Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,991.54 |
1,995.90 |
4.36 |
0.2% |
1,971.92 |
High |
2,007.06 |
1,997.88 |
-9.18 |
-0.5% |
2,065.89 |
Low |
1,970.94 |
1,961.00 |
-9.94 |
-0.5% |
1,961.00 |
Close |
1,995.81 |
1,986.18 |
-9.63 |
-0.5% |
1,986.18 |
Range |
36.12 |
36.88 |
0.76 |
2.1% |
104.89 |
ATR |
35.56 |
35.65 |
0.09 |
0.3% |
0.00 |
Volume |
6,122 |
6,189 |
67 |
1.1% |
30,519 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.33 |
2,076.13 |
2,006.46 |
|
R3 |
2,055.45 |
2,039.25 |
1,996.32 |
|
R2 |
2,018.57 |
2,018.57 |
1,992.94 |
|
R1 |
2,002.37 |
2,002.37 |
1,989.56 |
1,992.03 |
PP |
1,981.69 |
1,981.69 |
1,981.69 |
1,976.52 |
S1 |
1,965.49 |
1,965.49 |
1,982.80 |
1,955.15 |
S2 |
1,944.81 |
1,944.81 |
1,979.42 |
|
S3 |
1,907.93 |
1,928.61 |
1,976.04 |
|
S4 |
1,871.05 |
1,891.73 |
1,965.90 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,319.03 |
2,257.49 |
2,043.87 |
|
R3 |
2,214.14 |
2,152.60 |
2,015.02 |
|
R2 |
2,109.25 |
2,109.25 |
2,005.41 |
|
R1 |
2,047.71 |
2,047.71 |
1,995.79 |
2,078.48 |
PP |
2,004.36 |
2,004.36 |
2,004.36 |
2,019.74 |
S1 |
1,942.82 |
1,942.82 |
1,976.57 |
1,973.59 |
S2 |
1,899.47 |
1,899.47 |
1,966.95 |
|
S3 |
1,794.58 |
1,837.93 |
1,957.34 |
|
S4 |
1,689.69 |
1,733.04 |
1,928.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,065.89 |
1,961.00 |
104.89 |
5.3% |
53.88 |
2.7% |
24% |
False |
True |
6,103 |
10 |
2,065.89 |
1,889.12 |
176.77 |
8.9% |
42.82 |
2.2% |
55% |
False |
False |
6,211 |
20 |
2,065.89 |
1,822.09 |
243.80 |
12.3% |
37.92 |
1.9% |
67% |
False |
False |
6,310 |
40 |
2,065.89 |
1,780.75 |
285.14 |
14.4% |
27.57 |
1.4% |
72% |
False |
False |
6,531 |
60 |
2,065.89 |
1,759.35 |
306.54 |
15.4% |
24.09 |
1.2% |
74% |
False |
False |
6,375 |
80 |
2,065.89 |
1,759.35 |
306.54 |
15.4% |
23.04 |
1.2% |
74% |
False |
False |
6,346 |
100 |
2,065.89 |
1,759.35 |
306.54 |
15.4% |
22.50 |
1.1% |
74% |
False |
False |
6,329 |
120 |
2,065.89 |
1,722.02 |
343.87 |
17.3% |
22.25 |
1.1% |
77% |
False |
False |
6,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,154.62 |
2.618 |
2,094.43 |
1.618 |
2,057.55 |
1.000 |
2,034.76 |
0.618 |
2,020.67 |
HIGH |
1,997.88 |
0.618 |
1,983.79 |
0.500 |
1,979.44 |
0.382 |
1,975.09 |
LOW |
1,961.00 |
0.618 |
1,938.21 |
1.000 |
1,924.12 |
1.618 |
1,901.33 |
2.618 |
1,864.45 |
4.250 |
1,804.26 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,983.93 |
2,008.91 |
PP |
1,981.69 |
2,001.33 |
S1 |
1,979.44 |
1,993.76 |
|