| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
4,005.75 |
4,095.75 |
90.00 |
2.2% |
4,091.75 |
| High |
4,094.75 |
4,098.00 |
3.25 |
0.1% |
4,101.50 |
| Low |
4,004.00 |
3,908.75 |
-95.25 |
-2.4% |
3,858.25 |
| Close |
4,088.25 |
3,925.50 |
-162.75 |
-4.0% |
4,022.75 |
| Range |
90.75 |
189.25 |
98.50 |
108.5% |
243.25 |
| ATR |
107.11 |
112.98 |
5.87 |
5.5% |
0.00 |
| Volume |
4,443 |
6,655 |
2,212 |
49.8% |
23,660 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,545.25 |
4,424.50 |
4,029.50 |
|
| R3 |
4,356.00 |
4,235.25 |
3,977.50 |
|
| R2 |
4,166.75 |
4,166.75 |
3,960.25 |
|
| R1 |
4,046.00 |
4,046.00 |
3,942.75 |
4,011.75 |
| PP |
3,977.50 |
3,977.50 |
3,977.50 |
3,960.25 |
| S1 |
3,856.75 |
3,856.75 |
3,908.25 |
3,822.50 |
| S2 |
3,788.25 |
3,788.25 |
3,890.75 |
|
| S3 |
3,599.00 |
3,667.50 |
3,873.50 |
|
| S4 |
3,409.75 |
3,478.25 |
3,821.50 |
|
|
| 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 |
4,098.00 |
3,858.25 |
239.75 |
6.1% |
114.00 |
2.9% |
28% |
True |
False |
4,829 |
| 10 |
4,304.50 |
3,858.25 |
446.25 |
11.4% |
122.75 |
3.1% |
15% |
False |
False |
4,679 |
| 20 |
4,513.25 |
3,858.25 |
655.00 |
16.7% |
123.50 |
3.1% |
10% |
False |
False |
3,997 |
| 40 |
4,634.00 |
3,858.25 |
775.75 |
19.8% |
95.50 |
2.4% |
9% |
False |
False |
3,014 |
| 60 |
4,634.00 |
3,858.25 |
775.75 |
19.8% |
102.00 |
2.6% |
9% |
False |
False |
2,302 |
| 80 |
4,634.00 |
3,858.25 |
775.75 |
19.8% |
100.50 |
2.6% |
9% |
False |
False |
1,768 |
| 100 |
4,792.00 |
3,858.25 |
933.75 |
23.8% |
93.50 |
2.4% |
7% |
False |
False |
1,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,902.25 |
|
2.618 |
4,593.50 |
|
1.618 |
4,404.25 |
|
1.000 |
4,287.25 |
|
0.618 |
4,215.00 |
|
HIGH |
4,098.00 |
|
0.618 |
4,025.75 |
|
0.500 |
4,003.50 |
|
0.382 |
3,981.00 |
|
LOW |
3,908.75 |
|
0.618 |
3,791.75 |
|
1.000 |
3,719.50 |
|
1.618 |
3,602.50 |
|
2.618 |
3,413.25 |
|
4.250 |
3,104.50 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,003.50 |
4,003.50 |
| PP |
3,977.50 |
3,977.50 |
| S1 |
3,951.50 |
3,951.50 |
|