| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,328.75 |
12,004.50 |
-324.25 |
-2.6% |
12,892.25 |
| High |
12,553.25 |
12,132.75 |
-420.50 |
-3.3% |
13,555.25 |
| Low |
11,938.50 |
11,689.00 |
-249.50 |
-2.1% |
12,519.00 |
| Close |
11,969.75 |
11,947.25 |
-22.50 |
-0.2% |
12,695.75 |
| Range |
614.75 |
443.75 |
-171.00 |
-27.8% |
1,036.25 |
| ATR |
480.36 |
477.75 |
-2.62 |
-0.5% |
0.00 |
| Volume |
865,890 |
878,238 |
12,348 |
1.4% |
3,859,254 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,254.25 |
13,044.50 |
12,191.25 |
|
| R3 |
12,810.50 |
12,600.75 |
12,069.25 |
|
| R2 |
12,366.75 |
12,366.75 |
12,028.50 |
|
| R1 |
12,157.00 |
12,157.00 |
11,988.00 |
12,040.00 |
| PP |
11,923.00 |
11,923.00 |
11,923.00 |
11,864.50 |
| S1 |
11,713.25 |
11,713.25 |
11,906.50 |
11,596.25 |
| S2 |
11,479.25 |
11,479.25 |
11,866.00 |
|
| S3 |
11,035.50 |
11,269.50 |
11,825.25 |
|
| S4 |
10,591.75 |
10,825.75 |
11,703.25 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,032.00 |
15,400.25 |
13,265.75 |
|
| R3 |
14,995.75 |
14,364.00 |
12,980.75 |
|
| R2 |
13,959.50 |
13,959.50 |
12,885.75 |
|
| R1 |
13,327.75 |
13,327.75 |
12,790.75 |
13,125.50 |
| PP |
12,923.25 |
12,923.25 |
12,923.25 |
12,822.25 |
| S1 |
12,291.50 |
12,291.50 |
12,600.75 |
12,089.25 |
| S2 |
11,887.00 |
11,887.00 |
12,505.75 |
|
| S3 |
10,850.75 |
11,255.25 |
12,410.75 |
|
| S4 |
9,814.50 |
10,219.00 |
12,125.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,928.75 |
11,689.00 |
1,239.75 |
10.4% |
483.00 |
4.0% |
21% |
False |
True |
853,250 |
| 10 |
13,555.25 |
11,689.00 |
1,866.25 |
15.6% |
512.00 |
4.3% |
14% |
False |
True |
799,666 |
| 20 |
14,298.00 |
11,689.00 |
2,609.00 |
21.8% |
485.25 |
4.1% |
10% |
False |
True |
734,722 |
| 40 |
15,268.75 |
11,689.00 |
3,579.75 |
30.0% |
413.25 |
3.5% |
7% |
False |
True |
652,601 |
| 60 |
15,268.75 |
11,689.00 |
3,579.75 |
30.0% |
445.00 |
3.7% |
7% |
False |
True |
473,313 |
| 80 |
15,369.25 |
11,689.00 |
3,680.25 |
30.8% |
455.50 |
3.8% |
7% |
False |
True |
355,451 |
| 100 |
16,654.00 |
11,689.00 |
4,965.00 |
41.6% |
428.00 |
3.6% |
5% |
False |
True |
284,611 |
| 120 |
16,744.75 |
11,689.00 |
5,055.75 |
42.3% |
415.50 |
3.5% |
5% |
False |
True |
237,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,018.75 |
|
2.618 |
13,294.50 |
|
1.618 |
12,850.75 |
|
1.000 |
12,576.50 |
|
0.618 |
12,407.00 |
|
HIGH |
12,132.75 |
|
0.618 |
11,963.25 |
|
0.500 |
11,911.00 |
|
0.382 |
11,858.50 |
|
LOW |
11,689.00 |
|
0.618 |
11,414.75 |
|
1.000 |
11,245.25 |
|
1.618 |
10,971.00 |
|
2.618 |
10,527.25 |
|
4.250 |
9,803.00 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,935.00 |
12,121.00 |
| PP |
11,923.00 |
12,063.25 |
| S1 |
11,911.00 |
12,005.25 |
|