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 |
3,664.0 |
3,742.0 |
78.0 |
2.1% |
3,687.0 |
High |
3,735.0 |
3,800.0 |
65.0 |
1.7% |
3,800.0 |
Low |
3,652.0 |
3,733.0 |
81.0 |
2.2% |
3,615.0 |
Close |
3,729.0 |
3,789.0 |
60.0 |
1.6% |
3,789.0 |
Range |
83.0 |
67.0 |
-16.0 |
-19.3% |
185.0 |
ATR |
80.9 |
80.2 |
-0.7 |
-0.9% |
0.0 |
Volume |
10,101 |
18,784 |
8,683 |
86.0% |
95,213 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,975.0 |
3,949.0 |
3,825.9 |
|
R3 |
3,908.0 |
3,882.0 |
3,807.4 |
|
R2 |
3,841.0 |
3,841.0 |
3,801.3 |
|
R1 |
3,815.0 |
3,815.0 |
3,795.1 |
3,828.0 |
PP |
3,774.0 |
3,774.0 |
3,774.0 |
3,780.5 |
S1 |
3,748.0 |
3,748.0 |
3,782.9 |
3,761.0 |
S2 |
3,707.0 |
3,707.0 |
3,776.7 |
|
S3 |
3,640.0 |
3,681.0 |
3,770.6 |
|
S4 |
3,573.0 |
3,614.0 |
3,752.2 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,289.7 |
4,224.3 |
3,890.8 |
|
R3 |
4,104.7 |
4,039.3 |
3,839.9 |
|
R2 |
3,919.7 |
3,919.7 |
3,822.9 |
|
R1 |
3,854.3 |
3,854.3 |
3,806.0 |
3,887.0 |
PP |
3,734.7 |
3,734.7 |
3,734.7 |
3,751.0 |
S1 |
3,669.3 |
3,669.3 |
3,772.0 |
3,702.0 |
S2 |
3,549.7 |
3,549.7 |
3,755.1 |
|
S3 |
3,364.7 |
3,484.3 |
3,738.1 |
|
S4 |
3,179.7 |
3,299.3 |
3,687.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,800.0 |
3,615.0 |
185.0 |
4.9% |
63.0 |
1.7% |
94% |
True |
False |
19,042 |
10 |
3,800.0 |
3,566.0 |
234.0 |
6.2% |
64.1 |
1.7% |
95% |
True |
False |
11,346 |
20 |
3,800.0 |
3,456.0 |
344.0 |
9.1% |
73.3 |
1.9% |
97% |
True |
False |
8,057 |
40 |
3,875.0 |
3,456.0 |
419.0 |
11.1% |
68.5 |
1.8% |
79% |
False |
False |
4,834 |
60 |
3,902.0 |
3,400.0 |
502.0 |
13.2% |
58.3 |
1.5% |
77% |
False |
False |
3,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,084.8 |
2.618 |
3,975.4 |
1.618 |
3,908.4 |
1.000 |
3,867.0 |
0.618 |
3,841.4 |
HIGH |
3,800.0 |
0.618 |
3,774.4 |
0.500 |
3,766.5 |
0.382 |
3,758.6 |
LOW |
3,733.0 |
0.618 |
3,691.6 |
1.000 |
3,666.0 |
1.618 |
3,624.6 |
2.618 |
3,557.6 |
4.250 |
3,448.3 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,781.5 |
3,761.8 |
PP |
3,774.0 |
3,734.7 |
S1 |
3,766.5 |
3,707.5 |
|