| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,953.25 |
11,890.00 |
-63.25 |
-0.5% |
12,415.25 |
| High |
12,124.75 |
12,104.00 |
-20.75 |
-0.2% |
12,624.50 |
| Low |
11,521.25 |
11,816.00 |
294.75 |
2.6% |
11,521.25 |
| Close |
11,870.50 |
12,066.00 |
195.50 |
1.6% |
11,870.50 |
| Range |
603.50 |
288.00 |
-315.50 |
-52.3% |
1,103.25 |
| ATR |
477.64 |
464.09 |
-13.55 |
-2.8% |
0.00 |
| Volume |
2,249 |
1,322 |
-927 |
-41.2% |
7,988 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,859.25 |
12,750.75 |
12,224.50 |
|
| R3 |
12,571.25 |
12,462.75 |
12,145.25 |
|
| R2 |
12,283.25 |
12,283.25 |
12,118.75 |
|
| R1 |
12,174.75 |
12,174.75 |
12,092.50 |
12,229.00 |
| PP |
11,995.25 |
11,995.25 |
11,995.25 |
12,022.50 |
| S1 |
11,886.75 |
11,886.75 |
12,039.50 |
11,941.00 |
| S2 |
11,707.25 |
11,707.25 |
12,013.25 |
|
| S3 |
11,419.25 |
11,598.75 |
11,986.75 |
|
| S4 |
11,131.25 |
11,310.75 |
11,907.50 |
|
|
| 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 |
9.1% |
464.50 |
3.9% |
49% |
False |
False |
1,581 |
| 10 |
12,624.50 |
11,521.25 |
1,103.25 |
9.1% |
466.50 |
3.9% |
49% |
False |
False |
1,648 |
| 20 |
13,620.00 |
11,521.25 |
2,098.75 |
17.4% |
495.00 |
4.1% |
26% |
False |
False |
1,550 |
| 40 |
15,305.00 |
11,521.25 |
3,783.75 |
31.4% |
430.25 |
3.6% |
14% |
False |
False |
1,200 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
31.4% |
427.75 |
3.5% |
14% |
False |
False |
867 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
31.4% |
430.50 |
3.6% |
14% |
False |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,328.00 |
|
2.618 |
12,858.00 |
|
1.618 |
12,570.00 |
|
1.000 |
12,392.00 |
|
0.618 |
12,282.00 |
|
HIGH |
12,104.00 |
|
0.618 |
11,994.00 |
|
0.500 |
11,960.00 |
|
0.382 |
11,926.00 |
|
LOW |
11,816.00 |
|
0.618 |
11,638.00 |
|
1.000 |
11,528.00 |
|
1.618 |
11,350.00 |
|
2.618 |
11,062.00 |
|
4.250 |
10,592.00 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,030.75 |
11,985.00 |
| PP |
11,995.25 |
11,904.00 |
| S1 |
11,960.00 |
11,823.00 |
|