| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,925.25 |
4,025.75 |
100.50 |
2.6% |
4,091.75 |
| High |
4,039.00 |
4,046.50 |
7.50 |
0.2% |
4,101.50 |
| Low |
3,919.00 |
3,982.50 |
63.50 |
1.6% |
3,858.25 |
| Close |
4,022.75 |
4,007.75 |
-15.00 |
-0.4% |
4,022.75 |
| Range |
120.00 |
64.00 |
-56.00 |
-46.7% |
243.25 |
| ATR |
111.78 |
108.37 |
-3.41 |
-3.1% |
0.00 |
| Volume |
3,908 |
3,289 |
-619 |
-15.8% |
23,660 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,204.25 |
4,170.00 |
4,043.00 |
|
| R3 |
4,140.25 |
4,106.00 |
4,025.25 |
|
| R2 |
4,076.25 |
4,076.25 |
4,019.50 |
|
| R1 |
4,042.00 |
4,042.00 |
4,013.50 |
4,027.00 |
| PP |
4,012.25 |
4,012.25 |
4,012.25 |
4,004.75 |
| S1 |
3,978.00 |
3,978.00 |
4,002.00 |
3,963.00 |
| S2 |
3,948.25 |
3,948.25 |
3,996.00 |
|
| S3 |
3,884.25 |
3,914.00 |
3,990.25 |
|
| S4 |
3,820.25 |
3,850.00 |
3,972.50 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,724.00 |
4,616.50 |
4,156.50 |
|
| R3 |
4,480.75 |
4,373.25 |
4,089.75 |
|
| R2 |
4,237.50 |
4,237.50 |
4,067.25 |
|
| R1 |
4,130.00 |
4,130.00 |
4,045.00 |
4,062.00 |
| PP |
3,994.25 |
3,994.25 |
3,994.25 |
3,960.25 |
| S1 |
3,886.75 |
3,886.75 |
4,000.50 |
3,819.00 |
| S2 |
3,751.00 |
3,751.00 |
3,978.25 |
|
| S3 |
3,507.75 |
3,643.50 |
3,955.75 |
|
| S4 |
3,264.50 |
3,400.25 |
3,889.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,068.25 |
3,858.25 |
210.00 |
5.2% |
105.50 |
2.6% |
71% |
False |
False |
4,271 |
| 10 |
4,306.50 |
3,858.25 |
448.25 |
11.2% |
117.25 |
2.9% |
33% |
False |
False |
4,180 |
| 20 |
4,513.25 |
3,858.25 |
655.00 |
16.3% |
116.75 |
2.9% |
23% |
False |
False |
3,647 |
| 40 |
4,634.00 |
3,858.25 |
775.75 |
19.4% |
91.75 |
2.3% |
19% |
False |
False |
2,817 |
| 60 |
4,634.00 |
3,858.25 |
775.75 |
19.4% |
101.25 |
2.5% |
19% |
False |
False |
2,126 |
| 80 |
4,634.00 |
3,858.25 |
775.75 |
19.4% |
101.00 |
2.5% |
19% |
False |
False |
1,633 |
| 100 |
4,792.00 |
3,858.25 |
933.75 |
23.3% |
91.75 |
2.3% |
16% |
False |
False |
1,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,318.50 |
|
2.618 |
4,214.00 |
|
1.618 |
4,150.00 |
|
1.000 |
4,110.50 |
|
0.618 |
4,086.00 |
|
HIGH |
4,046.50 |
|
0.618 |
4,022.00 |
|
0.500 |
4,014.50 |
|
0.382 |
4,007.00 |
|
LOW |
3,982.50 |
|
0.618 |
3,943.00 |
|
1.000 |
3,918.50 |
|
1.618 |
3,879.00 |
|
2.618 |
3,815.00 |
|
4.250 |
3,710.50 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,014.50 |
3,989.25 |
| PP |
4,012.25 |
3,970.75 |
| S1 |
4,010.00 |
3,952.50 |
|