| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1,792.6 |
1,780.0 |
-12.6 |
-0.7% |
1,821.6 |
| High |
1,804.5 |
1,840.2 |
35.7 |
2.0% |
1,828.0 |
| Low |
1,770.8 |
1,780.0 |
9.2 |
0.5% |
1,698.3 |
| Close |
1,782.4 |
1,837.2 |
54.8 |
3.1% |
1,789.5 |
| Range |
33.7 |
60.2 |
26.5 |
78.6% |
129.7 |
| ATR |
60.9 |
60.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
168,166 |
200,587 |
32,421 |
19.3% |
1,408,136 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,999.7 |
1,978.7 |
1,870.3 |
|
| R3 |
1,939.5 |
1,918.5 |
1,853.8 |
|
| R2 |
1,879.3 |
1,879.3 |
1,848.2 |
|
| R1 |
1,858.3 |
1,858.3 |
1,842.7 |
1,868.8 |
| PP |
1,819.1 |
1,819.1 |
1,819.1 |
1,824.4 |
| S1 |
1,798.1 |
1,798.1 |
1,831.7 |
1,808.6 |
| S2 |
1,758.9 |
1,758.9 |
1,826.2 |
|
| S3 |
1,698.7 |
1,737.9 |
1,820.6 |
|
| S4 |
1,638.5 |
1,677.7 |
1,804.1 |
|
|
| 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 |
1,840.2 |
1,698.3 |
141.9 |
7.7% |
60.4 |
3.3% |
98% |
True |
False |
235,697 |
| 10 |
1,951.5 |
1,698.3 |
253.2 |
13.8% |
70.8 |
3.9% |
55% |
False |
False |
255,612 |
| 20 |
2,060.9 |
1,698.3 |
362.6 |
19.7% |
63.9 |
3.5% |
38% |
False |
False |
249,224 |
| 40 |
2,137.1 |
1,698.3 |
438.8 |
23.9% |
53.1 |
2.9% |
32% |
False |
False |
215,582 |
| 60 |
2,137.1 |
1,698.3 |
438.8 |
23.9% |
57.7 |
3.1% |
32% |
False |
False |
176,541 |
| 80 |
2,137.1 |
1,698.3 |
438.8 |
23.9% |
58.7 |
3.2% |
32% |
False |
False |
132,484 |
| 100 |
2,285.0 |
1,698.3 |
586.7 |
31.9% |
56.4 |
3.1% |
24% |
False |
False |
106,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.1 |
|
2.618 |
1,997.8 |
|
1.618 |
1,937.6 |
|
1.000 |
1,900.4 |
|
0.618 |
1,877.4 |
|
HIGH |
1,840.2 |
|
0.618 |
1,817.2 |
|
0.500 |
1,810.1 |
|
0.382 |
1,803.0 |
|
LOW |
1,780.0 |
|
0.618 |
1,742.8 |
|
1.000 |
1,719.8 |
|
1.618 |
1,682.6 |
|
2.618 |
1,622.4 |
|
4.250 |
1,524.2 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,828.2 |
1,819.8 |
| PP |
1,819.1 |
1,802.5 |
| S1 |
1,810.1 |
1,785.1 |
|