Trading Metrics calculated at close of trading on 27-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,976.75 |
4,048.50 |
71.75 |
1.8% |
3,910.50 |
High |
4,076.00 |
4,170.75 |
94.75 |
2.3% |
4,170.75 |
Low |
3,963.25 |
4,044.25 |
81.00 |
2.0% |
3,874.50 |
Close |
4,058.50 |
4,158.50 |
100.00 |
2.5% |
4,158.50 |
Range |
112.75 |
126.50 |
13.75 |
12.2% |
296.25 |
ATR |
108.73 |
110.00 |
1.27 |
1.2% |
0.00 |
Volume |
4,675 |
7,308 |
2,633 |
56.3% |
37,963 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.00 |
4,457.75 |
4,228.00 |
|
R3 |
4,377.50 |
4,331.25 |
4,193.25 |
|
R2 |
4,251.00 |
4,251.00 |
4,181.75 |
|
R1 |
4,204.75 |
4,204.75 |
4,170.00 |
4,228.00 |
PP |
4,124.50 |
4,124.50 |
4,124.50 |
4,136.00 |
S1 |
4,078.25 |
4,078.25 |
4,147.00 |
4,101.50 |
S2 |
3,998.00 |
3,998.00 |
4,135.25 |
|
S3 |
3,871.50 |
3,951.75 |
4,123.75 |
|
S4 |
3,745.00 |
3,825.25 |
4,089.00 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.75 |
4,853.75 |
4,321.50 |
|
R3 |
4,660.50 |
4,557.50 |
4,240.00 |
|
R2 |
4,364.25 |
4,364.25 |
4,212.75 |
|
R1 |
4,261.25 |
4,261.25 |
4,185.75 |
4,312.75 |
PP |
4,068.00 |
4,068.00 |
4,068.00 |
4,093.50 |
S1 |
3,965.00 |
3,965.00 |
4,131.25 |
4,016.50 |
S2 |
3,771.75 |
3,771.75 |
4,104.25 |
|
S3 |
3,475.50 |
3,668.75 |
4,077.00 |
|
S4 |
3,179.25 |
3,372.50 |
3,995.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,170.75 |
3,874.50 |
296.25 |
7.1% |
98.75 |
2.4% |
96% |
True |
False |
7,592 |
10 |
4,170.75 |
3,810.00 |
360.75 |
8.7% |
106.75 |
2.6% |
97% |
True |
False |
7,233 |
20 |
4,306.50 |
3,810.00 |
496.50 |
11.9% |
114.25 |
2.7% |
70% |
False |
False |
5,737 |
40 |
4,591.50 |
3,810.00 |
781.50 |
18.8% |
102.25 |
2.5% |
45% |
False |
False |
4,070 |
60 |
4,634.00 |
3,810.00 |
824.00 |
19.8% |
98.75 |
2.4% |
42% |
False |
False |
3,223 |
80 |
4,634.00 |
3,810.00 |
824.00 |
19.8% |
99.25 |
2.4% |
42% |
False |
False |
2,483 |
100 |
4,726.00 |
3,810.00 |
916.00 |
22.0% |
98.75 |
2.4% |
38% |
False |
False |
2,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,708.50 |
2.618 |
4,502.00 |
1.618 |
4,375.50 |
1.000 |
4,297.25 |
0.618 |
4,249.00 |
HIGH |
4,170.75 |
0.618 |
4,122.50 |
0.500 |
4,107.50 |
0.382 |
4,092.50 |
LOW |
4,044.25 |
0.618 |
3,966.00 |
1.000 |
3,917.75 |
1.618 |
3,839.50 |
2.618 |
3,713.00 |
4.250 |
3,506.50 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
4,141.50 |
4,120.00 |
PP |
4,124.50 |
4,081.75 |
S1 |
4,107.50 |
4,043.50 |
|