| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,291.75 |
12,737.25 |
445.50 |
3.6% |
11,890.00 |
| High |
12,750.50 |
12,912.25 |
161.75 |
1.3% |
12,750.50 |
| Low |
12,254.00 |
12,514.75 |
260.75 |
2.1% |
11,606.75 |
| Close |
12,709.25 |
12,679.00 |
-30.25 |
-0.2% |
12,709.25 |
| Range |
496.50 |
397.50 |
-99.00 |
-19.9% |
1,143.75 |
| ATR |
461.06 |
456.52 |
-4.54 |
-1.0% |
0.00 |
| Volume |
5,671 |
2,413 |
-3,258 |
-57.5% |
12,026 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,894.50 |
13,684.25 |
12,897.50 |
|
| R3 |
13,497.00 |
13,286.75 |
12,788.25 |
|
| R2 |
13,099.50 |
13,099.50 |
12,752.00 |
|
| R1 |
12,889.25 |
12,889.25 |
12,715.50 |
12,795.50 |
| PP |
12,702.00 |
12,702.00 |
12,702.00 |
12,655.25 |
| S1 |
12,491.75 |
12,491.75 |
12,642.50 |
12,398.00 |
| S2 |
12,304.50 |
12,304.50 |
12,606.00 |
|
| S3 |
11,907.00 |
12,094.25 |
12,569.75 |
|
| S4 |
11,509.50 |
11,696.75 |
12,460.50 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,786.75 |
15,391.75 |
13,338.25 |
|
| R3 |
14,643.00 |
14,248.00 |
13,023.75 |
|
| R2 |
13,499.25 |
13,499.25 |
12,919.00 |
|
| R1 |
13,104.25 |
13,104.25 |
12,814.00 |
13,301.75 |
| PP |
12,355.50 |
12,355.50 |
12,355.50 |
12,454.25 |
| S1 |
11,960.50 |
11,960.50 |
12,604.50 |
12,158.00 |
| S2 |
11,211.75 |
11,211.75 |
12,499.50 |
|
| S3 |
10,068.00 |
10,816.75 |
12,394.75 |
|
| S4 |
8,924.25 |
9,673.00 |
12,080.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,912.25 |
11,606.75 |
1,305.50 |
10.3% |
420.25 |
3.3% |
82% |
True |
False |
2,623 |
| 10 |
12,912.25 |
11,521.25 |
1,391.00 |
11.0% |
442.50 |
3.5% |
83% |
True |
False |
2,102 |
| 20 |
13,589.00 |
11,521.25 |
2,067.75 |
16.3% |
468.75 |
3.7% |
56% |
False |
False |
1,829 |
| 40 |
15,229.50 |
11,521.25 |
3,708.25 |
29.2% |
446.75 |
3.5% |
31% |
False |
False |
1,421 |
| 60 |
15,305.00 |
11,521.25 |
3,783.75 |
29.8% |
428.75 |
3.4% |
31% |
False |
False |
1,084 |
| 80 |
15,305.00 |
11,521.25 |
3,783.75 |
29.8% |
427.50 |
3.4% |
31% |
False |
False |
823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,601.50 |
|
2.618 |
13,953.00 |
|
1.618 |
13,555.50 |
|
1.000 |
13,309.75 |
|
0.618 |
13,158.00 |
|
HIGH |
12,912.25 |
|
0.618 |
12,760.50 |
|
0.500 |
12,713.50 |
|
0.382 |
12,666.50 |
|
LOW |
12,514.75 |
|
0.618 |
12,269.00 |
|
1.000 |
12,117.25 |
|
1.618 |
11,871.50 |
|
2.618 |
11,474.00 |
|
4.250 |
10,825.50 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,713.50 |
12,585.00 |
| PP |
12,702.00 |
12,490.75 |
| S1 |
12,690.50 |
12,396.75 |
|