| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,942.94 |
3,929.59 |
-13.35 |
-0.3% |
4,013.02 |
| High |
3,955.68 |
3,999.33 |
43.65 |
1.1% |
4,090.72 |
| Low |
3,875.13 |
3,925.03 |
49.90 |
1.3% |
3,810.32 |
| Close |
3,941.48 |
3,978.73 |
37.25 |
0.9% |
3,901.36 |
| Range |
80.55 |
74.30 |
-6.25 |
-7.8% |
280.40 |
| ATR |
103.22 |
101.15 |
-2.07 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,190.60 |
4,158.96 |
4,019.60 |
|
| R3 |
4,116.30 |
4,084.66 |
3,999.16 |
|
| R2 |
4,042.00 |
4,042.00 |
3,992.35 |
|
| R1 |
4,010.36 |
4,010.36 |
3,985.54 |
4,026.18 |
| PP |
3,967.70 |
3,967.70 |
3,967.70 |
3,975.61 |
| S1 |
3,936.06 |
3,936.06 |
3,971.92 |
3,951.88 |
| S2 |
3,893.40 |
3,893.40 |
3,965.11 |
|
| S3 |
3,819.10 |
3,861.76 |
3,958.30 |
|
| S4 |
3,744.80 |
3,787.46 |
3,937.87 |
|
|
| 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 |
3,999.33 |
3,810.32 |
189.01 |
4.8% |
86.03 |
2.2% |
89% |
True |
False |
|
| 10 |
4,090.72 |
3,810.32 |
280.40 |
7.0% |
86.80 |
2.2% |
60% |
False |
False |
|
| 20 |
4,308.45 |
3,810.32 |
498.13 |
12.5% |
102.05 |
2.6% |
34% |
False |
False |
|
| 40 |
4,627.77 |
3,810.32 |
817.45 |
20.5% |
86.38 |
2.2% |
21% |
False |
False |
|
| 60 |
4,637.30 |
3,810.32 |
826.98 |
20.8% |
82.00 |
2.1% |
20% |
False |
False |
|
| 80 |
4,637.30 |
3,810.32 |
826.98 |
20.8% |
81.98 |
2.1% |
20% |
False |
False |
|
| 100 |
4,818.62 |
3,810.32 |
1,008.30 |
25.3% |
83.80 |
2.1% |
17% |
False |
False |
|
| 120 |
4,818.62 |
3,810.32 |
1,008.30 |
25.3% |
78.78 |
2.0% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,315.11 |
|
2.618 |
4,193.85 |
|
1.618 |
4,119.55 |
|
1.000 |
4,073.63 |
|
0.618 |
4,045.25 |
|
HIGH |
3,999.33 |
|
0.618 |
3,970.95 |
|
0.500 |
3,962.18 |
|
0.382 |
3,953.41 |
|
LOW |
3,925.03 |
|
0.618 |
3,879.11 |
|
1.000 |
3,850.73 |
|
1.618 |
3,804.81 |
|
2.618 |
3,730.51 |
|
4.250 |
3,609.26 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,973.21 |
3,964.90 |
| PP |
3,967.70 |
3,951.06 |
| S1 |
3,962.18 |
3,937.23 |
|