| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
11,890.00 |
11,968.75 |
78.75 |
0.7% |
12,415.25 |
| High |
12,104.00 |
11,970.00 |
-134.00 |
-1.1% |
12,624.50 |
| Low |
11,816.00 |
11,606.75 |
-209.25 |
-1.8% |
11,521.25 |
| Close |
12,066.00 |
11,801.25 |
-264.75 |
-2.2% |
11,870.50 |
| Range |
288.00 |
363.25 |
75.25 |
26.1% |
1,103.25 |
| ATR |
464.09 |
463.75 |
-0.35 |
-0.1% |
0.00 |
| Volume |
1,322 |
1,658 |
336 |
25.4% |
7,988 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,882.50 |
12,705.00 |
12,001.00 |
|
| R3 |
12,519.25 |
12,341.75 |
11,901.25 |
|
| R2 |
12,156.00 |
12,156.00 |
11,867.75 |
|
| R1 |
11,978.50 |
11,978.50 |
11,834.50 |
11,885.50 |
| PP |
11,792.75 |
11,792.75 |
11,792.75 |
11,746.25 |
| S1 |
11,615.25 |
11,615.25 |
11,768.00 |
11,522.50 |
| S2 |
11,429.50 |
11,429.50 |
11,734.75 |
|
| S3 |
11,066.25 |
11,252.00 |
11,701.25 |
|
| S4 |
10,703.00 |
10,888.75 |
11,601.50 |
|
|
| 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% |
469.50 |
4.0% |
25% |
False |
False |
1,695 |
| 10 |
12,624.50 |
11,521.25 |
1,103.25 |
9.3% |
459.25 |
3.9% |
25% |
False |
False |
1,646 |
| 20 |
13,589.00 |
11,521.25 |
2,067.75 |
17.5% |
474.00 |
4.0% |
14% |
False |
False |
1,547 |
| 40 |
15,305.00 |
11,521.25 |
3,783.75 |
32.1% |
431.00 |
3.7% |
7% |
False |
False |
1,210 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
32.1% |
424.75 |
3.6% |
7% |
False |
False |
894 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
32.1% |
427.50 |
3.6% |
7% |
False |
False |
681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,513.75 |
|
2.618 |
12,921.00 |
|
1.618 |
12,557.75 |
|
1.000 |
12,333.25 |
|
0.618 |
12,194.50 |
|
HIGH |
11,970.00 |
|
0.618 |
11,831.25 |
|
0.500 |
11,788.50 |
|
0.382 |
11,745.50 |
|
LOW |
11,606.75 |
|
0.618 |
11,382.25 |
|
1.000 |
11,243.50 |
|
1.618 |
11,019.00 |
|
2.618 |
10,655.75 |
|
4.250 |
10,063.00 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,797.00 |
11,823.00 |
| PP |
11,792.75 |
11,815.75 |
| S1 |
11,788.50 |
11,808.50 |
|