Trading Metrics calculated at close of trading on 12-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
Open |
12,370.25 |
12,010.00 |
-360.25 |
-2.9% |
12,905.50 |
High |
12,584.00 |
12,161.25 |
-422.75 |
-3.4% |
13,589.00 |
Low |
11,975.25 |
11,722.75 |
-252.50 |
-2.1% |
12,557.50 |
Close |
12,003.00 |
11,978.50 |
-24.50 |
-0.2% |
12,730.00 |
Range |
608.75 |
438.50 |
-170.25 |
-28.0% |
1,031.50 |
ATR |
474.61 |
472.03 |
-2.58 |
-0.5% |
0.00 |
Volume |
2,133 |
1,974 |
-159 |
-7.5% |
6,857 |
|
Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,269.75 |
13,062.50 |
12,219.75 |
|
R3 |
12,831.25 |
12,624.00 |
12,099.00 |
|
R2 |
12,392.75 |
12,392.75 |
12,059.00 |
|
R1 |
12,185.50 |
12,185.50 |
12,018.75 |
12,070.00 |
PP |
11,954.25 |
11,954.25 |
11,954.25 |
11,896.25 |
S1 |
11,747.00 |
11,747.00 |
11,938.25 |
11,631.50 |
S2 |
11,515.75 |
11,515.75 |
11,898.00 |
|
S3 |
11,077.25 |
11,308.50 |
11,858.00 |
|
S4 |
10,638.75 |
10,870.00 |
11,737.25 |
|
|
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 |
12,961.25 |
11,722.75 |
1,238.50 |
10.3% |
476.50 |
4.0% |
21% |
False |
True |
1,808 |
10 |
13,589.00 |
11,722.75 |
1,866.25 |
15.6% |
506.50 |
4.2% |
14% |
False |
True |
1,507 |
20 |
14,331.25 |
11,722.75 |
2,608.50 |
21.8% |
479.75 |
4.0% |
10% |
False |
True |
1,343 |
40 |
15,305.00 |
11,722.75 |
3,582.25 |
29.9% |
407.50 |
3.4% |
7% |
False |
True |
1,001 |
60 |
15,305.00 |
11,722.75 |
3,582.25 |
29.9% |
433.75 |
3.6% |
7% |
False |
True |
696 |
80 |
15,369.25 |
11,722.75 |
3,646.50 |
30.4% |
438.75 |
3.7% |
7% |
False |
True |
530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,025.00 |
2.618 |
13,309.25 |
1.618 |
12,870.75 |
1.000 |
12,599.75 |
0.618 |
12,432.25 |
HIGH |
12,161.25 |
0.618 |
11,993.75 |
0.500 |
11,942.00 |
0.382 |
11,890.25 |
LOW |
11,722.75 |
0.618 |
11,451.75 |
1.000 |
11,284.25 |
1.618 |
11,013.25 |
2.618 |
10,574.75 |
4.250 |
9,859.00 |
|
|
Fisher Pivots for day following 12-May-2022 |
Pivot |
1 day |
3 day |
R1 |
11,966.25 |
12,153.50 |
PP |
11,954.25 |
12,095.00 |
S1 |
11,942.00 |
12,036.75 |
|