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 |
7,514.0 |
7,556.0 |
42.0 |
0.6% |
7,427.5 |
High |
7,571.5 |
7,591.0 |
19.5 |
0.3% |
7,591.0 |
Low |
7,493.5 |
7,530.5 |
37.0 |
0.5% |
7,403.5 |
Close |
7,564.5 |
7,581.5 |
17.0 |
0.2% |
7,581.5 |
Range |
78.0 |
60.5 |
-17.5 |
-22.4% |
187.5 |
ATR |
131.0 |
125.9 |
-5.0 |
-3.8% |
0.0 |
Volume |
82,023 |
89,010 |
6,987 |
8.5% |
418,471 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,749.0 |
7,726.0 |
7,615.0 |
|
R3 |
7,688.5 |
7,665.5 |
7,598.0 |
|
R2 |
7,628.0 |
7,628.0 |
7,592.5 |
|
R1 |
7,605.0 |
7,605.0 |
7,587.0 |
7,616.5 |
PP |
7,567.5 |
7,567.5 |
7,567.5 |
7,573.5 |
S1 |
7,544.5 |
7,544.5 |
7,576.0 |
7,556.0 |
S2 |
7,507.0 |
7,507.0 |
7,570.5 |
|
S3 |
7,446.5 |
7,484.0 |
7,565.0 |
|
S4 |
7,386.0 |
7,423.5 |
7,548.0 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,088.0 |
8,022.0 |
7,684.5 |
|
R3 |
7,900.5 |
7,834.5 |
7,633.0 |
|
R2 |
7,713.0 |
7,713.0 |
7,616.0 |
|
R1 |
7,647.0 |
7,647.0 |
7,598.5 |
7,680.0 |
PP |
7,525.5 |
7,525.5 |
7,525.5 |
7,542.0 |
S1 |
7,459.5 |
7,459.5 |
7,564.5 |
7,492.5 |
S2 |
7,338.0 |
7,338.0 |
7,547.0 |
|
S3 |
7,150.5 |
7,272.0 |
7,530.0 |
|
S4 |
6,963.0 |
7,084.5 |
7,478.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,591.0 |
7,403.5 |
187.5 |
2.5% |
84.0 |
1.1% |
95% |
True |
False |
83,694 |
10 |
7,591.0 |
7,216.5 |
374.5 |
4.9% |
111.0 |
1.5% |
97% |
True |
False |
97,884 |
20 |
7,599.0 |
7,130.0 |
469.0 |
6.2% |
129.5 |
1.7% |
96% |
False |
False |
109,350 |
40 |
7,635.0 |
7,130.0 |
505.0 |
6.7% |
110.0 |
1.5% |
89% |
False |
False |
102,796 |
60 |
7,635.0 |
6,703.5 |
931.5 |
12.3% |
118.5 |
1.6% |
94% |
False |
False |
99,245 |
80 |
7,635.0 |
6,703.5 |
931.5 |
12.3% |
106.5 |
1.4% |
94% |
False |
False |
74,474 |
100 |
7,635.0 |
6,703.5 |
931.5 |
12.3% |
91.5 |
1.2% |
94% |
False |
False |
59,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,848.0 |
2.618 |
7,749.5 |
1.618 |
7,689.0 |
1.000 |
7,651.5 |
0.618 |
7,628.5 |
HIGH |
7,591.0 |
0.618 |
7,568.0 |
0.500 |
7,561.0 |
0.382 |
7,553.5 |
LOW |
7,530.5 |
0.618 |
7,493.0 |
1.000 |
7,470.0 |
1.618 |
7,432.5 |
2.618 |
7,372.0 |
4.250 |
7,273.5 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
7,574.5 |
7,566.5 |
PP |
7,567.5 |
7,551.5 |
S1 |
7,561.0 |
7,537.0 |
|