Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,919.33 |
1,932.54 |
13.21 |
0.7% |
1,924.78 |
High |
1,937.43 |
1,948.51 |
11.08 |
0.6% |
1,964.91 |
Low |
1,916.31 |
1,919.96 |
3.65 |
0.2% |
1,911.83 |
Close |
1,932.57 |
1,936.87 |
4.30 |
0.2% |
1,957.02 |
Range |
21.12 |
28.55 |
7.43 |
35.2% |
53.08 |
ATR |
31.36 |
31.16 |
-0.20 |
-0.6% |
0.00 |
Volume |
6,705 |
7,039 |
334 |
5.0% |
31,657 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.76 |
2,007.37 |
1,952.57 |
|
R3 |
1,992.21 |
1,978.82 |
1,944.72 |
|
R2 |
1,963.66 |
1,963.66 |
1,942.10 |
|
R1 |
1,950.27 |
1,950.27 |
1,939.49 |
1,956.97 |
PP |
1,935.11 |
1,935.11 |
1,935.11 |
1,938.46 |
S1 |
1,921.72 |
1,921.72 |
1,934.25 |
1,928.42 |
S2 |
1,906.56 |
1,906.56 |
1,931.64 |
|
S3 |
1,878.01 |
1,893.17 |
1,929.02 |
|
S4 |
1,849.46 |
1,864.62 |
1,921.17 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,103.83 |
2,083.50 |
1,986.21 |
|
R3 |
2,050.75 |
2,030.42 |
1,971.62 |
|
R2 |
1,997.67 |
1,997.67 |
1,966.75 |
|
R1 |
1,977.34 |
1,977.34 |
1,961.89 |
1,987.51 |
PP |
1,944.59 |
1,944.59 |
1,944.59 |
1,949.67 |
S1 |
1,924.26 |
1,924.26 |
1,952.15 |
1,934.43 |
S2 |
1,891.51 |
1,891.51 |
1,947.29 |
|
S3 |
1,838.43 |
1,871.18 |
1,942.42 |
|
S4 |
1,785.35 |
1,818.10 |
1,927.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,963.42 |
1,891.85 |
71.57 |
3.7% |
28.65 |
1.5% |
63% |
False |
False |
6,770 |
10 |
1,964.91 |
1,891.85 |
73.06 |
3.8% |
27.38 |
1.4% |
62% |
False |
False |
6,571 |
20 |
2,065.89 |
1,891.85 |
174.04 |
9.0% |
35.69 |
1.8% |
26% |
False |
False |
6,363 |
40 |
2,065.89 |
1,789.86 |
276.03 |
14.3% |
31.46 |
1.6% |
53% |
False |
False |
6,395 |
60 |
2,065.89 |
1,780.75 |
285.14 |
14.7% |
26.88 |
1.4% |
55% |
False |
False |
6,459 |
80 |
2,065.89 |
1,759.35 |
306.54 |
15.8% |
24.19 |
1.2% |
58% |
False |
False |
6,398 |
100 |
2,065.89 |
1,759.35 |
306.54 |
15.8% |
23.73 |
1.2% |
58% |
False |
False |
6,349 |
120 |
2,065.89 |
1,750.62 |
315.27 |
16.3% |
23.11 |
1.2% |
59% |
False |
False |
6,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,069.85 |
2.618 |
2,023.25 |
1.618 |
1,994.70 |
1.000 |
1,977.06 |
0.618 |
1,966.15 |
HIGH |
1,948.51 |
0.618 |
1,937.60 |
0.500 |
1,934.24 |
0.382 |
1,930.87 |
LOW |
1,919.96 |
0.618 |
1,902.32 |
1.000 |
1,891.41 |
1.618 |
1,873.77 |
2.618 |
1,845.22 |
4.250 |
1,798.62 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,935.99 |
1,931.31 |
PP |
1,935.11 |
1,925.74 |
S1 |
1,934.24 |
1,920.18 |
|