| 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 |
3,994.00 |
3,943.25 |
-50.75 |
-1.3% |
4,136.25 |
| High |
4,053.00 |
3,964.00 |
-89.00 |
-2.2% |
4,306.50 |
| Low |
3,927.75 |
3,858.25 |
-69.50 |
-1.8% |
4,061.00 |
| Close |
3,933.25 |
3,929.75 |
-3.50 |
-0.1% |
4,123.00 |
| Range |
125.25 |
105.75 |
-19.50 |
-15.6% |
245.50 |
| ATR |
111.56 |
111.15 |
-0.42 |
-0.4% |
0.00 |
| Volume |
4,520 |
5,850 |
1,330 |
29.4% |
18,759 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,234.50 |
4,188.00 |
3,988.00 |
|
| R3 |
4,128.75 |
4,082.25 |
3,958.75 |
|
| R2 |
4,023.00 |
4,023.00 |
3,949.25 |
|
| R1 |
3,976.50 |
3,976.50 |
3,939.50 |
3,947.00 |
| PP |
3,917.25 |
3,917.25 |
3,917.25 |
3,902.50 |
| S1 |
3,870.75 |
3,870.75 |
3,920.00 |
3,841.00 |
| S2 |
3,811.50 |
3,811.50 |
3,910.25 |
|
| S3 |
3,705.75 |
3,765.00 |
3,900.75 |
|
| S4 |
3,600.00 |
3,659.25 |
3,871.50 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,900.00 |
4,757.00 |
4,258.00 |
|
| R3 |
4,654.50 |
4,511.50 |
4,190.50 |
|
| R2 |
4,409.00 |
4,409.00 |
4,168.00 |
|
| R1 |
4,266.00 |
4,266.00 |
4,145.50 |
4,214.75 |
| PP |
4,163.50 |
4,163.50 |
4,163.50 |
4,138.00 |
| S1 |
4,020.50 |
4,020.50 |
4,100.50 |
3,969.25 |
| S2 |
3,918.00 |
3,918.00 |
4,078.00 |
|
| S3 |
3,672.50 |
3,775.00 |
4,055.50 |
|
| S4 |
3,427.00 |
3,529.50 |
3,988.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,156.50 |
3,858.25 |
298.25 |
7.6% |
112.50 |
2.9% |
24% |
False |
True |
4,980 |
| 10 |
4,306.50 |
3,858.25 |
448.25 |
11.4% |
125.75 |
3.2% |
16% |
False |
True |
4,105 |
| 20 |
4,513.25 |
3,858.25 |
655.00 |
16.7% |
113.50 |
2.9% |
11% |
False |
True |
3,416 |
| 40 |
4,634.00 |
3,858.25 |
775.75 |
19.7% |
92.00 |
2.3% |
9% |
False |
True |
2,736 |
| 60 |
4,634.00 |
3,858.25 |
775.75 |
19.7% |
100.75 |
2.6% |
9% |
False |
True |
2,016 |
| 80 |
4,634.00 |
3,858.25 |
775.75 |
19.7% |
101.50 |
2.6% |
9% |
False |
True |
1,544 |
| 100 |
4,792.00 |
3,858.25 |
933.75 |
23.8% |
90.75 |
2.3% |
8% |
False |
True |
1,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,413.50 |
|
2.618 |
4,240.75 |
|
1.618 |
4,135.00 |
|
1.000 |
4,069.75 |
|
0.618 |
4,029.25 |
|
HIGH |
3,964.00 |
|
0.618 |
3,923.50 |
|
0.500 |
3,911.00 |
|
0.382 |
3,898.75 |
|
LOW |
3,858.25 |
|
0.618 |
3,793.00 |
|
1.000 |
3,752.50 |
|
1.618 |
3,687.25 |
|
2.618 |
3,581.50 |
|
4.250 |
3,408.75 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,923.50 |
3,963.25 |
| PP |
3,917.25 |
3,952.00 |
| S1 |
3,911.00 |
3,941.00 |
|