| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,910.50 |
3,957.50 |
47.00 |
1.2% |
4,025.75 |
| High |
3,984.75 |
3,970.00 |
-14.75 |
-0.4% |
4,098.00 |
| Low |
3,909.25 |
3,874.50 |
-34.75 |
-0.9% |
3,810.00 |
| Close |
3,974.25 |
3,942.75 |
-31.50 |
-0.8% |
3,901.75 |
| Range |
75.50 |
95.50 |
20.00 |
26.5% |
288.00 |
| ATR |
111.11 |
110.30 |
-0.81 |
-0.7% |
0.00 |
| Volume |
9,863 |
8,039 |
-1,824 |
-18.5% |
34,373 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,215.50 |
4,174.75 |
3,995.25 |
|
| R3 |
4,120.00 |
4,079.25 |
3,969.00 |
|
| R2 |
4,024.50 |
4,024.50 |
3,960.25 |
|
| R1 |
3,983.75 |
3,983.75 |
3,951.50 |
3,956.50 |
| PP |
3,929.00 |
3,929.00 |
3,929.00 |
3,915.50 |
| S1 |
3,888.25 |
3,888.25 |
3,934.00 |
3,861.00 |
| S2 |
3,833.50 |
3,833.50 |
3,925.25 |
|
| S3 |
3,738.00 |
3,792.75 |
3,916.50 |
|
| S4 |
3,642.50 |
3,697.25 |
3,890.25 |
|
|
| 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 |
7.3% |
117.75 |
3.0% |
46% |
False |
False |
8,908 |
| 10 |
4,098.00 |
3,810.00 |
288.00 |
7.3% |
109.50 |
2.8% |
46% |
False |
False |
6,655 |
| 20 |
4,308.50 |
3,810.00 |
498.50 |
12.6% |
116.50 |
3.0% |
27% |
False |
False |
5,152 |
| 40 |
4,634.00 |
3,810.00 |
824.00 |
20.9% |
99.25 |
2.5% |
16% |
False |
False |
3,748 |
| 60 |
4,634.00 |
3,810.00 |
824.00 |
20.9% |
98.75 |
2.5% |
16% |
False |
False |
2,905 |
| 80 |
4,634.00 |
3,810.00 |
824.00 |
20.9% |
98.25 |
2.5% |
16% |
False |
False |
2,237 |
| 100 |
4,792.00 |
3,810.00 |
982.00 |
24.9% |
96.25 |
2.4% |
14% |
False |
False |
1,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,376.00 |
|
2.618 |
4,220.00 |
|
1.618 |
4,124.50 |
|
1.000 |
4,065.50 |
|
0.618 |
4,029.00 |
|
HIGH |
3,970.00 |
|
0.618 |
3,933.50 |
|
0.500 |
3,922.25 |
|
0.382 |
3,911.00 |
|
LOW |
3,874.50 |
|
0.618 |
3,815.50 |
|
1.000 |
3,779.00 |
|
1.618 |
3,720.00 |
|
2.618 |
3,624.50 |
|
4.250 |
3,468.50 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,936.00 |
3,927.50 |
| PP |
3,929.00 |
3,912.50 |
| S1 |
3,922.25 |
3,897.50 |
|