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 |
12,405.54 |
12,688.95 |
283.41 |
2.3% |
11,857.19 |
High |
12,682.58 |
12,762.84 |
80.26 |
0.6% |
12,682.58 |
Low |
12,405.29 |
12,482.32 |
77.03 |
0.6% |
11,576.11 |
Close |
12,681.42 |
12,642.10 |
-39.32 |
-0.3% |
12,681.42 |
Range |
277.29 |
280.52 |
3.23 |
1.2% |
1,106.47 |
ATR |
414.90 |
405.30 |
-9.60 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,470.65 |
13,336.89 |
12,796.39 |
|
R3 |
13,190.13 |
13,056.37 |
12,719.24 |
|
R2 |
12,909.61 |
12,909.61 |
12,693.53 |
|
R1 |
12,775.85 |
12,775.85 |
12,667.81 |
12,702.47 |
PP |
12,629.09 |
12,629.09 |
12,629.09 |
12,592.40 |
S1 |
12,495.33 |
12,495.33 |
12,616.39 |
12,421.95 |
S2 |
12,348.57 |
12,348.57 |
12,590.67 |
|
S3 |
12,068.05 |
12,214.81 |
12,564.96 |
|
S4 |
11,787.53 |
11,934.29 |
12,487.81 |
|
|
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 |
12,762.84 |
11,576.11 |
1,186.73 |
9.4% |
314.45 |
2.5% |
90% |
True |
False |
|
10 |
12,762.84 |
11,492.29 |
1,270.55 |
10.1% |
339.16 |
2.7% |
90% |
True |
False |
|
20 |
13,556.67 |
11,492.29 |
2,064.38 |
16.3% |
378.97 |
3.0% |
56% |
False |
False |
|
40 |
15,161.89 |
11,492.29 |
3,669.60 |
29.0% |
365.55 |
2.9% |
31% |
False |
False |
|
60 |
15,265.42 |
11,492.29 |
3,773.13 |
29.8% |
352.92 |
2.8% |
30% |
False |
False |
|
80 |
15,265.42 |
11,492.29 |
3,773.13 |
29.8% |
355.50 |
2.8% |
30% |
False |
False |
|
100 |
16,017.39 |
11,492.29 |
4,525.10 |
35.8% |
365.37 |
2.9% |
25% |
False |
False |
|
120 |
16,607.19 |
11,492.29 |
5,114.90 |
40.5% |
348.49 |
2.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,955.05 |
2.618 |
13,497.24 |
1.618 |
13,216.72 |
1.000 |
13,043.36 |
0.618 |
12,936.20 |
HIGH |
12,762.84 |
0.618 |
12,655.68 |
0.500 |
12,622.58 |
0.382 |
12,589.48 |
LOW |
12,482.32 |
0.618 |
12,308.96 |
1.000 |
12,201.80 |
1.618 |
12,028.44 |
2.618 |
11,747.92 |
4.250 |
11,290.11 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
12,635.59 |
12,539.00 |
PP |
12,629.09 |
12,435.89 |
S1 |
12,622.58 |
12,332.79 |
|