Trading Metrics calculated at close of trading on 24-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,920.90 |
1,944.07 |
23.17 |
1.2% |
1,987.53 |
High |
1,946.59 |
1,964.91 |
18.32 |
0.9% |
1,987.57 |
Low |
1,915.64 |
1,937.83 |
22.19 |
1.2% |
1,901.79 |
Close |
1,944.20 |
1,957.00 |
12.80 |
0.7% |
1,920.29 |
Range |
30.95 |
27.08 |
-3.87 |
-12.5% |
85.78 |
ATR |
32.68 |
32.28 |
-0.40 |
-1.2% |
0.00 |
Volume |
6,292 |
6,376 |
84 |
1.3% |
31,144 |
|
Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.49 |
2,022.82 |
1,971.89 |
|
R3 |
2,007.41 |
1,995.74 |
1,964.45 |
|
R2 |
1,980.33 |
1,980.33 |
1,961.96 |
|
R1 |
1,968.66 |
1,968.66 |
1,959.48 |
1,974.50 |
PP |
1,953.25 |
1,953.25 |
1,953.25 |
1,956.16 |
S1 |
1,941.58 |
1,941.58 |
1,954.52 |
1,947.42 |
S2 |
1,926.17 |
1,926.17 |
1,952.04 |
|
S3 |
1,899.09 |
1,914.50 |
1,949.55 |
|
S4 |
1,872.01 |
1,887.42 |
1,942.11 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,193.89 |
2,142.87 |
1,967.47 |
|
R3 |
2,108.11 |
2,057.09 |
1,943.88 |
|
R2 |
2,022.33 |
2,022.33 |
1,936.02 |
|
R1 |
1,971.31 |
1,971.31 |
1,928.15 |
1,953.93 |
PP |
1,936.55 |
1,936.55 |
1,936.55 |
1,927.86 |
S1 |
1,885.53 |
1,885.53 |
1,912.43 |
1,868.15 |
S2 |
1,850.77 |
1,850.77 |
1,904.56 |
|
S3 |
1,764.99 |
1,799.75 |
1,896.70 |
|
S4 |
1,679.21 |
1,713.97 |
1,873.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,964.91 |
1,911.83 |
53.08 |
2.7% |
26.10 |
1.3% |
85% |
True |
False |
6,371 |
10 |
1,997.88 |
1,901.79 |
96.09 |
4.9% |
30.14 |
1.5% |
57% |
False |
False |
6,275 |
20 |
2,065.89 |
1,883.34 |
182.55 |
9.3% |
36.46 |
1.9% |
40% |
False |
False |
6,277 |
40 |
2,065.89 |
1,780.75 |
285.14 |
14.6% |
30.10 |
1.5% |
62% |
False |
False |
6,420 |
60 |
2,065.89 |
1,780.75 |
285.14 |
14.6% |
26.18 |
1.3% |
62% |
False |
False |
6,397 |
80 |
2,065.89 |
1,759.35 |
306.54 |
15.7% |
23.69 |
1.2% |
64% |
False |
False |
6,361 |
100 |
2,065.89 |
1,759.35 |
306.54 |
15.7% |
23.40 |
1.2% |
64% |
False |
False |
6,332 |
120 |
2,065.89 |
1,746.60 |
319.29 |
16.3% |
22.74 |
1.2% |
66% |
False |
False |
6,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,080.00 |
2.618 |
2,035.81 |
1.618 |
2,008.73 |
1.000 |
1,991.99 |
0.618 |
1,981.65 |
HIGH |
1,964.91 |
0.618 |
1,954.57 |
0.500 |
1,951.37 |
0.382 |
1,948.17 |
LOW |
1,937.83 |
0.618 |
1,921.09 |
1.000 |
1,910.75 |
1.618 |
1,894.01 |
2.618 |
1,866.93 |
4.250 |
1,822.74 |
|
|
Fisher Pivots for day following 24-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,955.12 |
1,950.79 |
PP |
1,953.25 |
1,944.58 |
S1 |
1,951.37 |
1,938.37 |
|