| 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 |
11,936.50 |
12,291.75 |
355.25 |
3.0% |
11,890.00 |
| High |
12,370.25 |
12,750.50 |
380.25 |
3.1% |
12,750.50 |
| Low |
11,881.25 |
12,254.00 |
372.75 |
3.1% |
11,606.75 |
| Close |
12,309.00 |
12,709.25 |
400.25 |
3.3% |
12,709.25 |
| Range |
489.00 |
496.50 |
7.50 |
1.5% |
1,143.75 |
| ATR |
458.34 |
461.06 |
2.73 |
0.6% |
0.00 |
| Volume |
1,998 |
5,671 |
3,673 |
183.8% |
12,026 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,060.75 |
13,881.50 |
12,982.25 |
|
| R3 |
13,564.25 |
13,385.00 |
12,845.75 |
|
| R2 |
13,067.75 |
13,067.75 |
12,800.25 |
|
| R1 |
12,888.50 |
12,888.50 |
12,754.75 |
12,978.00 |
| PP |
12,571.25 |
12,571.25 |
12,571.25 |
12,616.00 |
| S1 |
12,392.00 |
12,392.00 |
12,663.75 |
12,481.50 |
| S2 |
12,074.75 |
12,074.75 |
12,618.25 |
|
| S3 |
11,578.25 |
11,895.50 |
12,572.75 |
|
| S4 |
11,081.75 |
11,399.00 |
12,436.25 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,786.75 |
15,391.75 |
13,338.25 |
|
| R3 |
14,643.00 |
14,248.00 |
13,023.75 |
|
| R2 |
13,499.25 |
13,499.25 |
12,919.00 |
|
| R1 |
13,104.25 |
13,104.25 |
12,814.00 |
13,301.75 |
| PP |
12,355.50 |
12,355.50 |
12,355.50 |
12,454.25 |
| S1 |
11,960.50 |
11,960.50 |
12,604.50 |
12,158.00 |
| S2 |
11,211.75 |
11,211.75 |
12,499.50 |
|
| S3 |
10,068.00 |
10,816.75 |
12,394.75 |
|
| S4 |
8,924.25 |
9,673.00 |
12,080.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,750.50 |
11,606.75 |
1,143.75 |
9.0% |
398.25 |
3.1% |
96% |
True |
False |
2,405 |
| 10 |
12,750.50 |
11,521.25 |
1,229.25 |
9.7% |
433.25 |
3.4% |
97% |
True |
False |
2,001 |
| 20 |
13,589.00 |
11,521.25 |
2,067.75 |
16.3% |
467.50 |
3.7% |
57% |
False |
False |
1,771 |
| 40 |
15,229.50 |
11,521.25 |
3,708.25 |
29.2% |
442.50 |
3.5% |
32% |
False |
False |
1,374 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
29.8% |
427.50 |
3.4% |
31% |
False |
False |
1,044 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
29.8% |
427.50 |
3.4% |
31% |
False |
False |
793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,860.50 |
|
2.618 |
14,050.25 |
|
1.618 |
13,553.75 |
|
1.000 |
13,247.00 |
|
0.618 |
13,057.25 |
|
HIGH |
12,750.50 |
|
0.618 |
12,560.75 |
|
0.500 |
12,502.25 |
|
0.382 |
12,443.75 |
|
LOW |
12,254.00 |
|
0.618 |
11,947.25 |
|
1.000 |
11,757.50 |
|
1.618 |
11,450.75 |
|
2.618 |
10,954.25 |
|
4.250 |
10,144.00 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,640.25 |
12,548.75 |
| PP |
12,571.25 |
12,388.50 |
| S1 |
12,502.25 |
12,228.00 |
|