Trading Metrics calculated at close of trading on 02-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,878.0 |
3,748.5 |
-129.5 |
-3.3% |
3,909.5 |
High |
3,922.5 |
3,847.0 |
-75.5 |
-1.9% |
4,049.5 |
Low |
3,704.0 |
3,713.5 |
9.5 |
0.3% |
3,749.5 |
Close |
3,770.0 |
3,828.5 |
58.5 |
1.6% |
3,961.5 |
Range |
218.5 |
133.5 |
-85.0 |
-38.9% |
300.0 |
ATR |
125.8 |
126.3 |
0.6 |
0.4% |
0.0 |
Volume |
1,361,140 |
1,455,261 |
94,121 |
6.9% |
5,980,495 |
|
Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,196.8 |
4,146.2 |
3,901.9 |
|
R3 |
4,063.3 |
4,012.7 |
3,865.2 |
|
R2 |
3,929.8 |
3,929.8 |
3,853.0 |
|
R1 |
3,879.2 |
3,879.2 |
3,840.7 |
3,904.5 |
PP |
3,796.3 |
3,796.3 |
3,796.3 |
3,809.0 |
S1 |
3,745.7 |
3,745.7 |
3,816.3 |
3,771.0 |
S2 |
3,662.8 |
3,662.8 |
3,804.0 |
|
S3 |
3,529.3 |
3,612.2 |
3,791.8 |
|
S4 |
3,395.8 |
3,478.7 |
3,755.1 |
|
|
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 |
3,994.5 |
3,704.0 |
290.5 |
7.6% |
172.1 |
4.5% |
43% |
False |
False |
1,579,354 |
10 |
4,175.5 |
3,704.0 |
471.5 |
12.3% |
134.8 |
3.5% |
26% |
False |
False |
1,243,665 |
20 |
4,250.0 |
3,704.0 |
546.0 |
14.3% |
111.2 |
2.9% |
23% |
False |
False |
1,032,419 |
40 |
4,381.5 |
3,704.0 |
677.5 |
17.7% |
97.5 |
2.5% |
18% |
False |
False |
918,612 |
60 |
4,381.5 |
3,704.0 |
677.5 |
17.7% |
86.5 |
2.3% |
18% |
False |
False |
782,013 |
80 |
4,392.5 |
3,704.0 |
688.5 |
18.0% |
78.5 |
2.0% |
18% |
False |
False |
590,038 |
100 |
4,392.5 |
3,704.0 |
688.5 |
18.0% |
68.6 |
1.8% |
18% |
False |
False |
472,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,414.4 |
2.618 |
4,196.5 |
1.618 |
4,063.0 |
1.000 |
3,980.5 |
0.618 |
3,929.5 |
HIGH |
3,847.0 |
0.618 |
3,796.0 |
0.500 |
3,780.3 |
0.382 |
3,764.5 |
LOW |
3,713.5 |
0.618 |
3,631.0 |
1.000 |
3,580.0 |
1.618 |
3,497.5 |
2.618 |
3,364.0 |
4.250 |
3,146.1 |
|
|
Fisher Pivots for day following 02-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,812.4 |
3,825.4 |
PP |
3,796.3 |
3,822.3 |
S1 |
3,780.3 |
3,819.3 |
|