Trading Metrics calculated at close of trading on 03-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,748.5 |
3,818.0 |
69.5 |
1.9% |
3,909.5 |
High |
3,847.0 |
3,840.0 |
-7.0 |
-0.2% |
4,049.5 |
Low |
3,713.5 |
3,708.0 |
-5.5 |
-0.1% |
3,749.5 |
Close |
3,828.5 |
3,738.0 |
-90.5 |
-2.4% |
3,961.5 |
Range |
133.5 |
132.0 |
-1.5 |
-1.1% |
300.0 |
ATR |
126.3 |
126.7 |
0.4 |
0.3% |
0.0 |
Volume |
1,455,261 |
1,122,229 |
-333,032 |
-22.9% |
5,980,495 |
|
Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,158.0 |
4,080.0 |
3,810.6 |
|
R3 |
4,026.0 |
3,948.0 |
3,774.3 |
|
R2 |
3,894.0 |
3,894.0 |
3,762.2 |
|
R1 |
3,816.0 |
3,816.0 |
3,750.1 |
3,789.0 |
PP |
3,762.0 |
3,762.0 |
3,762.0 |
3,748.5 |
S1 |
3,684.0 |
3,684.0 |
3,725.9 |
3,657.0 |
S2 |
3,630.0 |
3,630.0 |
3,713.8 |
|
S3 |
3,498.0 |
3,552.0 |
3,701.7 |
|
S4 |
3,366.0 |
3,420.0 |
3,665.4 |
|
|
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 |
7.8% |
161.5 |
4.3% |
12% |
False |
False |
1,337,446 |
10 |
4,153.5 |
3,704.0 |
449.5 |
12.0% |
141.4 |
3.8% |
8% |
False |
False |
1,292,168 |
20 |
4,230.5 |
3,704.0 |
526.5 |
14.1% |
115.5 |
3.1% |
6% |
False |
False |
1,062,939 |
40 |
4,381.5 |
3,704.0 |
677.5 |
18.1% |
99.3 |
2.7% |
5% |
False |
False |
933,160 |
60 |
4,381.5 |
3,704.0 |
677.5 |
18.1% |
87.4 |
2.3% |
5% |
False |
False |
799,681 |
80 |
4,392.5 |
3,704.0 |
688.5 |
18.4% |
79.9 |
2.1% |
5% |
False |
False |
604,066 |
100 |
4,392.5 |
3,704.0 |
688.5 |
18.4% |
69.7 |
1.9% |
5% |
False |
False |
483,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,401.0 |
2.618 |
4,185.6 |
1.618 |
4,053.6 |
1.000 |
3,972.0 |
0.618 |
3,921.6 |
HIGH |
3,840.0 |
0.618 |
3,789.6 |
0.500 |
3,774.0 |
0.382 |
3,758.4 |
LOW |
3,708.0 |
0.618 |
3,626.4 |
1.000 |
3,576.0 |
1.618 |
3,494.4 |
2.618 |
3,362.4 |
4.250 |
3,147.0 |
|
|
Fisher Pivots for day following 03-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,774.0 |
3,813.3 |
PP |
3,762.0 |
3,788.2 |
S1 |
3,750.0 |
3,763.1 |
|