| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,853.22 |
1,850.66 |
-2.56 |
-0.1% |
1,846.13 |
| High |
1,854.02 |
1,860.59 |
6.57 |
0.4% |
1,869.06 |
| Low |
1,842.89 |
1,848.39 |
5.50 |
0.3% |
1,842.89 |
| Close |
1,850.70 |
1,853.09 |
2.39 |
0.1% |
1,853.09 |
| Range |
11.13 |
12.20 |
1.07 |
9.6% |
26.17 |
| ATR |
24.66 |
23.77 |
-0.89 |
-3.6% |
0.00 |
| Volume |
7,352 |
7,295 |
-57 |
-0.8% |
36,722 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,890.62 |
1,884.06 |
1,859.80 |
|
| R3 |
1,878.42 |
1,871.86 |
1,856.45 |
|
| R2 |
1,866.22 |
1,866.22 |
1,855.33 |
|
| R1 |
1,859.66 |
1,859.66 |
1,854.21 |
1,862.94 |
| PP |
1,854.02 |
1,854.02 |
1,854.02 |
1,855.67 |
| S1 |
1,847.46 |
1,847.46 |
1,851.97 |
1,850.74 |
| S2 |
1,841.82 |
1,841.82 |
1,850.85 |
|
| S3 |
1,829.62 |
1,835.26 |
1,849.74 |
|
| S4 |
1,817.42 |
1,823.06 |
1,846.38 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.52 |
1,919.48 |
1,867.48 |
|
| R3 |
1,907.35 |
1,893.31 |
1,860.29 |
|
| R2 |
1,881.18 |
1,881.18 |
1,857.89 |
|
| R1 |
1,867.14 |
1,867.14 |
1,855.49 |
1,874.16 |
| PP |
1,855.01 |
1,855.01 |
1,855.01 |
1,858.53 |
| S1 |
1,840.97 |
1,840.97 |
1,850.69 |
1,847.99 |
| S2 |
1,828.84 |
1,828.84 |
1,848.29 |
|
| S3 |
1,802.67 |
1,814.80 |
1,845.89 |
|
| S4 |
1,776.50 |
1,788.63 |
1,838.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,869.06 |
1,842.89 |
26.17 |
1.4% |
17.08 |
0.9% |
39% |
False |
False |
7,344 |
| 10 |
1,869.06 |
1,791.94 |
77.12 |
4.2% |
20.98 |
1.1% |
79% |
False |
False |
7,196 |
| 20 |
1,907.61 |
1,791.94 |
115.67 |
6.2% |
25.99 |
1.4% |
53% |
False |
False |
7,019 |
| 40 |
1,996.96 |
1,791.94 |
205.02 |
11.1% |
24.20 |
1.3% |
30% |
False |
False |
7,067 |
| 60 |
2,065.89 |
1,791.94 |
273.95 |
14.8% |
28.03 |
1.5% |
22% |
False |
False |
6,832 |
| 80 |
2,065.89 |
1,789.86 |
276.03 |
14.9% |
27.83 |
1.5% |
23% |
False |
False |
6,731 |
| 100 |
2,065.89 |
1,780.75 |
285.14 |
15.4% |
25.81 |
1.4% |
25% |
False |
False |
6,702 |
| 120 |
2,065.89 |
1,759.35 |
306.54 |
16.5% |
24.20 |
1.3% |
31% |
False |
False |
6,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.44 |
|
2.618 |
1,892.53 |
|
1.618 |
1,880.33 |
|
1.000 |
1,872.79 |
|
0.618 |
1,868.13 |
|
HIGH |
1,860.59 |
|
0.618 |
1,855.93 |
|
0.500 |
1,854.49 |
|
0.382 |
1,853.05 |
|
LOW |
1,848.39 |
|
0.618 |
1,840.85 |
|
1.000 |
1,836.19 |
|
1.618 |
1,828.65 |
|
2.618 |
1,816.45 |
|
4.250 |
1,796.54 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,854.49 |
1,855.23 |
| PP |
1,854.02 |
1,854.51 |
| S1 |
1,853.56 |
1,853.80 |
|