| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,871.2 |
1,857.9 |
-13.3 |
-0.7% |
1,816.0 |
| High |
1,872.7 |
1,859.0 |
-13.7 |
-0.7% |
1,854.5 |
| Low |
1,845.0 |
1,842.5 |
-2.5 |
-0.1% |
1,792.0 |
| Close |
1,852.5 |
1,853.9 |
1.4 |
0.1% |
1,848.4 |
| Range |
27.7 |
16.5 |
-11.2 |
-40.4% |
62.5 |
| ATR |
28.8 |
27.9 |
-0.9 |
-3.1% |
0.0 |
| Volume |
99,598 |
92,086 |
-7,512 |
-7.5% |
176,865 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,901.3 |
1,894.1 |
1,863.0 |
|
| R3 |
1,884.8 |
1,877.6 |
1,858.4 |
|
| R2 |
1,868.3 |
1,868.3 |
1,856.9 |
|
| R1 |
1,861.1 |
1,861.1 |
1,855.4 |
1,856.5 |
| PP |
1,851.8 |
1,851.8 |
1,851.8 |
1,849.5 |
| S1 |
1,844.6 |
1,844.6 |
1,852.4 |
1,840.0 |
| S2 |
1,835.3 |
1,835.3 |
1,850.9 |
|
| S3 |
1,818.8 |
1,828.1 |
1,849.4 |
|
| S4 |
1,802.3 |
1,811.6 |
1,844.8 |
|
|
| 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 |
1,837.2 |
37.8 |
2.0% |
20.6 |
1.1% |
44% |
False |
False |
74,723 |
| 10 |
1,875.0 |
1,792.0 |
83.0 |
4.5% |
25.4 |
1.4% |
75% |
False |
False |
52,918 |
| 20 |
1,928.2 |
1,792.0 |
136.2 |
7.3% |
29.0 |
1.6% |
45% |
False |
False |
48,783 |
| 40 |
2,009.5 |
1,792.0 |
217.5 |
11.7% |
27.3 |
1.5% |
28% |
False |
False |
27,827 |
| 60 |
2,085.2 |
1,792.0 |
293.2 |
15.8% |
31.0 |
1.7% |
21% |
False |
False |
19,726 |
| 80 |
2,085.2 |
1,792.0 |
293.2 |
15.8% |
30.7 |
1.7% |
21% |
False |
False |
15,387 |
| 100 |
2,085.2 |
1,787.8 |
297.4 |
16.0% |
28.1 |
1.5% |
22% |
False |
False |
12,866 |
| 120 |
2,085.2 |
1,763.2 |
322.0 |
17.4% |
26.0 |
1.4% |
28% |
False |
False |
10,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.1 |
|
2.618 |
1,902.2 |
|
1.618 |
1,885.7 |
|
1.000 |
1,875.5 |
|
0.618 |
1,869.2 |
|
HIGH |
1,859.0 |
|
0.618 |
1,852.7 |
|
0.500 |
1,850.8 |
|
0.382 |
1,848.8 |
|
LOW |
1,842.5 |
|
0.618 |
1,832.3 |
|
1.000 |
1,826.0 |
|
1.618 |
1,815.8 |
|
2.618 |
1,799.3 |
|
4.250 |
1,772.4 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,852.9 |
1,858.8 |
| PP |
1,851.8 |
1,857.1 |
| S1 |
1,850.8 |
1,855.5 |
|