| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,860.3 |
1,844.9 |
-15.4 |
-0.8% |
1,903.1 |
| High |
1,871.6 |
1,864.5 |
-7.1 |
-0.4% |
1,917.6 |
| Low |
1,841.8 |
1,838.0 |
-3.8 |
-0.2% |
1,856.7 |
| Close |
1,848.4 |
1,861.0 |
12.6 |
0.7% |
1,890.2 |
| Range |
29.8 |
26.5 |
-3.3 |
-11.1% |
60.9 |
| ATR |
31.3 |
30.9 |
-0.3 |
-1.1% |
0.0 |
| Volume |
90,253 |
60,052 |
-30,201 |
-33.5% |
145,291 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.0 |
1,924.0 |
1,875.6 |
|
| R3 |
1,907.5 |
1,897.5 |
1,868.3 |
|
| R2 |
1,881.0 |
1,881.0 |
1,865.9 |
|
| R1 |
1,871.0 |
1,871.0 |
1,863.4 |
1,876.0 |
| PP |
1,854.5 |
1,854.5 |
1,854.5 |
1,857.0 |
| S1 |
1,844.5 |
1,844.5 |
1,858.6 |
1,849.5 |
| S2 |
1,828.0 |
1,828.0 |
1,856.1 |
|
| S3 |
1,801.5 |
1,818.0 |
1,853.7 |
|
| S4 |
1,775.0 |
1,791.5 |
1,846.4 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.9 |
2,041.4 |
1,923.7 |
|
| R3 |
2,010.0 |
1,980.5 |
1,906.9 |
|
| R2 |
1,949.1 |
1,949.1 |
1,901.4 |
|
| R1 |
1,919.6 |
1,919.6 |
1,895.8 |
1,903.9 |
| PP |
1,888.2 |
1,888.2 |
1,888.2 |
1,880.3 |
| S1 |
1,858.7 |
1,858.7 |
1,884.6 |
1,843.0 |
| S2 |
1,827.3 |
1,827.3 |
1,879.0 |
|
| S3 |
1,766.4 |
1,797.8 |
1,873.5 |
|
| S4 |
1,705.5 |
1,736.9 |
1,856.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,917.6 |
1,838.0 |
79.6 |
4.3% |
31.2 |
1.7% |
29% |
False |
True |
60,658 |
| 10 |
1,928.2 |
1,838.0 |
90.2 |
4.8% |
31.5 |
1.7% |
25% |
False |
True |
38,177 |
| 20 |
2,009.5 |
1,838.0 |
171.5 |
9.2% |
28.8 |
1.5% |
13% |
False |
True |
23,149 |
| 40 |
2,009.5 |
1,838.0 |
171.5 |
9.2% |
28.0 |
1.5% |
13% |
False |
True |
13,814 |
| 60 |
2,085.2 |
1,838.0 |
247.2 |
13.3% |
33.0 |
1.8% |
9% |
False |
True |
10,103 |
| 80 |
2,085.2 |
1,787.8 |
297.4 |
16.0% |
29.6 |
1.6% |
25% |
False |
False |
8,188 |
| 100 |
2,085.2 |
1,787.8 |
297.4 |
16.0% |
26.9 |
1.4% |
25% |
False |
False |
6,913 |
| 120 |
2,085.2 |
1,763.2 |
322.0 |
17.3% |
25.5 |
1.4% |
30% |
False |
False |
5,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.1 |
|
2.618 |
1,933.9 |
|
1.618 |
1,907.4 |
|
1.000 |
1,891.0 |
|
0.618 |
1,880.9 |
|
HIGH |
1,864.5 |
|
0.618 |
1,854.4 |
|
0.500 |
1,851.3 |
|
0.382 |
1,848.1 |
|
LOW |
1,838.0 |
|
0.618 |
1,821.6 |
|
1.000 |
1,811.5 |
|
1.618 |
1,795.1 |
|
2.618 |
1,768.6 |
|
4.250 |
1,725.4 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.8 |
1,864.9 |
| PP |
1,854.5 |
1,863.6 |
| S1 |
1,851.3 |
1,862.3 |
|