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 |
11,905.64 |
12,405.54 |
499.90 |
4.2% |
11,857.19 |
High |
12,337.73 |
12,682.58 |
344.85 |
2.8% |
12,682.58 |
Low |
11,902.74 |
12,405.29 |
502.55 |
4.2% |
11,576.11 |
Close |
12,276.79 |
12,681.42 |
404.63 |
3.3% |
12,681.42 |
Range |
434.99 |
277.29 |
-157.70 |
-36.3% |
1,106.47 |
ATR |
415.60 |
414.90 |
-0.70 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,421.63 |
13,328.82 |
12,833.93 |
|
R3 |
13,144.34 |
13,051.53 |
12,757.67 |
|
R2 |
12,867.05 |
12,867.05 |
12,732.26 |
|
R1 |
12,774.24 |
12,774.24 |
12,706.84 |
12,820.65 |
PP |
12,589.76 |
12,589.76 |
12,589.76 |
12,612.97 |
S1 |
12,496.95 |
12,496.95 |
12,656.00 |
12,543.36 |
S2 |
12,312.47 |
12,312.47 |
12,630.58 |
|
S3 |
12,035.18 |
12,219.66 |
12,605.17 |
|
S4 |
11,757.89 |
11,942.37 |
12,528.91 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,632.78 |
15,263.57 |
13,289.98 |
|
R3 |
14,526.31 |
14,157.10 |
12,985.70 |
|
R2 |
13,419.84 |
13,419.84 |
12,884.27 |
|
R1 |
13,050.63 |
13,050.63 |
12,782.85 |
13,235.24 |
PP |
12,313.37 |
12,313.37 |
12,313.37 |
12,405.67 |
S1 |
11,944.16 |
11,944.16 |
12,579.99 |
12,128.77 |
S2 |
11,206.90 |
11,206.90 |
12,478.57 |
|
S3 |
10,100.43 |
10,837.69 |
12,377.14 |
|
S4 |
8,993.96 |
9,731.22 |
12,072.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,682.58 |
11,576.11 |
1,106.47 |
8.7% |
310.76 |
2.5% |
100% |
True |
False |
|
10 |
12,682.58 |
11,492.29 |
1,190.29 |
9.4% |
331.03 |
2.6% |
100% |
True |
False |
|
20 |
13,556.67 |
11,492.29 |
2,064.38 |
16.3% |
383.29 |
3.0% |
58% |
False |
False |
|
40 |
15,161.89 |
11,492.29 |
3,669.60 |
28.9% |
363.59 |
2.9% |
32% |
False |
False |
|
60 |
15,265.42 |
11,492.29 |
3,773.13 |
29.8% |
352.47 |
2.8% |
32% |
False |
False |
|
80 |
15,265.42 |
11,492.29 |
3,773.13 |
29.8% |
356.63 |
2.8% |
32% |
False |
False |
|
100 |
16,249.23 |
11,492.29 |
4,756.94 |
37.5% |
367.42 |
2.9% |
25% |
False |
False |
|
120 |
16,607.19 |
11,492.29 |
5,114.90 |
40.3% |
347.92 |
2.7% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,861.06 |
2.618 |
13,408.53 |
1.618 |
13,131.24 |
1.000 |
12,959.87 |
0.618 |
12,853.95 |
HIGH |
12,682.58 |
0.618 |
12,576.66 |
0.500 |
12,543.94 |
0.382 |
12,511.21 |
LOW |
12,405.29 |
0.618 |
12,233.92 |
1.000 |
12,128.00 |
1.618 |
11,956.63 |
2.618 |
11,679.34 |
4.250 |
11,226.81 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
12,635.59 |
12,520.42 |
PP |
12,589.76 |
12,359.42 |
S1 |
12,543.94 |
12,198.43 |
|