| 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 |
11,862.25 |
11,936.50 |
74.25 |
0.6% |
12,415.25 |
| High |
12,060.50 |
12,370.25 |
309.75 |
2.6% |
12,624.50 |
| Low |
11,705.50 |
11,881.25 |
175.75 |
1.5% |
11,521.25 |
| Close |
11,972.50 |
12,309.00 |
336.50 |
2.8% |
11,870.50 |
| Range |
355.00 |
489.00 |
134.00 |
37.7% |
1,103.25 |
| ATR |
455.98 |
458.34 |
2.36 |
0.5% |
0.00 |
| Volume |
1,377 |
1,998 |
621 |
45.1% |
7,988 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,653.75 |
13,470.50 |
12,578.00 |
|
| R3 |
13,164.75 |
12,981.50 |
12,443.50 |
|
| R2 |
12,675.75 |
12,675.75 |
12,398.75 |
|
| R1 |
12,492.50 |
12,492.50 |
12,353.75 |
12,584.00 |
| PP |
12,186.75 |
12,186.75 |
12,186.75 |
12,232.75 |
| S1 |
12,003.50 |
12,003.50 |
12,264.25 |
12,095.00 |
| S2 |
11,697.75 |
11,697.75 |
12,219.25 |
|
| S3 |
11,208.75 |
11,514.50 |
12,174.50 |
|
| S4 |
10,719.75 |
11,025.50 |
12,040.00 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,315.25 |
14,696.00 |
12,477.25 |
|
| R3 |
14,212.00 |
13,592.75 |
12,174.00 |
|
| R2 |
13,108.75 |
13,108.75 |
12,072.75 |
|
| R1 |
12,489.50 |
12,489.50 |
11,971.75 |
12,247.50 |
| PP |
12,005.50 |
12,005.50 |
12,005.50 |
11,884.50 |
| S1 |
11,386.25 |
11,386.25 |
11,769.25 |
11,144.25 |
| S2 |
10,902.25 |
10,902.25 |
11,668.25 |
|
| S3 |
9,799.00 |
10,283.00 |
11,567.00 |
|
| S4 |
8,695.75 |
9,179.75 |
11,263.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,370.25 |
11,521.25 |
849.00 |
6.9% |
419.75 |
3.4% |
93% |
True |
False |
1,720 |
| 10 |
12,624.50 |
11,521.25 |
1,103.25 |
9.0% |
439.00 |
3.6% |
71% |
False |
False |
1,573 |
| 20 |
13,589.00 |
11,521.25 |
2,067.75 |
16.8% |
472.75 |
3.8% |
38% |
False |
False |
1,540 |
| 40 |
15,229.50 |
11,521.25 |
3,708.25 |
30.1% |
438.00 |
3.6% |
21% |
False |
False |
1,242 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
30.7% |
426.00 |
3.5% |
21% |
False |
False |
950 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
30.7% |
426.25 |
3.5% |
21% |
False |
False |
723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,448.50 |
|
2.618 |
13,650.50 |
|
1.618 |
13,161.50 |
|
1.000 |
12,859.25 |
|
0.618 |
12,672.50 |
|
HIGH |
12,370.25 |
|
0.618 |
12,183.50 |
|
0.500 |
12,125.75 |
|
0.382 |
12,068.00 |
|
LOW |
11,881.25 |
|
0.618 |
11,579.00 |
|
1.000 |
11,392.25 |
|
1.618 |
11,090.00 |
|
2.618 |
10,601.00 |
|
4.250 |
9,803.00 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,248.00 |
12,202.25 |
| PP |
12,186.75 |
12,095.25 |
| S1 |
12,125.75 |
11,988.50 |
|