| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,927.76 |
3,919.42 |
-8.34 |
-0.2% |
4,013.02 |
| High |
3,943.42 |
3,981.88 |
38.46 |
1.0% |
4,090.72 |
| Low |
3,810.32 |
3,909.04 |
98.72 |
2.6% |
3,810.32 |
| Close |
3,901.36 |
3,973.75 |
72.39 |
1.9% |
3,901.36 |
| Range |
133.10 |
72.84 |
-60.26 |
-45.3% |
280.40 |
| ATR |
105.34 |
103.57 |
-1.77 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,173.41 |
4,146.42 |
4,013.81 |
|
| R3 |
4,100.57 |
4,073.58 |
3,993.78 |
|
| R2 |
4,027.73 |
4,027.73 |
3,987.10 |
|
| R1 |
4,000.74 |
4,000.74 |
3,980.43 |
4,014.24 |
| PP |
3,954.89 |
3,954.89 |
3,954.89 |
3,961.64 |
| S1 |
3,927.90 |
3,927.90 |
3,967.07 |
3,941.40 |
| S2 |
3,882.05 |
3,882.05 |
3,960.40 |
|
| S3 |
3,809.21 |
3,855.06 |
3,953.72 |
|
| S4 |
3,736.37 |
3,782.22 |
3,933.69 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,775.33 |
4,618.75 |
4,055.58 |
|
| R3 |
4,494.93 |
4,338.35 |
3,978.47 |
|
| R2 |
4,214.53 |
4,214.53 |
3,952.77 |
|
| R1 |
4,057.95 |
4,057.95 |
3,927.06 |
3,996.04 |
| PP |
3,934.13 |
3,934.13 |
3,934.13 |
3,903.18 |
| S1 |
3,777.55 |
3,777.55 |
3,875.66 |
3,715.64 |
| S2 |
3,653.73 |
3,653.73 |
3,849.95 |
|
| S3 |
3,373.33 |
3,497.15 |
3,824.25 |
|
| S4 |
3,092.93 |
3,216.75 |
3,747.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,090.72 |
3,810.32 |
280.40 |
7.1% |
94.29 |
2.4% |
58% |
False |
False |
|
| 10 |
4,090.72 |
3,810.32 |
280.40 |
7.1% |
94.29 |
2.4% |
58% |
False |
False |
|
| 20 |
4,308.45 |
3,810.32 |
498.13 |
12.5% |
103.35 |
2.6% |
33% |
False |
False |
|
| 40 |
4,637.30 |
3,810.32 |
826.98 |
20.8% |
85.15 |
2.1% |
20% |
False |
False |
|
| 60 |
4,637.30 |
3,810.32 |
826.98 |
20.8% |
82.27 |
2.1% |
20% |
False |
False |
|
| 80 |
4,637.30 |
3,810.32 |
826.98 |
20.8% |
83.08 |
2.1% |
20% |
False |
False |
|
| 100 |
4,818.62 |
3,810.32 |
1,008.30 |
25.4% |
82.80 |
2.1% |
16% |
False |
False |
|
| 120 |
4,818.62 |
3,810.32 |
1,008.30 |
25.4% |
79.44 |
2.0% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,291.45 |
|
2.618 |
4,172.58 |
|
1.618 |
4,099.74 |
|
1.000 |
4,054.72 |
|
0.618 |
4,026.90 |
|
HIGH |
3,981.88 |
|
0.618 |
3,954.06 |
|
0.500 |
3,945.46 |
|
0.382 |
3,936.86 |
|
LOW |
3,909.04 |
|
0.618 |
3,864.02 |
|
1.000 |
3,836.20 |
|
1.618 |
3,791.18 |
|
2.618 |
3,718.34 |
|
4.250 |
3,599.47 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,964.32 |
3,947.87 |
| PP |
3,954.89 |
3,921.98 |
| S1 |
3,945.46 |
3,896.10 |
|