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 |
3,687.0 |
3,648.0 |
-39.0 |
-1.1% |
3,646.0 |
High |
3,694.0 |
3,660.0 |
-34.0 |
-0.9% |
3,725.0 |
Low |
3,638.0 |
3,624.0 |
-14.0 |
-0.4% |
3,566.0 |
Close |
3,678.0 |
3,628.0 |
-50.0 |
-1.4% |
3,626.0 |
Range |
56.0 |
36.0 |
-20.0 |
-35.7% |
159.0 |
ATR |
83.4 |
81.3 |
-2.1 |
-2.5% |
0.0 |
Volume |
5,398 |
40,396 |
34,998 |
648.4% |
18,248 |
|
Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,745.3 |
3,722.7 |
3,647.8 |
|
R3 |
3,709.3 |
3,686.7 |
3,637.9 |
|
R2 |
3,673.3 |
3,673.3 |
3,634.6 |
|
R1 |
3,650.7 |
3,650.7 |
3,631.3 |
3,644.0 |
PP |
3,637.3 |
3,637.3 |
3,637.3 |
3,634.0 |
S1 |
3,614.7 |
3,614.7 |
3,624.7 |
3,608.0 |
S2 |
3,601.3 |
3,601.3 |
3,621.4 |
|
S3 |
3,565.3 |
3,578.7 |
3,618.1 |
|
S4 |
3,529.3 |
3,542.7 |
3,608.2 |
|
|
Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,116.0 |
4,030.0 |
3,713.5 |
|
R3 |
3,957.0 |
3,871.0 |
3,669.7 |
|
R2 |
3,798.0 |
3,798.0 |
3,655.2 |
|
R1 |
3,712.0 |
3,712.0 |
3,640.6 |
3,675.5 |
PP |
3,639.0 |
3,639.0 |
3,639.0 |
3,620.8 |
S1 |
3,553.0 |
3,553.0 |
3,611.4 |
3,516.5 |
S2 |
3,480.0 |
3,480.0 |
3,596.9 |
|
S3 |
3,321.0 |
3,394.0 |
3,582.3 |
|
S4 |
3,162.0 |
3,235.0 |
3,538.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,720.0 |
3,566.0 |
154.0 |
4.2% |
67.2 |
1.9% |
40% |
False |
False |
9,311 |
10 |
3,725.0 |
3,509.0 |
216.0 |
6.0% |
66.8 |
1.8% |
55% |
False |
False |
9,673 |
20 |
3,756.0 |
3,456.0 |
300.0 |
8.3% |
74.3 |
2.0% |
57% |
False |
False |
5,672 |
40 |
3,902.0 |
3,456.0 |
446.0 |
12.3% |
65.8 |
1.8% |
39% |
False |
False |
3,713 |
60 |
3,902.0 |
3,400.0 |
502.0 |
13.8% |
56.3 |
1.6% |
45% |
False |
False |
2,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,813.0 |
2.618 |
3,754.2 |
1.618 |
3,718.2 |
1.000 |
3,696.0 |
0.618 |
3,682.2 |
HIGH |
3,660.0 |
0.618 |
3,646.2 |
0.500 |
3,642.0 |
0.382 |
3,637.8 |
LOW |
3,624.0 |
0.618 |
3,601.8 |
1.000 |
3,588.0 |
1.618 |
3,565.8 |
2.618 |
3,529.8 |
4.250 |
3,471.0 |
|
|
Fisher Pivots for day following 24-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,642.0 |
3,645.0 |
PP |
3,637.3 |
3,639.3 |
S1 |
3,632.7 |
3,633.7 |
|