Trading Metrics calculated at close of trading on 01-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,862.0 |
3,878.0 |
16.0 |
0.4% |
3,909.5 |
High |
3,934.5 |
3,922.5 |
-12.0 |
-0.3% |
4,049.5 |
Low |
3,782.0 |
3,704.0 |
-78.0 |
-2.1% |
3,749.5 |
Close |
3,927.0 |
3,770.0 |
-157.0 |
-4.0% |
3,961.5 |
Range |
152.5 |
218.5 |
66.0 |
43.3% |
300.0 |
ATR |
118.3 |
125.8 |
7.5 |
6.3% |
0.0 |
Volume |
1,436,868 |
1,361,140 |
-75,728 |
-5.3% |
5,980,495 |
|
Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,454.3 |
4,330.7 |
3,890.2 |
|
R3 |
4,235.8 |
4,112.2 |
3,830.1 |
|
R2 |
4,017.3 |
4,017.3 |
3,810.1 |
|
R1 |
3,893.7 |
3,893.7 |
3,790.0 |
3,846.3 |
PP |
3,798.8 |
3,798.8 |
3,798.8 |
3,775.1 |
S1 |
3,675.2 |
3,675.2 |
3,750.0 |
3,627.8 |
S2 |
3,580.3 |
3,580.3 |
3,729.9 |
|
S3 |
3,361.8 |
3,456.7 |
3,709.9 |
|
S4 |
3,143.3 |
3,238.2 |
3,649.8 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,820.2 |
4,690.8 |
4,126.5 |
|
R3 |
4,520.2 |
4,390.8 |
4,044.0 |
|
R2 |
4,220.2 |
4,220.2 |
4,016.5 |
|
R1 |
4,090.8 |
4,090.8 |
3,989.0 |
4,155.5 |
PP |
3,920.2 |
3,920.2 |
3,920.2 |
3,952.5 |
S1 |
3,790.8 |
3,790.8 |
3,934.0 |
3,855.5 |
S2 |
3,620.2 |
3,620.2 |
3,906.5 |
|
S3 |
3,320.2 |
3,490.8 |
3,879.0 |
|
S4 |
3,020.2 |
3,190.8 |
3,796.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,049.5 |
3,704.0 |
345.5 |
9.2% |
169.3 |
4.5% |
19% |
False |
True |
1,499,454 |
10 |
4,175.5 |
3,704.0 |
471.5 |
12.5% |
133.0 |
3.5% |
14% |
False |
True |
1,190,807 |
20 |
4,250.0 |
3,704.0 |
546.0 |
14.5% |
107.3 |
2.8% |
12% |
False |
True |
995,430 |
40 |
4,381.5 |
3,704.0 |
677.5 |
18.0% |
95.7 |
2.5% |
10% |
False |
True |
893,605 |
60 |
4,381.5 |
3,704.0 |
677.5 |
18.0% |
85.9 |
2.3% |
10% |
False |
True |
758,918 |
80 |
4,392.5 |
3,704.0 |
688.5 |
18.3% |
77.4 |
2.1% |
10% |
False |
True |
571,849 |
100 |
4,392.5 |
3,704.0 |
688.5 |
18.3% |
68.0 |
1.8% |
10% |
False |
True |
458,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,851.1 |
2.618 |
4,494.5 |
1.618 |
4,276.0 |
1.000 |
4,141.0 |
0.618 |
4,057.5 |
HIGH |
3,922.5 |
0.618 |
3,839.0 |
0.500 |
3,813.3 |
0.382 |
3,787.5 |
LOW |
3,704.0 |
0.618 |
3,569.0 |
1.000 |
3,485.5 |
1.618 |
3,350.5 |
2.618 |
3,132.0 |
4.250 |
2,775.4 |
|
|
Fisher Pivots for day following 01-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,813.3 |
3,849.3 |
PP |
3,798.8 |
3,822.8 |
S1 |
3,784.4 |
3,796.4 |
|