| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,929.59 |
3,984.60 |
55.01 |
1.4% |
4,013.02 |
| High |
3,999.33 |
4,075.14 |
75.81 |
1.9% |
4,090.72 |
| Low |
3,925.03 |
3,984.60 |
59.57 |
1.5% |
3,810.32 |
| Close |
3,978.73 |
4,057.84 |
79.11 |
2.0% |
3,901.36 |
| Range |
74.30 |
90.54 |
16.24 |
21.9% |
280.40 |
| ATR |
101.15 |
100.81 |
-0.34 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,310.81 |
4,274.87 |
4,107.64 |
|
| R3 |
4,220.27 |
4,184.33 |
4,082.74 |
|
| R2 |
4,129.73 |
4,129.73 |
4,074.44 |
|
| R1 |
4,093.79 |
4,093.79 |
4,066.14 |
4,111.76 |
| PP |
4,039.19 |
4,039.19 |
4,039.19 |
4,048.18 |
| S1 |
4,003.25 |
4,003.25 |
4,049.54 |
4,021.22 |
| S2 |
3,948.65 |
3,948.65 |
4,041.24 |
|
| S3 |
3,858.11 |
3,912.71 |
4,032.94 |
|
| S4 |
3,767.57 |
3,822.17 |
4,008.04 |
|
|
| 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 |
4,075.14 |
3,810.32 |
264.82 |
6.5% |
90.27 |
2.2% |
93% |
True |
False |
|
| 10 |
4,090.72 |
3,810.32 |
280.40 |
6.9% |
85.43 |
2.1% |
88% |
False |
False |
|
| 20 |
4,307.66 |
3,810.32 |
497.34 |
12.3% |
100.59 |
2.5% |
50% |
False |
False |
|
| 40 |
4,603.07 |
3,810.32 |
792.75 |
19.5% |
87.48 |
2.2% |
31% |
False |
False |
|
| 60 |
4,637.30 |
3,810.32 |
826.98 |
20.4% |
82.19 |
2.0% |
30% |
False |
False |
|
| 80 |
4,637.30 |
3,810.32 |
826.98 |
20.4% |
82.27 |
2.0% |
30% |
False |
False |
|
| 100 |
4,818.62 |
3,810.32 |
1,008.30 |
24.8% |
84.32 |
2.1% |
25% |
False |
False |
|
| 120 |
4,818.62 |
3,810.32 |
1,008.30 |
24.8% |
78.60 |
1.9% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,459.94 |
|
2.618 |
4,312.17 |
|
1.618 |
4,221.63 |
|
1.000 |
4,165.68 |
|
0.618 |
4,131.09 |
|
HIGH |
4,075.14 |
|
0.618 |
4,040.55 |
|
0.500 |
4,029.87 |
|
0.382 |
4,019.19 |
|
LOW |
3,984.60 |
|
0.618 |
3,928.65 |
|
1.000 |
3,894.06 |
|
1.618 |
3,838.11 |
|
2.618 |
3,747.57 |
|
4.250 |
3,599.81 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,048.52 |
4,030.27 |
| PP |
4,039.19 |
4,002.70 |
| S1 |
4,029.87 |
3,975.14 |
|