| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,004.50 |
11,891.50 |
-113.00 |
-0.9% |
12,605.00 |
| High |
12,132.75 |
12,432.00 |
299.25 |
2.5% |
12,637.25 |
| Low |
11,689.00 |
11,891.50 |
202.50 |
1.7% |
11,689.00 |
| Close |
11,947.25 |
12,382.75 |
435.50 |
3.6% |
12,382.75 |
| Range |
443.75 |
540.50 |
96.75 |
21.8% |
948.25 |
| ATR |
477.75 |
482.23 |
4.48 |
0.9% |
0.00 |
| Volume |
878,238 |
663,517 |
-214,721 |
-24.4% |
4,077,537 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,857.00 |
13,660.25 |
12,680.00 |
|
| R3 |
13,316.50 |
13,119.75 |
12,531.50 |
|
| R2 |
12,776.00 |
12,776.00 |
12,481.75 |
|
| R1 |
12,579.25 |
12,579.25 |
12,432.25 |
12,677.50 |
| PP |
12,235.50 |
12,235.50 |
12,235.50 |
12,284.50 |
| S1 |
12,038.75 |
12,038.75 |
12,333.25 |
12,137.00 |
| S2 |
11,695.00 |
11,695.00 |
12,283.75 |
|
| S3 |
11,154.50 |
11,498.25 |
12,234.00 |
|
| S4 |
10,614.00 |
10,957.75 |
12,085.50 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,081.00 |
14,680.25 |
12,904.25 |
|
| R3 |
14,132.75 |
13,732.00 |
12,643.50 |
|
| R2 |
13,184.50 |
13,184.50 |
12,556.50 |
|
| R1 |
12,783.75 |
12,783.75 |
12,469.75 |
12,510.00 |
| PP |
12,236.25 |
12,236.25 |
12,236.25 |
12,099.50 |
| S1 |
11,835.50 |
11,835.50 |
12,295.75 |
11,561.75 |
| S2 |
11,288.00 |
11,288.00 |
12,209.00 |
|
| S3 |
10,339.75 |
10,887.25 |
12,122.00 |
|
| S4 |
9,391.50 |
9,939.00 |
11,861.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,637.25 |
11,689.00 |
948.25 |
7.7% |
509.25 |
4.1% |
73% |
False |
False |
815,507 |
| 10 |
13,555.25 |
11,689.00 |
1,866.25 |
15.1% |
506.00 |
4.1% |
37% |
False |
False |
793,679 |
| 20 |
14,298.00 |
11,689.00 |
2,609.00 |
21.1% |
491.25 |
4.0% |
27% |
False |
False |
740,477 |
| 40 |
15,268.75 |
11,689.00 |
3,579.75 |
28.9% |
419.00 |
3.4% |
19% |
False |
False |
656,012 |
| 60 |
15,268.75 |
11,689.00 |
3,579.75 |
28.9% |
449.50 |
3.6% |
19% |
False |
False |
484,353 |
| 80 |
15,337.00 |
11,689.00 |
3,648.00 |
29.5% |
457.75 |
3.7% |
19% |
False |
False |
363,729 |
| 100 |
16,654.00 |
11,689.00 |
4,965.00 |
40.1% |
429.75 |
3.5% |
14% |
False |
False |
291,238 |
| 120 |
16,744.75 |
11,689.00 |
5,055.75 |
40.8% |
419.25 |
3.4% |
14% |
False |
False |
242,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,729.00 |
|
2.618 |
13,847.00 |
|
1.618 |
13,306.50 |
|
1.000 |
12,972.50 |
|
0.618 |
12,766.00 |
|
HIGH |
12,432.00 |
|
0.618 |
12,225.50 |
|
0.500 |
12,161.75 |
|
0.382 |
12,098.00 |
|
LOW |
11,891.50 |
|
0.618 |
11,557.50 |
|
1.000 |
11,351.00 |
|
1.618 |
11,017.00 |
|
2.618 |
10,476.50 |
|
4.250 |
9,594.50 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,309.00 |
12,295.50 |
| PP |
12,235.50 |
12,208.25 |
| S1 |
12,161.75 |
12,121.00 |
|