| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,955.00 |
3,976.75 |
21.75 |
0.5% |
4,025.75 |
| High |
4,000.00 |
4,076.00 |
76.00 |
1.9% |
4,098.00 |
| Low |
3,916.00 |
3,963.25 |
47.25 |
1.2% |
3,810.00 |
| Close |
3,979.25 |
4,058.50 |
79.25 |
2.0% |
3,901.75 |
| Range |
84.00 |
112.75 |
28.75 |
34.2% |
288.00 |
| ATR |
108.42 |
108.73 |
0.31 |
0.3% |
0.00 |
| Volume |
8,078 |
4,675 |
-3,403 |
-42.1% |
34,373 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,370.75 |
4,327.50 |
4,120.50 |
|
| R3 |
4,258.00 |
4,214.75 |
4,089.50 |
|
| R2 |
4,145.25 |
4,145.25 |
4,079.25 |
|
| R1 |
4,102.00 |
4,102.00 |
4,068.75 |
4,123.50 |
| PP |
4,032.50 |
4,032.50 |
4,032.50 |
4,043.50 |
| S1 |
3,989.25 |
3,989.25 |
4,048.25 |
4,011.00 |
| S2 |
3,919.75 |
3,919.75 |
4,037.75 |
|
| S3 |
3,807.00 |
3,876.50 |
4,027.50 |
|
| S4 |
3,694.25 |
3,763.75 |
3,996.50 |
|
|
| 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 |
4,076.00 |
3,810.00 |
266.00 |
6.6% |
101.75 |
2.5% |
93% |
True |
False |
8,285 |
| 10 |
4,098.00 |
3,810.00 |
288.00 |
7.1% |
106.00 |
2.6% |
86% |
False |
False |
6,893 |
| 20 |
4,306.50 |
3,810.00 |
496.50 |
12.2% |
115.75 |
2.9% |
50% |
False |
False |
5,499 |
| 40 |
4,617.25 |
3,810.00 |
807.25 |
19.9% |
101.25 |
2.5% |
31% |
False |
False |
3,939 |
| 60 |
4,634.00 |
3,810.00 |
824.00 |
20.3% |
98.00 |
2.4% |
30% |
False |
False |
3,106 |
| 80 |
4,634.00 |
3,810.00 |
824.00 |
20.3% |
98.25 |
2.4% |
30% |
False |
False |
2,393 |
| 100 |
4,792.00 |
3,810.00 |
982.00 |
24.2% |
97.75 |
2.4% |
25% |
False |
False |
1,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,555.25 |
|
2.618 |
4,371.25 |
|
1.618 |
4,258.50 |
|
1.000 |
4,188.75 |
|
0.618 |
4,145.75 |
|
HIGH |
4,076.00 |
|
0.618 |
4,033.00 |
|
0.500 |
4,019.50 |
|
0.382 |
4,006.25 |
|
LOW |
3,963.25 |
|
0.618 |
3,893.50 |
|
1.000 |
3,850.50 |
|
1.618 |
3,780.75 |
|
2.618 |
3,668.00 |
|
4.250 |
3,484.00 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,045.50 |
4,030.75 |
| PP |
4,032.50 |
4,003.00 |
| S1 |
4,019.50 |
3,975.25 |
|