1,843.2 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.6 |
1,933.8 |
1,869.3 |
|
R3 |
1,917.8 |
1,901.0 |
1,860.3 |
|
R2 |
1,885.0 |
1,885.0 |
1,857.3 |
|
R1 |
1,868.2 |
1,868.2 |
1,854.3 |
1,876.6 |
PP |
1,852.2 |
1,852.2 |
1,852.2 |
1,856.5 |
S1 |
1,835.4 |
1,835.4 |
1,848.3 |
1,843.8 |
S2 |
1,819.4 |
1,819.4 |
1,845.3 |
|
S3 |
1,786.6 |
1,802.6 |
1,842.3 |
|
S4 |
1,753.8 |
1,769.8 |
1,833.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,869.1 |
1,836.3 |
32.8 |
1.8% |
20.4 |
1.1% |
46% |
False |
False |
134,859 |
10 |
1,869.1 |
1,785.0 |
84.1 |
4.5% |
24.2 |
1.3% |
79% |
False |
False |
143,971 |
20 |
1,910.7 |
1,785.0 |
125.7 |
6.8% |
28.8 |
1.6% |
53% |
False |
False |
176,670 |
40 |
2,003.0 |
1,785.0 |
218.0 |
11.8% |
27.4 |
1.5% |
30% |
False |
False |
167,159 |
60 |
2,082.0 |
1,785.0 |
297.0 |
16.0% |
31.7 |
1.7% |
22% |
False |
False |
136,387 |
80 |
2,082.0 |
1,785.0 |
297.0 |
16.0% |
31.5 |
1.7% |
22% |
False |
False |
104,585 |
100 |
2,082.0 |
1,783.8 |
298.2 |
16.1% |
29.0 |
1.6% |
23% |
False |
False |
84,973 |
120 |
2,082.0 |
1,757.6 |
324.4 |
17.5% |
27.1 |
1.5% |
29% |
False |
False |
71,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.6 |
2.618 |
1,899.4 |
1.618 |
1,884.6 |
1.000 |
1,875.5 |
0.618 |
1,869.8 |
HIGH |
1,860.7 |
0.618 |
1,855.0 |
0.500 |
1,853.3 |
0.382 |
1,851.6 |
LOW |
1,845.9 |
0.618 |
1,836.8 |
1.000 |
1,831.1 |
1.618 |
1,822.0 |
2.618 |
1,807.2 |
4.250 |
1,783.0 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
1,853.3 |
1,851.5 |
PP |
1,852.6 |
1,851.4 |
S1 |
1,852.0 |
1,851.4 |
|