| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,270.50 |
12,370.25 |
99.75 |
0.8% |
12,905.50 |
| High |
12,576.75 |
12,584.00 |
7.25 |
0.1% |
13,589.00 |
| Low |
12,140.50 |
11,975.25 |
-165.25 |
-1.4% |
12,557.50 |
| Close |
12,382.00 |
12,003.00 |
-379.00 |
-3.1% |
12,730.00 |
| Range |
436.25 |
608.75 |
172.50 |
39.5% |
1,031.50 |
| ATR |
464.29 |
474.61 |
10.32 |
2.2% |
0.00 |
| Volume |
1,676 |
2,133 |
457 |
27.3% |
6,857 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,013.75 |
13,617.00 |
12,337.75 |
|
| R3 |
13,405.00 |
13,008.25 |
12,170.50 |
|
| R2 |
12,796.25 |
12,796.25 |
12,114.50 |
|
| R1 |
12,399.50 |
12,399.50 |
12,058.75 |
12,293.50 |
| PP |
12,187.50 |
12,187.50 |
12,187.50 |
12,134.50 |
| S1 |
11,790.75 |
11,790.75 |
11,947.25 |
11,684.75 |
| S2 |
11,578.75 |
11,578.75 |
11,891.50 |
|
| S3 |
10,970.00 |
11,182.00 |
11,835.50 |
|
| S4 |
10,361.25 |
10,573.25 |
11,668.25 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,053.25 |
15,423.25 |
13,297.25 |
|
| R3 |
15,021.75 |
14,391.75 |
13,013.75 |
|
| R2 |
13,990.25 |
13,990.25 |
12,919.00 |
|
| R1 |
13,360.25 |
13,360.25 |
12,824.50 |
13,159.50 |
| PP |
12,958.75 |
12,958.75 |
12,958.75 |
12,858.50 |
| S1 |
12,328.75 |
12,328.75 |
12,635.50 |
12,128.00 |
| S2 |
11,927.25 |
11,927.25 |
12,541.00 |
|
| S3 |
10,895.75 |
11,297.25 |
12,446.25 |
|
| S4 |
9,864.25 |
10,265.75 |
12,162.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,582.00 |
11,975.25 |
1,606.75 |
13.4% |
556.25 |
4.6% |
2% |
False |
True |
1,746 |
| 10 |
13,589.00 |
11,975.25 |
1,613.75 |
13.4% |
513.00 |
4.3% |
2% |
False |
True |
1,480 |
| 20 |
14,331.25 |
11,975.25 |
2,356.00 |
19.6% |
475.00 |
4.0% |
1% |
False |
True |
1,276 |
| 40 |
15,305.00 |
11,975.25 |
3,329.75 |
27.7% |
411.25 |
3.4% |
1% |
False |
True |
964 |
| 60 |
15,305.00 |
11,975.25 |
3,329.75 |
27.7% |
432.50 |
3.6% |
1% |
False |
True |
664 |
| 80 |
15,639.50 |
11,975.25 |
3,664.25 |
30.5% |
439.00 |
3.7% |
1% |
False |
True |
506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,171.25 |
|
2.618 |
14,177.75 |
|
1.618 |
13,569.00 |
|
1.000 |
13,192.75 |
|
0.618 |
12,960.25 |
|
HIGH |
12,584.00 |
|
0.618 |
12,351.50 |
|
0.500 |
12,279.50 |
|
0.382 |
12,207.75 |
|
LOW |
11,975.25 |
|
0.618 |
11,599.00 |
|
1.000 |
11,366.50 |
|
1.618 |
10,990.25 |
|
2.618 |
10,381.50 |
|
4.250 |
9,388.00 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,279.50 |
12,321.25 |
| PP |
12,187.50 |
12,215.25 |
| S1 |
12,095.25 |
12,109.00 |
|