Trading Metrics calculated at close of trading on 31-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
Open |
1,855.1 |
1,856.5 |
1.4 |
0.1% |
1,850.9 |
High |
1,866.9 |
1,867.9 |
1.0 |
0.1% |
1,875.0 |
Low |
1,851.9 |
1,837.6 |
-14.3 |
-0.8% |
1,842.5 |
Close |
1,857.3 |
1,848.4 |
-8.9 |
-0.5% |
1,857.3 |
Range |
15.0 |
30.3 |
15.3 |
102.0% |
32.5 |
ATR |
27.0 |
27.2 |
0.2 |
0.9% |
0.0 |
Volume |
123,764 |
201,803 |
78,039 |
63.1% |
454,686 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.2 |
1,925.6 |
1,865.1 |
|
R3 |
1,911.9 |
1,895.3 |
1,856.7 |
|
R2 |
1,881.6 |
1,881.6 |
1,854.0 |
|
R1 |
1,865.0 |
1,865.0 |
1,851.2 |
1,858.2 |
PP |
1,851.3 |
1,851.3 |
1,851.3 |
1,847.9 |
S1 |
1,834.7 |
1,834.7 |
1,845.6 |
1,827.9 |
S2 |
1,821.0 |
1,821.0 |
1,842.8 |
|
S3 |
1,790.7 |
1,804.4 |
1,840.1 |
|
S4 |
1,760.4 |
1,774.1 |
1,831.7 |
|
|
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 |
1,837.6 |
37.4 |
2.0% |
22.1 |
1.2% |
29% |
False |
True |
118,766 |
10 |
1,875.0 |
1,811.7 |
63.3 |
3.4% |
22.9 |
1.2% |
58% |
False |
False |
80,558 |
20 |
1,917.6 |
1,792.0 |
125.6 |
6.8% |
27.6 |
1.5% |
45% |
False |
False |
64,185 |
40 |
2,009.5 |
1,792.0 |
217.5 |
11.8% |
27.0 |
1.5% |
26% |
False |
False |
35,729 |
60 |
2,085.2 |
1,792.0 |
293.2 |
15.9% |
30.7 |
1.7% |
19% |
False |
False |
25,089 |
80 |
2,085.2 |
1,792.0 |
293.2 |
15.9% |
30.8 |
1.7% |
19% |
False |
False |
19,437 |
100 |
2,085.2 |
1,787.8 |
297.4 |
16.1% |
28.2 |
1.5% |
20% |
False |
False |
16,035 |
120 |
2,085.2 |
1,763.2 |
322.0 |
17.4% |
26.2 |
1.4% |
26% |
False |
False |
13,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,996.7 |
2.618 |
1,947.2 |
1.618 |
1,916.9 |
1.000 |
1,898.2 |
0.618 |
1,886.6 |
HIGH |
1,867.9 |
0.618 |
1,856.3 |
0.500 |
1,852.8 |
0.382 |
1,849.2 |
LOW |
1,837.6 |
0.618 |
1,818.9 |
1.000 |
1,807.3 |
1.618 |
1,788.6 |
2.618 |
1,758.3 |
4.250 |
1,708.8 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
1,852.8 |
1,852.8 |
PP |
1,851.3 |
1,851.3 |
S1 |
1,849.9 |
1,849.9 |
|