| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,919.42 |
3,942.94 |
23.52 |
0.6% |
4,013.02 |
| High |
3,981.88 |
3,955.68 |
-26.20 |
-0.7% |
4,090.72 |
| Low |
3,909.04 |
3,875.13 |
-33.91 |
-0.9% |
3,810.32 |
| Close |
3,973.75 |
3,941.48 |
-32.27 |
-0.8% |
3,901.36 |
| Range |
72.84 |
80.55 |
7.71 |
10.6% |
280.40 |
| ATR |
103.57 |
103.22 |
-0.35 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,165.75 |
4,134.16 |
3,985.78 |
|
| R3 |
4,085.20 |
4,053.61 |
3,963.63 |
|
| R2 |
4,004.65 |
4,004.65 |
3,956.25 |
|
| R1 |
3,973.06 |
3,973.06 |
3,948.86 |
3,948.58 |
| PP |
3,924.10 |
3,924.10 |
3,924.10 |
3,911.86 |
| S1 |
3,892.51 |
3,892.51 |
3,934.10 |
3,868.03 |
| S2 |
3,843.55 |
3,843.55 |
3,926.71 |
|
| S3 |
3,763.00 |
3,811.96 |
3,919.33 |
|
| S4 |
3,682.45 |
3,731.41 |
3,897.18 |
|
|
| 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 |
4,051.98 |
3,810.32 |
241.66 |
6.1% |
99.04 |
2.5% |
54% |
False |
False |
|
| 10 |
4,090.72 |
3,810.32 |
280.40 |
7.1% |
91.28 |
2.3% |
47% |
False |
False |
|
| 20 |
4,308.45 |
3,810.32 |
498.13 |
12.6% |
102.23 |
2.6% |
26% |
False |
False |
|
| 40 |
4,637.30 |
3,810.32 |
826.98 |
21.0% |
85.71 |
2.2% |
16% |
False |
False |
|
| 60 |
4,637.30 |
3,810.32 |
826.98 |
21.0% |
82.39 |
2.1% |
16% |
False |
False |
|
| 80 |
4,637.30 |
3,810.32 |
826.98 |
21.0% |
82.33 |
2.1% |
16% |
False |
False |
|
| 100 |
4,818.62 |
3,810.32 |
1,008.30 |
25.6% |
83.27 |
2.1% |
13% |
False |
False |
|
| 120 |
4,818.62 |
3,810.32 |
1,008.30 |
25.6% |
78.92 |
2.0% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,298.02 |
|
2.618 |
4,166.56 |
|
1.618 |
4,086.01 |
|
1.000 |
4,036.23 |
|
0.618 |
4,005.46 |
|
HIGH |
3,955.68 |
|
0.618 |
3,924.91 |
|
0.500 |
3,915.41 |
|
0.382 |
3,905.90 |
|
LOW |
3,875.13 |
|
0.618 |
3,825.35 |
|
1.000 |
3,794.58 |
|
1.618 |
3,744.80 |
|
2.618 |
3,664.25 |
|
4.250 |
3,532.79 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,932.79 |
3,926.35 |
| PP |
3,924.10 |
3,911.23 |
| S1 |
3,915.41 |
3,896.10 |
|