| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,507.81 |
12,242.11 |
-265.70 |
-2.1% |
12,873.33 |
| High |
12,537.89 |
12,470.89 |
-67.00 |
-0.5% |
13,556.67 |
| Low |
12,173.47 |
11,939.09 |
-234.38 |
-1.9% |
12,527.82 |
| Close |
12,345.86 |
11,967.56 |
-378.30 |
-3.1% |
12,693.53 |
| Range |
364.42 |
531.80 |
167.38 |
45.9% |
1,028.85 |
| ATR |
428.26 |
435.65 |
7.40 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,721.25 |
13,376.20 |
12,260.05 |
|
| R3 |
13,189.45 |
12,844.40 |
12,113.81 |
|
| R2 |
12,657.65 |
12,657.65 |
12,065.06 |
|
| R1 |
12,312.60 |
12,312.60 |
12,016.31 |
12,219.23 |
| PP |
12,125.85 |
12,125.85 |
12,125.85 |
12,079.16 |
| S1 |
11,780.80 |
11,780.80 |
11,918.81 |
11,687.43 |
| S2 |
11,594.05 |
11,594.05 |
11,870.06 |
|
| S3 |
11,062.25 |
11,249.00 |
11,821.32 |
|
| S4 |
10,530.45 |
10,717.20 |
11,675.07 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,012.56 |
15,381.89 |
13,259.40 |
|
| R3 |
14,983.71 |
14,353.04 |
12,976.46 |
|
| R2 |
13,954.86 |
13,954.86 |
12,882.15 |
|
| R1 |
13,324.19 |
13,324.19 |
12,787.84 |
13,125.10 |
| PP |
12,926.01 |
12,926.01 |
12,926.01 |
12,826.46 |
| S1 |
12,295.34 |
12,295.34 |
12,599.22 |
12,096.25 |
| S2 |
11,897.16 |
11,897.16 |
12,504.91 |
|
| S3 |
10,868.31 |
11,266.49 |
12,410.60 |
|
| S4 |
9,839.46 |
10,237.64 |
12,127.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,343.51 |
11,939.09 |
1,404.42 |
11.7% |
466.81 |
3.9% |
2% |
False |
True |
|
| 10 |
13,556.67 |
11,939.09 |
1,617.58 |
13.5% |
466.27 |
3.9% |
2% |
False |
True |
|
| 20 |
14,277.21 |
11,939.09 |
2,338.12 |
19.5% |
415.44 |
3.5% |
1% |
False |
True |
|
| 40 |
15,265.42 |
11,939.09 |
3,326.33 |
27.8% |
349.60 |
2.9% |
1% |
False |
True |
|
| 60 |
15,265.42 |
11,939.09 |
3,326.33 |
27.8% |
360.84 |
3.0% |
1% |
False |
True |
|
| 80 |
15,446.30 |
11,939.09 |
3,507.21 |
29.3% |
372.85 |
3.1% |
1% |
False |
True |
|
| 100 |
16,607.19 |
11,939.09 |
4,668.10 |
39.0% |
352.29 |
2.9% |
1% |
False |
True |
|
| 120 |
16,764.86 |
11,939.09 |
4,825.77 |
40.3% |
346.19 |
2.9% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,731.04 |
|
2.618 |
13,863.14 |
|
1.618 |
13,331.34 |
|
1.000 |
13,002.69 |
|
0.618 |
12,799.54 |
|
HIGH |
12,470.89 |
|
0.618 |
12,267.74 |
|
0.500 |
12,204.99 |
|
0.382 |
12,142.24 |
|
LOW |
11,939.09 |
|
0.618 |
11,610.44 |
|
1.000 |
11,407.29 |
|
1.618 |
11,078.64 |
|
2.618 |
10,546.84 |
|
4.250 |
9,678.94 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,204.99 |
12,240.71 |
| PP |
12,125.85 |
12,149.66 |
| S1 |
12,046.70 |
12,058.61 |
|