| 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 |
12,022.17 |
11,857.19 |
-164.98 |
-1.4% |
12,304.52 |
| High |
12,039.91 |
12,047.81 |
7.90 |
0.1% |
12,572.99 |
| Low |
11,492.29 |
11,785.76 |
293.47 |
2.6% |
11,492.29 |
| Close |
11,835.62 |
12,034.28 |
198.66 |
1.7% |
11,835.62 |
| Range |
547.62 |
262.05 |
-285.57 |
-52.1% |
1,080.70 |
| ATR |
431.03 |
418.96 |
-12.07 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,742.10 |
12,650.24 |
12,178.41 |
|
| R3 |
12,480.05 |
12,388.19 |
12,106.34 |
|
| R2 |
12,218.00 |
12,218.00 |
12,082.32 |
|
| R1 |
12,126.14 |
12,126.14 |
12,058.30 |
12,172.07 |
| PP |
11,955.95 |
11,955.95 |
11,955.95 |
11,978.92 |
| S1 |
11,864.09 |
11,864.09 |
12,010.26 |
11,910.02 |
| S2 |
11,693.90 |
11,693.90 |
11,986.24 |
|
| S3 |
11,431.85 |
11,602.04 |
11,962.22 |
|
| S4 |
11,169.80 |
11,339.99 |
11,890.15 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,209.07 |
14,603.04 |
12,430.01 |
|
| R3 |
14,128.37 |
13,522.34 |
12,132.81 |
|
| R2 |
13,047.67 |
13,047.67 |
12,033.75 |
|
| R1 |
12,441.64 |
12,441.64 |
11,934.68 |
12,204.31 |
| PP |
11,966.97 |
11,966.97 |
11,966.97 |
11,848.30 |
| S1 |
11,360.94 |
11,360.94 |
11,736.56 |
11,123.61 |
| S2 |
10,886.27 |
10,886.27 |
11,637.49 |
|
| S3 |
9,805.57 |
10,280.24 |
11,538.43 |
|
| S4 |
8,724.87 |
9,199.54 |
11,241.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,572.99 |
11,492.29 |
1,080.70 |
9.0% |
363.86 |
3.0% |
50% |
False |
False |
|
| 10 |
12,572.99 |
11,492.29 |
1,080.70 |
9.0% |
370.51 |
3.1% |
50% |
False |
False |
|
| 20 |
13,556.67 |
11,492.29 |
2,064.38 |
17.2% |
410.39 |
3.4% |
26% |
False |
False |
|
| 40 |
15,265.42 |
11,492.29 |
3,773.13 |
31.4% |
355.81 |
3.0% |
14% |
False |
False |
|
| 60 |
15,265.42 |
11,492.29 |
3,773.13 |
31.4% |
353.54 |
2.9% |
14% |
False |
False |
|
| 80 |
15,265.42 |
11,492.29 |
3,773.13 |
31.4% |
360.35 |
3.0% |
14% |
False |
False |
|
| 100 |
16,569.62 |
11,492.29 |
5,077.33 |
42.2% |
363.05 |
3.0% |
11% |
False |
False |
|
| 120 |
16,607.19 |
11,492.29 |
5,114.90 |
42.5% |
351.67 |
2.9% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,161.52 |
|
2.618 |
12,733.86 |
|
1.618 |
12,471.81 |
|
1.000 |
12,309.86 |
|
0.618 |
12,209.76 |
|
HIGH |
12,047.81 |
|
0.618 |
11,947.71 |
|
0.500 |
11,916.79 |
|
0.382 |
11,885.86 |
|
LOW |
11,785.76 |
|
0.618 |
11,623.81 |
|
1.000 |
11,523.71 |
|
1.618 |
11,361.76 |
|
2.618 |
11,099.71 |
|
4.250 |
10,672.05 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,995.12 |
11,949.38 |
| PP |
11,955.95 |
11,864.47 |
| S1 |
11,916.79 |
11,779.57 |
|