| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,730.0 |
1,792.6 |
62.6 |
3.6% |
1,821.6 |
| High |
1,804.0 |
1,804.5 |
0.5 |
0.0% |
1,828.0 |
| Low |
1,730.0 |
1,770.8 |
40.8 |
2.4% |
1,698.3 |
| Close |
1,789.5 |
1,782.4 |
-7.1 |
-0.4% |
1,789.5 |
| Range |
74.0 |
33.7 |
-40.3 |
-54.5% |
129.7 |
| ATR |
63.0 |
60.9 |
-2.1 |
-3.3% |
0.0 |
| Volume |
215,235 |
168,166 |
-47,069 |
-21.9% |
1,408,136 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,887.0 |
1,868.4 |
1,800.9 |
|
| R3 |
1,853.3 |
1,834.7 |
1,791.7 |
|
| R2 |
1,819.6 |
1,819.6 |
1,788.6 |
|
| R1 |
1,801.0 |
1,801.0 |
1,785.5 |
1,793.5 |
| PP |
1,785.9 |
1,785.9 |
1,785.9 |
1,782.1 |
| S1 |
1,767.3 |
1,767.3 |
1,779.3 |
1,759.8 |
| S2 |
1,752.2 |
1,752.2 |
1,776.2 |
|
| S3 |
1,718.5 |
1,733.6 |
1,773.1 |
|
| S4 |
1,684.8 |
1,699.9 |
1,763.9 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.0 |
2,105.0 |
1,860.8 |
|
| R3 |
2,031.3 |
1,975.3 |
1,825.2 |
|
| R2 |
1,901.6 |
1,901.6 |
1,813.3 |
|
| R1 |
1,845.6 |
1,845.6 |
1,801.4 |
1,808.8 |
| PP |
1,771.9 |
1,771.9 |
1,771.9 |
1,753.5 |
| S1 |
1,715.9 |
1,715.9 |
1,777.6 |
1,679.1 |
| S2 |
1,642.2 |
1,642.2 |
1,765.7 |
|
| S3 |
1,512.5 |
1,586.2 |
1,753.8 |
|
| S4 |
1,382.8 |
1,456.5 |
1,718.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,804.5 |
1,698.3 |
106.2 |
6.0% |
63.8 |
3.6% |
79% |
True |
False |
255,681 |
| 10 |
1,951.5 |
1,698.3 |
253.2 |
14.2% |
68.7 |
3.9% |
33% |
False |
False |
255,926 |
| 20 |
2,060.9 |
1,698.3 |
362.6 |
20.3% |
63.6 |
3.6% |
23% |
False |
False |
247,754 |
| 40 |
2,137.1 |
1,698.3 |
438.8 |
24.6% |
52.6 |
3.0% |
19% |
False |
False |
215,074 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
24.6% |
57.6 |
3.2% |
19% |
False |
False |
173,204 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
24.6% |
58.7 |
3.3% |
19% |
False |
False |
129,981 |
| 100 |
2,285.0 |
1,698.3 |
586.7 |
32.9% |
56.2 |
3.2% |
14% |
False |
False |
104,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,947.7 |
|
2.618 |
1,892.7 |
|
1.618 |
1,859.0 |
|
1.000 |
1,838.2 |
|
0.618 |
1,825.3 |
|
HIGH |
1,804.5 |
|
0.618 |
1,791.6 |
|
0.500 |
1,787.7 |
|
0.382 |
1,783.7 |
|
LOW |
1,770.8 |
|
0.618 |
1,750.0 |
|
1.000 |
1,737.1 |
|
1.618 |
1,716.3 |
|
2.618 |
1,682.6 |
|
4.250 |
1,627.6 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,787.7 |
1,772.1 |
| PP |
1,785.9 |
1,761.7 |
| S1 |
1,784.2 |
1,751.4 |
|