| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
2,781.0340 |
2,946.0110 |
164.9770 |
5.9% |
2,971.9320 |
| High |
2,962.3770 |
2,952.0600 |
-10.3170 |
-0.3% |
3,033.2780 |
| Low |
2,771.4870 |
2,694.6690 |
-76.8180 |
-2.8% |
2,772.3530 |
| Close |
2,946.3160 |
2,754.5410 |
-191.7750 |
-6.5% |
2,806.2530 |
| Range |
190.8900 |
257.3910 |
66.5010 |
34.8% |
260.9250 |
| ATR |
168.2991 |
174.6628 |
6.3637 |
3.8% |
0.0000 |
| Volume |
3,659 |
487,564 |
483,905 |
13,225.1% |
1,240,395 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,572.5963 |
3,420.9597 |
2,896.1061 |
|
| R3 |
3,315.2053 |
3,163.5687 |
2,825.3235 |
|
| R2 |
3,057.8143 |
3,057.8143 |
2,801.7294 |
|
| R1 |
2,906.1777 |
2,906.1777 |
2,778.1352 |
2,853.3005 |
| PP |
2,800.4233 |
2,800.4233 |
2,800.4233 |
2,773.9848 |
| S1 |
2,648.7867 |
2,648.7867 |
2,730.9468 |
2,595.9095 |
| S2 |
2,543.0323 |
2,543.0323 |
2,707.3527 |
|
| S3 |
2,285.6413 |
2,391.3957 |
2,683.7585 |
|
| S4 |
2,028.2503 |
2,134.0047 |
2,612.9760 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,653.4030 |
3,490.7530 |
2,949.7618 |
|
| R3 |
3,392.4780 |
3,229.8280 |
2,878.0074 |
|
| R2 |
3,131.5530 |
3,131.5530 |
2,854.0893 |
|
| R1 |
2,968.9030 |
2,968.9030 |
2,830.1711 |
2,919.7655 |
| PP |
2,870.6280 |
2,870.6280 |
2,870.6280 |
2,846.0593 |
| S1 |
2,707.9780 |
2,707.9780 |
2,782.3349 |
2,658.8405 |
| S2 |
2,609.7030 |
2,609.7030 |
2,758.4168 |
|
| S3 |
2,348.7780 |
2,447.0530 |
2,734.4986 |
|
| S4 |
2,087.8530 |
2,186.1280 |
2,662.7443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,962.3770 |
2,694.6690 |
267.7080 |
9.7% |
180.2616 |
6.5% |
22% |
False |
True |
185,905 |
| 10 |
3,033.2780 |
2,694.6690 |
338.6090 |
12.3% |
171.5380 |
6.2% |
18% |
False |
True |
207,026 |
| 20 |
3,311.4080 |
2,694.6690 |
616.7390 |
22.4% |
166.8157 |
6.1% |
10% |
False |
True |
231,554 |
| 40 |
3,579.8660 |
2,496.0060 |
1,083.8600 |
39.3% |
168.8467 |
6.1% |
24% |
False |
False |
272,334 |
| 60 |
3,579.8660 |
2,304.2910 |
1,275.5750 |
46.3% |
183.0765 |
6.6% |
35% |
False |
False |
320,363 |
| 80 |
3,579.8660 |
2,163.3160 |
1,416.5500 |
51.4% |
194.4291 |
7.1% |
42% |
False |
False |
354,868 |
| 100 |
4,175.7010 |
2,163.3160 |
2,012.3850 |
73.1% |
204.1879 |
7.4% |
29% |
False |
False |
358,586 |
| 120 |
4,806.0420 |
2,163.3160 |
2,642.7260 |
95.9% |
230.1550 |
8.4% |
22% |
False |
False |
368,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,045.9718 |
|
2.618 |
3,625.9096 |
|
1.618 |
3,368.5186 |
|
1.000 |
3,209.4510 |
|
0.618 |
3,111.1276 |
|
HIGH |
2,952.0600 |
|
0.618 |
2,853.7366 |
|
0.500 |
2,823.3645 |
|
0.382 |
2,792.9924 |
|
LOW |
2,694.6690 |
|
0.618 |
2,535.6014 |
|
1.000 |
2,437.2780 |
|
1.618 |
2,278.2104 |
|
2.618 |
2,020.8194 |
|
4.250 |
1,600.7573 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,823.3645 |
2,828.5230 |
| PP |
2,800.4233 |
2,803.8623 |
| S1 |
2,777.4822 |
2,779.2017 |
|