Trading Metrics calculated at close of trading on 04-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,818.0 |
3,710.0 |
-108.0 |
-2.8% |
3,862.0 |
High |
3,840.0 |
3,714.5 |
-125.5 |
-3.3% |
3,934.5 |
Low |
3,708.0 |
3,528.0 |
-180.0 |
-4.9% |
3,528.0 |
Close |
3,738.0 |
3,558.5 |
-179.5 |
-4.8% |
3,558.5 |
Range |
132.0 |
186.5 |
54.5 |
41.3% |
406.5 |
ATR |
126.7 |
132.7 |
5.9 |
4.7% |
0.0 |
Volume |
1,122,229 |
1,778,514 |
656,285 |
58.5% |
7,154,012 |
|
Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,159.8 |
4,045.7 |
3,661.1 |
|
R3 |
3,973.3 |
3,859.2 |
3,609.8 |
|
R2 |
3,786.8 |
3,786.8 |
3,592.7 |
|
R1 |
3,672.7 |
3,672.7 |
3,575.6 |
3,636.5 |
PP |
3,600.3 |
3,600.3 |
3,600.3 |
3,582.3 |
S1 |
3,486.2 |
3,486.2 |
3,541.4 |
3,450.0 |
S2 |
3,413.8 |
3,413.8 |
3,524.3 |
|
S3 |
3,227.3 |
3,299.7 |
3,507.2 |
|
S4 |
3,040.8 |
3,113.2 |
3,455.9 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,893.2 |
4,632.3 |
3,782.1 |
|
R3 |
4,486.7 |
4,225.8 |
3,670.3 |
|
R2 |
4,080.2 |
4,080.2 |
3,633.0 |
|
R1 |
3,819.3 |
3,819.3 |
3,595.8 |
3,746.5 |
PP |
3,673.7 |
3,673.7 |
3,673.7 |
3,637.3 |
S1 |
3,412.8 |
3,412.8 |
3,521.2 |
3,340.0 |
S2 |
3,267.2 |
3,267.2 |
3,484.0 |
|
S3 |
2,860.7 |
3,006.3 |
3,446.7 |
|
S4 |
2,454.2 |
2,599.8 |
3,334.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,934.5 |
3,528.0 |
406.5 |
11.4% |
164.6 |
4.6% |
8% |
False |
True |
1,430,802 |
10 |
4,132.0 |
3,528.0 |
604.0 |
17.0% |
152.0 |
4.3% |
5% |
False |
True |
1,391,836 |
20 |
4,230.5 |
3,528.0 |
702.5 |
19.7% |
119.6 |
3.4% |
4% |
False |
True |
1,109,358 |
40 |
4,335.5 |
3,528.0 |
807.5 |
22.7% |
102.5 |
2.9% |
4% |
False |
True |
965,475 |
60 |
4,381.5 |
3,528.0 |
853.5 |
24.0% |
88.2 |
2.5% |
4% |
False |
True |
827,100 |
80 |
4,392.5 |
3,528.0 |
864.5 |
24.3% |
81.9 |
2.3% |
4% |
False |
True |
626,273 |
100 |
4,392.5 |
3,528.0 |
864.5 |
24.3% |
71.3 |
2.0% |
4% |
False |
True |
501,711 |
120 |
4,392.5 |
3,528.0 |
864.5 |
24.3% |
68.2 |
1.9% |
4% |
False |
True |
418,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,507.1 |
2.618 |
4,202.8 |
1.618 |
4,016.3 |
1.000 |
3,901.0 |
0.618 |
3,829.8 |
HIGH |
3,714.5 |
0.618 |
3,643.3 |
0.500 |
3,621.3 |
0.382 |
3,599.2 |
LOW |
3,528.0 |
0.618 |
3,412.7 |
1.000 |
3,341.5 |
1.618 |
3,226.2 |
2.618 |
3,039.7 |
4.250 |
2,735.4 |
|
|
Fisher Pivots for day following 04-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,621.3 |
3,687.5 |
PP |
3,600.3 |
3,644.5 |
S1 |
3,579.4 |
3,601.5 |
|