| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
12,123.42 |
12,304.52 |
181.10 |
1.5% |
12,460.26 |
| High |
12,429.28 |
12,395.51 |
-33.77 |
-0.3% |
12,542.32 |
| Low |
12,072.21 |
12,196.21 |
124.00 |
1.0% |
11,692.12 |
| Close |
12,387.40 |
12,243.58 |
-143.82 |
-1.2% |
12,387.40 |
| Range |
357.07 |
199.30 |
-157.77 |
-44.2% |
850.20 |
| ATR |
438.93 |
421.81 |
-17.12 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,876.33 |
12,759.26 |
12,353.20 |
|
| R3 |
12,677.03 |
12,559.96 |
12,298.39 |
|
| R2 |
12,477.73 |
12,477.73 |
12,280.12 |
|
| R1 |
12,360.66 |
12,360.66 |
12,261.85 |
12,319.55 |
| PP |
12,278.43 |
12,278.43 |
12,278.43 |
12,257.88 |
| S1 |
12,161.36 |
12,161.36 |
12,225.31 |
12,120.25 |
| S2 |
12,079.13 |
12,079.13 |
12,207.04 |
|
| S3 |
11,879.83 |
11,962.06 |
12,188.77 |
|
| S4 |
11,680.53 |
11,762.76 |
12,133.97 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,757.88 |
14,422.84 |
12,855.01 |
|
| R3 |
13,907.68 |
13,572.64 |
12,621.21 |
|
| R2 |
13,057.48 |
13,057.48 |
12,543.27 |
|
| R1 |
12,722.44 |
12,722.44 |
12,465.34 |
12,464.86 |
| PP |
12,207.28 |
12,207.28 |
12,207.28 |
12,078.49 |
| S1 |
11,872.24 |
11,872.24 |
12,309.47 |
11,614.66 |
| S2 |
11,357.08 |
11,357.08 |
12,231.53 |
|
| S3 |
10,506.88 |
11,022.04 |
12,153.60 |
|
| S4 |
9,656.68 |
10,171.84 |
11,919.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,537.89 |
11,692.12 |
845.77 |
6.9% |
377.16 |
3.1% |
65% |
False |
False |
|
| 10 |
13,556.67 |
11,692.12 |
1,864.55 |
15.2% |
418.79 |
3.4% |
30% |
False |
False |
|
| 20 |
14,277.21 |
11,692.12 |
2,585.09 |
21.1% |
419.99 |
3.4% |
21% |
False |
False |
|
| 40 |
15,265.42 |
11,692.12 |
3,573.30 |
29.2% |
344.47 |
2.8% |
15% |
False |
False |
|
| 60 |
15,265.42 |
11,692.12 |
3,573.30 |
29.2% |
364.51 |
3.0% |
15% |
False |
False |
|
| 80 |
15,265.42 |
11,692.12 |
3,573.30 |
29.2% |
371.22 |
3.0% |
15% |
False |
False |
|
| 100 |
16,607.19 |
11,692.12 |
4,915.07 |
40.1% |
354.01 |
2.9% |
11% |
False |
False |
|
| 120 |
16,607.19 |
11,692.12 |
4,915.07 |
40.1% |
348.80 |
2.8% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,242.54 |
|
2.618 |
12,917.28 |
|
1.618 |
12,717.98 |
|
1.000 |
12,594.81 |
|
0.618 |
12,518.68 |
|
HIGH |
12,395.51 |
|
0.618 |
12,319.38 |
|
0.500 |
12,295.86 |
|
0.382 |
12,272.34 |
|
LOW |
12,196.21 |
|
0.618 |
12,073.04 |
|
1.000 |
11,996.91 |
|
1.618 |
11,873.74 |
|
2.618 |
11,674.44 |
|
4.250 |
11,349.19 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,295.86 |
12,182.62 |
| PP |
12,278.43 |
12,121.66 |
| S1 |
12,261.01 |
12,060.70 |
|