| 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 |
12,010.00 |
11,910.75 |
-99.25 |
-0.8% |
12,637.25 |
| High |
12,161.25 |
12,463.75 |
302.50 |
2.5% |
12,667.25 |
| Low |
11,722.75 |
11,910.75 |
188.00 |
1.6% |
11,722.75 |
| Close |
11,978.50 |
12,414.75 |
436.25 |
3.6% |
12,414.75 |
| Range |
438.50 |
553.00 |
114.50 |
26.1% |
944.50 |
| ATR |
472.03 |
477.81 |
5.78 |
1.2% |
0.00 |
| Volume |
1,974 |
1,391 |
-583 |
-29.5% |
8,561 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,922.00 |
13,721.50 |
12,719.00 |
|
| R3 |
13,369.00 |
13,168.50 |
12,566.75 |
|
| R2 |
12,816.00 |
12,816.00 |
12,516.25 |
|
| R1 |
12,615.50 |
12,615.50 |
12,465.50 |
12,715.75 |
| PP |
12,263.00 |
12,263.00 |
12,263.00 |
12,313.25 |
| S1 |
12,062.50 |
12,062.50 |
12,364.00 |
12,162.75 |
| S2 |
11,710.00 |
11,710.00 |
12,313.25 |
|
| S3 |
11,157.00 |
11,509.50 |
12,262.75 |
|
| S4 |
10,604.00 |
10,956.50 |
12,110.50 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,101.75 |
14,702.75 |
12,934.25 |
|
| R3 |
14,157.25 |
13,758.25 |
12,674.50 |
|
| R2 |
13,212.75 |
13,212.75 |
12,588.00 |
|
| R1 |
12,813.75 |
12,813.75 |
12,501.25 |
12,541.00 |
| PP |
12,268.25 |
12,268.25 |
12,268.25 |
12,132.00 |
| S1 |
11,869.25 |
11,869.25 |
12,328.25 |
11,596.50 |
| S2 |
11,323.75 |
11,323.75 |
12,241.50 |
|
| S3 |
10,379.25 |
10,924.75 |
12,155.00 |
|
| S4 |
9,434.75 |
9,980.25 |
11,895.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,667.25 |
11,722.75 |
944.50 |
7.6% |
506.25 |
4.1% |
73% |
False |
False |
1,712 |
| 10 |
13,589.00 |
11,722.75 |
1,866.25 |
15.0% |
502.00 |
4.0% |
37% |
False |
False |
1,541 |
| 20 |
14,329.25 |
11,722.75 |
2,606.50 |
21.0% |
486.50 |
3.9% |
27% |
False |
False |
1,366 |
| 40 |
15,305.00 |
11,722.75 |
3,582.25 |
28.9% |
413.75 |
3.3% |
19% |
False |
False |
1,029 |
| 60 |
15,305.00 |
11,722.75 |
3,582.25 |
28.9% |
438.75 |
3.5% |
19% |
False |
False |
719 |
| 80 |
15,338.50 |
11,722.75 |
3,615.75 |
29.1% |
441.50 |
3.6% |
19% |
False |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,814.00 |
|
2.618 |
13,911.50 |
|
1.618 |
13,358.50 |
|
1.000 |
13,016.75 |
|
0.618 |
12,805.50 |
|
HIGH |
12,463.75 |
|
0.618 |
12,252.50 |
|
0.500 |
12,187.25 |
|
0.382 |
12,122.00 |
|
LOW |
11,910.75 |
|
0.618 |
11,569.00 |
|
1.000 |
11,357.75 |
|
1.618 |
11,016.00 |
|
2.618 |
10,463.00 |
|
4.250 |
9,560.50 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,339.00 |
12,327.50 |
| PP |
12,263.00 |
12,240.50 |
| S1 |
12,187.25 |
12,153.50 |
|