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 |
3,742.0 |
3,823.0 |
81.0 |
2.2% |
3,687.0 |
High |
3,800.0 |
3,823.0 |
23.0 |
0.6% |
3,800.0 |
Low |
3,733.0 |
3,763.0 |
30.0 |
0.8% |
3,615.0 |
Close |
3,789.0 |
3,769.0 |
-20.0 |
-0.5% |
3,789.0 |
Range |
67.0 |
60.0 |
-7.0 |
-10.4% |
185.0 |
ATR |
80.2 |
78.8 |
-1.4 |
-1.8% |
0.0 |
Volume |
18,784 |
41,936 |
23,152 |
123.3% |
95,213 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,965.0 |
3,927.0 |
3,802.0 |
|
R3 |
3,905.0 |
3,867.0 |
3,785.5 |
|
R2 |
3,845.0 |
3,845.0 |
3,780.0 |
|
R1 |
3,807.0 |
3,807.0 |
3,774.5 |
3,796.0 |
PP |
3,785.0 |
3,785.0 |
3,785.0 |
3,779.5 |
S1 |
3,747.0 |
3,747.0 |
3,763.5 |
3,736.0 |
S2 |
3,725.0 |
3,725.0 |
3,758.0 |
|
S3 |
3,665.0 |
3,687.0 |
3,752.5 |
|
S4 |
3,605.0 |
3,627.0 |
3,736.0 |
|
|
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 |
3,823.0 |
3,615.0 |
208.0 |
5.5% |
63.8 |
1.7% |
74% |
True |
False |
26,350 |
10 |
3,823.0 |
3,566.0 |
257.0 |
6.8% |
65.9 |
1.7% |
79% |
True |
False |
15,219 |
20 |
3,823.0 |
3,456.0 |
367.0 |
9.7% |
73.8 |
2.0% |
85% |
True |
False |
10,151 |
40 |
3,860.0 |
3,456.0 |
404.0 |
10.7% |
67.7 |
1.8% |
77% |
False |
False |
5,840 |
60 |
3,902.0 |
3,400.0 |
502.0 |
13.3% |
59.3 |
1.6% |
74% |
False |
False |
4,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,078.0 |
2.618 |
3,980.1 |
1.618 |
3,920.1 |
1.000 |
3,883.0 |
0.618 |
3,860.1 |
HIGH |
3,823.0 |
0.618 |
3,800.1 |
0.500 |
3,793.0 |
0.382 |
3,785.9 |
LOW |
3,763.0 |
0.618 |
3,725.9 |
1.000 |
3,703.0 |
1.618 |
3,665.9 |
2.618 |
3,605.9 |
4.250 |
3,508.0 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,793.0 |
3,758.5 |
PP |
3,785.0 |
3,748.0 |
S1 |
3,777.0 |
3,737.5 |
|