| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,914.50 |
3,902.75 |
-11.75 |
-0.3% |
4,025.75 |
| High |
3,945.75 |
3,951.50 |
5.75 |
0.1% |
4,098.00 |
| Low |
3,859.00 |
3,810.00 |
-49.00 |
-1.3% |
3,810.00 |
| Close |
3,900.25 |
3,901.75 |
1.50 |
0.0% |
3,901.75 |
| Range |
86.75 |
141.50 |
54.75 |
63.1% |
288.00 |
| ATR |
111.10 |
113.27 |
2.17 |
2.0% |
0.00 |
| Volume |
9,216 |
10,770 |
1,554 |
16.9% |
34,373 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,312.25 |
4,248.50 |
3,979.50 |
|
| R3 |
4,170.75 |
4,107.00 |
3,940.75 |
|
| R2 |
4,029.25 |
4,029.25 |
3,927.75 |
|
| R1 |
3,965.50 |
3,965.50 |
3,914.75 |
3,926.50 |
| PP |
3,887.75 |
3,887.75 |
3,887.75 |
3,868.25 |
| S1 |
3,824.00 |
3,824.00 |
3,888.75 |
3,785.00 |
| S2 |
3,746.25 |
3,746.25 |
3,875.75 |
|
| S3 |
3,604.75 |
3,682.50 |
3,862.75 |
|
| S4 |
3,463.25 |
3,541.00 |
3,824.00 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,800.50 |
4,639.25 |
4,060.25 |
|
| R3 |
4,512.50 |
4,351.25 |
3,981.00 |
|
| R2 |
4,224.50 |
4,224.50 |
3,954.50 |
|
| R1 |
4,063.25 |
4,063.25 |
3,928.25 |
4,000.00 |
| PP |
3,936.50 |
3,936.50 |
3,936.50 |
3,905.00 |
| S1 |
3,775.25 |
3,775.25 |
3,875.25 |
3,712.00 |
| S2 |
3,648.50 |
3,648.50 |
3,849.00 |
|
| S3 |
3,360.50 |
3,487.25 |
3,822.50 |
|
| S4 |
3,072.50 |
3,199.25 |
3,743.25 |
|
|
| 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 |
3,810.00 |
288.00 |
7.4% |
114.50 |
2.9% |
32% |
False |
True |
6,874 |
| 10 |
4,101.50 |
3,810.00 |
291.50 |
7.5% |
116.50 |
3.0% |
31% |
False |
True |
5,803 |
| 20 |
4,308.50 |
3,810.00 |
498.50 |
12.8% |
121.25 |
3.1% |
18% |
False |
True |
4,608 |
| 40 |
4,634.00 |
3,810.00 |
824.00 |
21.1% |
97.50 |
2.5% |
11% |
False |
True |
3,386 |
| 60 |
4,634.00 |
3,810.00 |
824.00 |
21.1% |
100.50 |
2.6% |
11% |
False |
True |
2,620 |
| 80 |
4,634.00 |
3,810.00 |
824.00 |
21.1% |
100.00 |
2.6% |
11% |
False |
True |
2,016 |
| 100 |
4,792.00 |
3,810.00 |
982.00 |
25.2% |
95.00 |
2.4% |
9% |
False |
True |
1,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,553.00 |
|
2.618 |
4,322.00 |
|
1.618 |
4,180.50 |
|
1.000 |
4,093.00 |
|
0.618 |
4,039.00 |
|
HIGH |
3,951.50 |
|
0.618 |
3,897.50 |
|
0.500 |
3,880.75 |
|
0.382 |
3,864.00 |
|
LOW |
3,810.00 |
|
0.618 |
3,722.50 |
|
1.000 |
3,668.50 |
|
1.618 |
3,581.00 |
|
2.618 |
3,439.50 |
|
4.250 |
3,208.50 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,894.75 |
3,954.00 |
| PP |
3,887.75 |
3,936.50 |
| S1 |
3,880.75 |
3,919.25 |
|