| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,957.50 |
3,955.00 |
-2.50 |
-0.1% |
4,025.75 |
| High |
3,970.00 |
4,000.00 |
30.00 |
0.8% |
4,098.00 |
| Low |
3,874.50 |
3,916.00 |
41.50 |
1.1% |
3,810.00 |
| Close |
3,942.75 |
3,979.25 |
36.50 |
0.9% |
3,901.75 |
| Range |
95.50 |
84.00 |
-11.50 |
-12.0% |
288.00 |
| ATR |
110.30 |
108.42 |
-1.88 |
-1.7% |
0.00 |
| Volume |
8,039 |
8,078 |
39 |
0.5% |
34,373 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,217.00 |
4,182.25 |
4,025.50 |
|
| R3 |
4,133.00 |
4,098.25 |
4,002.25 |
|
| R2 |
4,049.00 |
4,049.00 |
3,994.75 |
|
| R1 |
4,014.25 |
4,014.25 |
3,987.00 |
4,031.50 |
| PP |
3,965.00 |
3,965.00 |
3,965.00 |
3,973.75 |
| S1 |
3,930.25 |
3,930.25 |
3,971.50 |
3,947.50 |
| S2 |
3,881.00 |
3,881.00 |
3,963.75 |
|
| S3 |
3,797.00 |
3,846.25 |
3,956.25 |
|
| S4 |
3,713.00 |
3,762.25 |
3,933.00 |
|
|
| 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 |
4,000.00 |
3,810.00 |
190.00 |
4.8% |
96.75 |
2.4% |
89% |
True |
False |
9,193 |
| 10 |
4,098.00 |
3,810.00 |
288.00 |
7.2% |
105.25 |
2.6% |
59% |
False |
False |
7,011 |
| 20 |
4,308.50 |
3,810.00 |
498.50 |
12.5% |
116.25 |
2.9% |
34% |
False |
False |
5,406 |
| 40 |
4,630.75 |
3,810.00 |
820.75 |
20.6% |
99.75 |
2.5% |
21% |
False |
False |
3,878 |
| 60 |
4,634.00 |
3,810.00 |
824.00 |
20.7% |
98.00 |
2.5% |
21% |
False |
False |
3,035 |
| 80 |
4,634.00 |
3,810.00 |
824.00 |
20.7% |
98.00 |
2.5% |
21% |
False |
False |
2,336 |
| 100 |
4,792.00 |
3,810.00 |
982.00 |
24.7% |
97.00 |
2.4% |
17% |
False |
False |
1,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,357.00 |
|
2.618 |
4,220.00 |
|
1.618 |
4,136.00 |
|
1.000 |
4,084.00 |
|
0.618 |
4,052.00 |
|
HIGH |
4,000.00 |
|
0.618 |
3,968.00 |
|
0.500 |
3,958.00 |
|
0.382 |
3,948.00 |
|
LOW |
3,916.00 |
|
0.618 |
3,864.00 |
|
1.000 |
3,832.00 |
|
1.618 |
3,780.00 |
|
2.618 |
3,696.00 |
|
4.250 |
3,559.00 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,972.25 |
3,965.25 |
| PP |
3,965.00 |
3,951.25 |
| S1 |
3,958.00 |
3,937.25 |
|