| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,850.9 |
1,858.6 |
7.7 |
0.4% |
1,816.0 |
| High |
1,870.4 |
1,875.0 |
4.6 |
0.2% |
1,854.5 |
| Low |
1,849.7 |
1,853.9 |
4.2 |
0.2% |
1,792.0 |
| Close |
1,853.9 |
1,871.4 |
17.5 |
0.9% |
1,848.4 |
| Range |
20.7 |
21.1 |
0.4 |
1.9% |
62.5 |
| ATR |
29.5 |
28.9 |
-0.6 |
-2.0% |
0.0 |
| Volume |
62,656 |
76,582 |
13,926 |
22.2% |
176,865 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,930.1 |
1,921.8 |
1,883.0 |
|
| R3 |
1,909.0 |
1,900.7 |
1,877.2 |
|
| R2 |
1,887.9 |
1,887.9 |
1,875.3 |
|
| R1 |
1,879.6 |
1,879.6 |
1,873.3 |
1,883.8 |
| PP |
1,866.8 |
1,866.8 |
1,866.8 |
1,868.8 |
| S1 |
1,858.5 |
1,858.5 |
1,869.5 |
1,862.7 |
| S2 |
1,845.7 |
1,845.7 |
1,867.5 |
|
| S3 |
1,824.6 |
1,837.4 |
1,865.6 |
|
| S4 |
1,803.5 |
1,816.3 |
1,859.8 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.1 |
1,996.3 |
1,882.8 |
|
| R3 |
1,956.6 |
1,933.8 |
1,865.6 |
|
| R2 |
1,894.1 |
1,894.1 |
1,859.9 |
|
| R1 |
1,871.3 |
1,871.3 |
1,854.1 |
1,882.7 |
| PP |
1,831.6 |
1,831.6 |
1,831.6 |
1,837.4 |
| S1 |
1,808.8 |
1,808.8 |
1,842.7 |
1,820.2 |
| S2 |
1,769.1 |
1,769.1 |
1,836.9 |
|
| S3 |
1,706.6 |
1,746.3 |
1,831.2 |
|
| S4 |
1,644.1 |
1,683.8 |
1,814.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,875.0 |
1,811.7 |
63.3 |
3.4% |
23.2 |
1.2% |
94% |
True |
False |
52,266 |
| 10 |
1,875.0 |
1,792.0 |
83.0 |
4.4% |
27.5 |
1.5% |
96% |
True |
False |
46,897 |
| 20 |
1,928.2 |
1,792.0 |
136.2 |
7.3% |
29.5 |
1.6% |
58% |
False |
False |
39,826 |
| 40 |
2,009.5 |
1,792.0 |
217.5 |
11.6% |
27.7 |
1.5% |
37% |
False |
False |
23,270 |
| 60 |
2,085.2 |
1,792.0 |
293.2 |
15.7% |
31.6 |
1.7% |
27% |
False |
False |
16,610 |
| 80 |
2,085.2 |
1,792.0 |
293.2 |
15.7% |
30.4 |
1.6% |
27% |
False |
False |
13,042 |
| 100 |
2,085.2 |
1,787.8 |
297.4 |
15.9% |
28.1 |
1.5% |
28% |
False |
False |
10,967 |
| 120 |
2,085.2 |
1,763.2 |
322.0 |
17.2% |
25.9 |
1.4% |
34% |
False |
False |
9,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,964.7 |
|
2.618 |
1,930.2 |
|
1.618 |
1,909.1 |
|
1.000 |
1,896.1 |
|
0.618 |
1,888.0 |
|
HIGH |
1,875.0 |
|
0.618 |
1,866.9 |
|
0.500 |
1,864.5 |
|
0.382 |
1,862.0 |
|
LOW |
1,853.9 |
|
0.618 |
1,840.9 |
|
1.000 |
1,832.8 |
|
1.618 |
1,819.8 |
|
2.618 |
1,798.7 |
|
4.250 |
1,764.2 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,869.1 |
1,866.3 |
| PP |
1,866.8 |
1,861.2 |
| S1 |
1,864.5 |
1,856.1 |
|