| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,902.75 |
3,910.50 |
7.75 |
0.2% |
4,025.75 |
| High |
3,951.50 |
3,984.75 |
33.25 |
0.8% |
4,098.00 |
| Low |
3,810.00 |
3,909.25 |
99.25 |
2.6% |
3,810.00 |
| Close |
3,901.75 |
3,974.25 |
72.50 |
1.9% |
3,901.75 |
| Range |
141.50 |
75.50 |
-66.00 |
-46.6% |
288.00 |
| ATR |
113.27 |
111.11 |
-2.16 |
-1.9% |
0.00 |
| Volume |
10,770 |
9,863 |
-907 |
-8.4% |
34,373 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,182.50 |
4,154.00 |
4,015.75 |
|
| R3 |
4,107.00 |
4,078.50 |
3,995.00 |
|
| R2 |
4,031.50 |
4,031.50 |
3,988.00 |
|
| R1 |
4,003.00 |
4,003.00 |
3,981.25 |
4,017.25 |
| PP |
3,956.00 |
3,956.00 |
3,956.00 |
3,963.25 |
| S1 |
3,927.50 |
3,927.50 |
3,967.25 |
3,941.75 |
| S2 |
3,880.50 |
3,880.50 |
3,960.50 |
|
| S3 |
3,805.00 |
3,852.00 |
3,953.50 |
|
| S4 |
3,729.50 |
3,776.50 |
3,932.75 |
|
|
| 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 |
7.2% |
116.75 |
2.9% |
57% |
False |
False |
8,189 |
| 10 |
4,098.00 |
3,810.00 |
288.00 |
7.2% |
111.00 |
2.8% |
57% |
False |
False |
6,230 |
| 20 |
4,308.50 |
3,810.00 |
498.50 |
12.5% |
120.00 |
3.0% |
33% |
False |
False |
4,908 |
| 40 |
4,634.00 |
3,810.00 |
824.00 |
20.7% |
98.50 |
2.5% |
20% |
False |
False |
3,589 |
| 60 |
4,634.00 |
3,810.00 |
824.00 |
20.7% |
99.25 |
2.5% |
20% |
False |
False |
2,781 |
| 80 |
4,634.00 |
3,810.00 |
824.00 |
20.7% |
99.00 |
2.5% |
20% |
False |
False |
2,138 |
| 100 |
4,792.00 |
3,810.00 |
982.00 |
24.7% |
95.50 |
2.4% |
17% |
False |
False |
1,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,305.50 |
|
2.618 |
4,182.50 |
|
1.618 |
4,107.00 |
|
1.000 |
4,060.25 |
|
0.618 |
4,031.50 |
|
HIGH |
3,984.75 |
|
0.618 |
3,956.00 |
|
0.500 |
3,947.00 |
|
0.382 |
3,938.00 |
|
LOW |
3,909.25 |
|
0.618 |
3,862.50 |
|
1.000 |
3,833.75 |
|
1.618 |
3,787.00 |
|
2.618 |
3,711.50 |
|
4.250 |
3,588.50 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,965.25 |
3,948.50 |
| PP |
3,956.00 |
3,923.00 |
| S1 |
3,947.00 |
3,897.50 |
|