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 |
3,666.0 |
3,664.0 |
-2.0 |
-0.1% |
3,646.0 |
High |
3,688.0 |
3,735.0 |
47.0 |
1.3% |
3,725.0 |
Low |
3,615.0 |
3,652.0 |
37.0 |
1.0% |
3,566.0 |
Close |
3,666.0 |
3,729.0 |
63.0 |
1.7% |
3,626.0 |
Range |
73.0 |
83.0 |
10.0 |
13.7% |
159.0 |
ATR |
80.7 |
80.9 |
0.2 |
0.2% |
0.0 |
Volume |
20,534 |
10,101 |
-10,433 |
-50.8% |
18,248 |
|
Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,954.3 |
3,924.7 |
3,774.7 |
|
R3 |
3,871.3 |
3,841.7 |
3,751.8 |
|
R2 |
3,788.3 |
3,788.3 |
3,744.2 |
|
R1 |
3,758.7 |
3,758.7 |
3,736.6 |
3,773.5 |
PP |
3,705.3 |
3,705.3 |
3,705.3 |
3,712.8 |
S1 |
3,675.7 |
3,675.7 |
3,721.4 |
3,690.5 |
S2 |
3,622.3 |
3,622.3 |
3,713.8 |
|
S3 |
3,539.3 |
3,592.7 |
3,706.2 |
|
S4 |
3,456.3 |
3,509.7 |
3,683.4 |
|
|
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 |
3,735.0 |
3,596.0 |
139.0 |
3.7% |
65.0 |
1.7% |
96% |
True |
False |
15,325 |
10 |
3,735.0 |
3,566.0 |
169.0 |
4.5% |
65.3 |
1.8% |
96% |
True |
False |
11,573 |
20 |
3,756.0 |
3,456.0 |
300.0 |
8.0% |
74.7 |
2.0% |
91% |
False |
False |
7,120 |
40 |
3,875.0 |
3,456.0 |
419.0 |
11.2% |
67.4 |
1.8% |
65% |
False |
False |
4,403 |
60 |
3,902.0 |
3,400.0 |
502.0 |
13.5% |
57.1 |
1.5% |
66% |
False |
False |
3,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,087.8 |
2.618 |
3,952.3 |
1.618 |
3,869.3 |
1.000 |
3,818.0 |
0.618 |
3,786.3 |
HIGH |
3,735.0 |
0.618 |
3,703.3 |
0.500 |
3,693.5 |
0.382 |
3,683.7 |
LOW |
3,652.0 |
0.618 |
3,600.7 |
1.000 |
3,569.0 |
1.618 |
3,517.7 |
2.618 |
3,434.7 |
4.250 |
3,299.3 |
|
|
Fisher Pivots for day following 26-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,717.2 |
3,711.0 |
PP |
3,705.3 |
3,693.0 |
S1 |
3,693.5 |
3,675.0 |
|