| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,648.0 |
3,666.0 |
18.0 |
0.5% |
3,646.0 |
| High |
3,660.0 |
3,688.0 |
28.0 |
0.8% |
3,725.0 |
| Low |
3,624.0 |
3,615.0 |
-9.0 |
-0.2% |
3,566.0 |
| Close |
3,628.0 |
3,666.0 |
38.0 |
1.0% |
3,626.0 |
| Range |
36.0 |
73.0 |
37.0 |
102.8% |
159.0 |
| ATR |
81.3 |
80.7 |
-0.6 |
-0.7% |
0.0 |
| Volume |
40,396 |
20,534 |
-19,862 |
-49.2% |
18,248 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,875.3 |
3,843.7 |
3,706.2 |
|
| R3 |
3,802.3 |
3,770.7 |
3,686.1 |
|
| R2 |
3,729.3 |
3,729.3 |
3,679.4 |
|
| R1 |
3,697.7 |
3,697.7 |
3,672.7 |
3,702.5 |
| PP |
3,656.3 |
3,656.3 |
3,656.3 |
3,658.8 |
| S1 |
3,624.7 |
3,624.7 |
3,659.3 |
3,629.5 |
| S2 |
3,583.3 |
3,583.3 |
3,652.6 |
|
| S3 |
3,510.3 |
3,551.7 |
3,645.9 |
|
| S4 |
3,437.3 |
3,478.7 |
3,625.9 |
|
|
| 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 |
3,694.0 |
3,566.0 |
128.0 |
3.5% |
61.8 |
1.7% |
78% |
False |
False |
13,344 |
| 10 |
3,725.0 |
3,509.0 |
216.0 |
5.9% |
64.7 |
1.8% |
73% |
False |
False |
11,712 |
| 20 |
3,756.0 |
3,456.0 |
300.0 |
8.2% |
74.3 |
2.0% |
70% |
False |
False |
6,668 |
| 40 |
3,902.0 |
3,456.0 |
446.0 |
12.2% |
66.9 |
1.8% |
47% |
False |
False |
4,226 |
| 60 |
3,902.0 |
3,400.0 |
502.0 |
13.7% |
56.5 |
1.5% |
53% |
False |
False |
2,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,998.3 |
|
2.618 |
3,879.1 |
|
1.618 |
3,806.1 |
|
1.000 |
3,761.0 |
|
0.618 |
3,733.1 |
|
HIGH |
3,688.0 |
|
0.618 |
3,660.1 |
|
0.500 |
3,651.5 |
|
0.382 |
3,642.9 |
|
LOW |
3,615.0 |
|
0.618 |
3,569.9 |
|
1.000 |
3,542.0 |
|
1.618 |
3,496.9 |
|
2.618 |
3,423.9 |
|
4.250 |
3,304.8 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,661.2 |
3,662.2 |
| PP |
3,656.3 |
3,658.3 |
| S1 |
3,651.5 |
3,654.5 |
|