| 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 |
1,874.1 |
1,871.0 |
-3.1 |
-0.2% |
1,872.0 |
| High |
1,875.0 |
1,882.7 |
7.7 |
0.4% |
1,890.2 |
| Low |
1,858.8 |
1,869.4 |
10.6 |
0.6% |
1,858.8 |
| Close |
1,869.7 |
1,873.7 |
4.0 |
0.2% |
1,873.7 |
| Range |
16.2 |
13.3 |
-2.9 |
-17.9% |
31.4 |
| ATR |
27.1 |
26.1 |
-1.0 |
-3.6% |
0.0 |
| Volume |
3,031 |
1,665 |
-1,366 |
-45.1% |
14,613 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.2 |
1,907.7 |
1,881.0 |
|
| R3 |
1,901.9 |
1,894.4 |
1,877.4 |
|
| R2 |
1,888.6 |
1,888.6 |
1,876.1 |
|
| R1 |
1,881.1 |
1,881.1 |
1,874.9 |
1,884.9 |
| PP |
1,875.3 |
1,875.3 |
1,875.3 |
1,877.1 |
| S1 |
1,867.8 |
1,867.8 |
1,872.5 |
1,871.6 |
| S2 |
1,862.0 |
1,862.0 |
1,871.3 |
|
| S3 |
1,848.7 |
1,854.5 |
1,870.0 |
|
| S4 |
1,835.4 |
1,841.2 |
1,866.4 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.4 |
1,952.5 |
1,891.0 |
|
| R3 |
1,937.0 |
1,921.1 |
1,882.3 |
|
| R2 |
1,905.6 |
1,905.6 |
1,879.5 |
|
| R1 |
1,889.7 |
1,889.7 |
1,876.6 |
1,897.7 |
| PP |
1,874.2 |
1,874.2 |
1,874.2 |
1,878.2 |
| S1 |
1,858.3 |
1,858.3 |
1,870.8 |
1,866.3 |
| S2 |
1,842.8 |
1,842.8 |
1,867.9 |
|
| S3 |
1,811.4 |
1,826.9 |
1,865.1 |
|
| S4 |
1,780.0 |
1,795.5 |
1,856.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,890.2 |
1,858.8 |
31.4 |
1.7% |
18.6 |
1.0% |
47% |
False |
False |
2,922 |
| 10 |
1,890.2 |
1,808.0 |
82.2 |
4.4% |
22.5 |
1.2% |
80% |
False |
False |
2,402 |
| 20 |
1,933.5 |
1,808.0 |
125.5 |
6.7% |
27.3 |
1.5% |
52% |
False |
False |
2,574 |
| 40 |
2,024.3 |
1,808.0 |
216.3 |
11.5% |
25.8 |
1.4% |
30% |
False |
False |
2,302 |
| 60 |
2,091.4 |
1,808.0 |
283.4 |
15.1% |
29.8 |
1.6% |
23% |
False |
False |
2,126 |
| 80 |
2,091.4 |
1,802.1 |
289.3 |
15.4% |
29.5 |
1.6% |
25% |
False |
False |
1,888 |
| 100 |
2,091.4 |
1,793.5 |
297.9 |
15.9% |
27.1 |
1.4% |
27% |
False |
False |
1,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,939.2 |
|
2.618 |
1,917.5 |
|
1.618 |
1,904.2 |
|
1.000 |
1,896.0 |
|
0.618 |
1,890.9 |
|
HIGH |
1,882.7 |
|
0.618 |
1,877.6 |
|
0.500 |
1,876.1 |
|
0.382 |
1,874.5 |
|
LOW |
1,869.4 |
|
0.618 |
1,861.2 |
|
1.000 |
1,856.1 |
|
1.618 |
1,847.9 |
|
2.618 |
1,834.6 |
|
4.250 |
1,812.9 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,876.1 |
1,873.0 |
| PP |
1,875.3 |
1,872.2 |
| S1 |
1,874.5 |
1,871.5 |
|