| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,936.25 |
11,953.25 |
17.00 |
0.1% |
12,415.25 |
| High |
12,105.00 |
12,124.75 |
19.75 |
0.2% |
12,624.50 |
| Low |
11,738.50 |
11,521.25 |
-217.25 |
-1.9% |
11,521.25 |
| Close |
11,909.25 |
11,870.50 |
-38.75 |
-0.3% |
11,870.50 |
| Range |
366.50 |
603.50 |
237.00 |
64.7% |
1,103.25 |
| ATR |
467.96 |
477.64 |
9.68 |
2.1% |
0.00 |
| Volume |
2,004 |
2,249 |
245 |
12.2% |
7,988 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,649.25 |
13,363.50 |
12,202.50 |
|
| R3 |
13,045.75 |
12,760.00 |
12,036.50 |
|
| R2 |
12,442.25 |
12,442.25 |
11,981.25 |
|
| R1 |
12,156.50 |
12,156.50 |
11,925.75 |
11,997.50 |
| PP |
11,838.75 |
11,838.75 |
11,838.75 |
11,759.50 |
| S1 |
11,553.00 |
11,553.00 |
11,815.25 |
11,394.00 |
| S2 |
11,235.25 |
11,235.25 |
11,759.75 |
|
| S3 |
10,631.75 |
10,949.50 |
11,704.50 |
|
| S4 |
10,028.25 |
10,346.00 |
11,538.50 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,315.25 |
14,696.00 |
12,477.25 |
|
| R3 |
14,212.00 |
13,592.75 |
12,174.00 |
|
| R2 |
13,108.75 |
13,108.75 |
12,072.75 |
|
| R1 |
12,489.50 |
12,489.50 |
11,971.75 |
12,247.50 |
| PP |
12,005.50 |
12,005.50 |
12,005.50 |
11,884.50 |
| S1 |
11,386.25 |
11,386.25 |
11,769.25 |
11,144.25 |
| S2 |
10,902.25 |
10,902.25 |
11,668.25 |
|
| S3 |
9,799.00 |
10,283.00 |
11,567.00 |
|
| S4 |
8,695.75 |
9,179.75 |
11,263.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,624.50 |
11,521.25 |
1,103.25 |
9.3% |
468.25 |
3.9% |
32% |
False |
True |
1,597 |
| 10 |
12,667.25 |
11,521.25 |
1,146.00 |
9.7% |
487.25 |
4.1% |
30% |
False |
True |
1,654 |
| 20 |
13,620.00 |
11,521.25 |
2,098.75 |
17.7% |
498.50 |
4.2% |
17% |
False |
True |
1,541 |
| 40 |
15,305.00 |
11,521.25 |
3,783.75 |
31.9% |
429.50 |
3.6% |
9% |
False |
True |
1,182 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
31.9% |
429.75 |
3.6% |
9% |
False |
True |
846 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
31.9% |
433.50 |
3.7% |
9% |
False |
True |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,689.50 |
|
2.618 |
13,704.75 |
|
1.618 |
13,101.25 |
|
1.000 |
12,728.25 |
|
0.618 |
12,497.75 |
|
HIGH |
12,124.75 |
|
0.618 |
11,894.25 |
|
0.500 |
11,823.00 |
|
0.382 |
11,751.75 |
|
LOW |
11,521.25 |
|
0.618 |
11,148.25 |
|
1.000 |
10,917.75 |
|
1.618 |
10,544.75 |
|
2.618 |
9,941.25 |
|
4.250 |
8,956.50 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,854.75 |
12,073.00 |
| PP |
11,838.75 |
12,005.50 |
| S1 |
11,823.00 |
11,938.00 |
|