| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,871.0 |
1,872.2 |
1.2 |
0.1% |
1,872.0 |
| High |
1,882.7 |
1,883.9 |
1.2 |
0.1% |
1,890.2 |
| Low |
1,869.4 |
1,855.6 |
-13.8 |
-0.7% |
1,858.8 |
| Close |
1,873.7 |
1,865.0 |
-8.7 |
-0.5% |
1,873.7 |
| Range |
13.3 |
28.3 |
15.0 |
112.8% |
31.4 |
| ATR |
26.1 |
26.3 |
0.2 |
0.6% |
0.0 |
| Volume |
1,665 |
4,156 |
2,491 |
149.6% |
14,613 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,953.1 |
1,937.3 |
1,880.6 |
|
| R3 |
1,924.8 |
1,909.0 |
1,872.8 |
|
| R2 |
1,896.5 |
1,896.5 |
1,870.2 |
|
| R1 |
1,880.7 |
1,880.7 |
1,867.6 |
1,874.5 |
| PP |
1,868.2 |
1,868.2 |
1,868.2 |
1,865.0 |
| S1 |
1,852.4 |
1,852.4 |
1,862.4 |
1,846.2 |
| S2 |
1,839.9 |
1,839.9 |
1,859.8 |
|
| S3 |
1,811.6 |
1,824.1 |
1,857.2 |
|
| S4 |
1,783.3 |
1,795.8 |
1,849.4 |
|
|
| 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 |
1,855.6 |
34.6 |
1.9% |
20.2 |
1.1% |
27% |
False |
True |
3,246 |
| 10 |
1,890.2 |
1,828.6 |
61.6 |
3.3% |
21.3 |
1.1% |
59% |
False |
False |
2,669 |
| 20 |
1,933.5 |
1,808.0 |
125.5 |
6.7% |
26.5 |
1.4% |
45% |
False |
False |
2,740 |
| 40 |
2,024.3 |
1,808.0 |
216.3 |
11.6% |
26.0 |
1.4% |
26% |
False |
False |
2,384 |
| 60 |
2,091.4 |
1,808.0 |
283.4 |
15.2% |
29.6 |
1.6% |
20% |
False |
False |
2,189 |
| 80 |
2,091.4 |
1,807.5 |
283.9 |
15.2% |
29.6 |
1.6% |
20% |
False |
False |
1,938 |
| 100 |
2,091.4 |
1,793.5 |
297.9 |
16.0% |
27.2 |
1.5% |
24% |
False |
False |
1,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,004.2 |
|
2.618 |
1,958.0 |
|
1.618 |
1,929.7 |
|
1.000 |
1,912.2 |
|
0.618 |
1,901.4 |
|
HIGH |
1,883.9 |
|
0.618 |
1,873.1 |
|
0.500 |
1,869.8 |
|
0.382 |
1,866.4 |
|
LOW |
1,855.6 |
|
0.618 |
1,838.1 |
|
1.000 |
1,827.3 |
|
1.618 |
1,809.8 |
|
2.618 |
1,781.5 |
|
4.250 |
1,735.3 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,869.8 |
1,869.8 |
| PP |
1,868.2 |
1,868.2 |
| S1 |
1,866.6 |
1,866.6 |
|