| 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 |
1,857.9 |
1,855.1 |
-2.8 |
-0.2% |
1,850.9 |
| High |
1,859.0 |
1,866.9 |
7.9 |
0.4% |
1,875.0 |
| Low |
1,842.5 |
1,851.9 |
9.4 |
0.5% |
1,842.5 |
| Close |
1,853.9 |
1,857.3 |
3.4 |
0.2% |
1,857.3 |
| Range |
16.5 |
15.0 |
-1.5 |
-9.1% |
32.5 |
| ATR |
27.9 |
27.0 |
-0.9 |
-3.3% |
0.0 |
| Volume |
92,086 |
123,764 |
31,678 |
34.4% |
454,686 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,903.7 |
1,895.5 |
1,865.6 |
|
| R3 |
1,888.7 |
1,880.5 |
1,861.4 |
|
| R2 |
1,873.7 |
1,873.7 |
1,860.1 |
|
| R1 |
1,865.5 |
1,865.5 |
1,858.7 |
1,869.6 |
| PP |
1,858.7 |
1,858.7 |
1,858.7 |
1,860.8 |
| S1 |
1,850.5 |
1,850.5 |
1,855.9 |
1,854.6 |
| S2 |
1,843.7 |
1,843.7 |
1,854.6 |
|
| S3 |
1,828.7 |
1,835.5 |
1,853.2 |
|
| S4 |
1,813.7 |
1,820.5 |
1,849.1 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,955.8 |
1,939.0 |
1,875.2 |
|
| R3 |
1,923.3 |
1,906.5 |
1,866.2 |
|
| R2 |
1,890.8 |
1,890.8 |
1,863.3 |
|
| R1 |
1,874.0 |
1,874.0 |
1,860.3 |
1,882.4 |
| PP |
1,858.3 |
1,858.3 |
1,858.3 |
1,862.5 |
| S1 |
1,841.5 |
1,841.5 |
1,854.3 |
1,849.9 |
| S2 |
1,825.8 |
1,825.8 |
1,851.3 |
|
| S3 |
1,793.3 |
1,809.0 |
1,848.4 |
|
| S4 |
1,760.8 |
1,776.5 |
1,839.4 |
|
|
| 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 |
1,842.5 |
32.5 |
1.7% |
20.2 |
1.1% |
46% |
False |
False |
90,937 |
| 10 |
1,875.0 |
1,792.0 |
83.0 |
4.5% |
23.9 |
1.3% |
79% |
False |
False |
63,155 |
| 20 |
1,917.6 |
1,792.0 |
125.6 |
6.8% |
28.4 |
1.5% |
52% |
False |
False |
54,584 |
| 40 |
2,009.5 |
1,792.0 |
217.5 |
11.7% |
26.8 |
1.4% |
30% |
False |
False |
30,739 |
| 60 |
2,085.2 |
1,792.0 |
293.2 |
15.8% |
30.9 |
1.7% |
22% |
False |
False |
21,753 |
| 80 |
2,085.2 |
1,792.0 |
293.2 |
15.8% |
30.7 |
1.7% |
22% |
False |
False |
16,926 |
| 100 |
2,085.2 |
1,787.8 |
297.4 |
16.0% |
28.1 |
1.5% |
23% |
False |
False |
14,086 |
| 120 |
2,085.2 |
1,763.2 |
322.0 |
17.3% |
26.0 |
1.4% |
29% |
False |
False |
11,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,930.7 |
|
2.618 |
1,906.2 |
|
1.618 |
1,891.2 |
|
1.000 |
1,881.9 |
|
0.618 |
1,876.2 |
|
HIGH |
1,866.9 |
|
0.618 |
1,861.2 |
|
0.500 |
1,859.4 |
|
0.382 |
1,857.6 |
|
LOW |
1,851.9 |
|
0.618 |
1,842.6 |
|
1.000 |
1,836.9 |
|
1.618 |
1,827.6 |
|
2.618 |
1,812.6 |
|
4.250 |
1,788.2 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,859.4 |
1,857.6 |
| PP |
1,858.7 |
1,857.5 |
| S1 |
1,858.0 |
1,857.4 |
|