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 |
4,299.50 |
4,367.50 |
68.00 |
1.6% |
4,324.25 |
High |
4,385.50 |
4,399.00 |
13.50 |
0.3% |
4,391.25 |
Low |
4,251.50 |
4,275.00 |
23.50 |
0.6% |
4,101.75 |
Close |
4,368.00 |
4,303.75 |
-64.25 |
-1.5% |
4,380.00 |
Range |
134.00 |
124.00 |
-10.00 |
-7.5% |
289.50 |
ATR |
110.73 |
111.68 |
0.95 |
0.9% |
0.00 |
Volume |
2,189,820 |
1,869,277 |
-320,543 |
-14.6% |
9,399,113 |
|
Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,698.00 |
4,624.75 |
4,372.00 |
|
R3 |
4,574.00 |
4,500.75 |
4,337.75 |
|
R2 |
4,450.00 |
4,450.00 |
4,326.50 |
|
R1 |
4,376.75 |
4,376.75 |
4,315.00 |
4,351.50 |
PP |
4,326.00 |
4,326.00 |
4,326.00 |
4,313.25 |
S1 |
4,252.75 |
4,252.75 |
4,292.50 |
4,227.50 |
S2 |
4,202.00 |
4,202.00 |
4,281.00 |
|
S3 |
4,078.00 |
4,128.75 |
4,269.75 |
|
S4 |
3,954.00 |
4,004.75 |
4,235.50 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,159.50 |
5,059.25 |
4,539.25 |
|
R3 |
4,870.00 |
4,769.75 |
4,459.50 |
|
R2 |
4,580.50 |
4,580.50 |
4,433.00 |
|
R1 |
4,480.25 |
4,480.25 |
4,406.50 |
4,530.50 |
PP |
4,291.00 |
4,291.00 |
4,291.00 |
4,316.00 |
S1 |
4,190.75 |
4,190.75 |
4,353.50 |
4,241.00 |
S2 |
4,001.50 |
4,001.50 |
4,327.00 |
|
S3 |
3,712.00 |
3,901.25 |
4,300.50 |
|
S4 |
3,422.50 |
3,611.75 |
4,220.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,399.00 |
4,101.75 |
297.25 |
6.9% |
147.25 |
3.4% |
68% |
True |
False |
2,173,810 |
10 |
4,484.50 |
4,101.75 |
382.75 |
8.9% |
122.25 |
2.8% |
53% |
False |
False |
1,986,268 |
20 |
4,586.00 |
4,101.75 |
484.25 |
11.3% |
101.50 |
2.4% |
42% |
False |
False |
1,909,127 |
40 |
4,808.25 |
4,101.75 |
706.50 |
16.4% |
102.50 |
2.4% |
29% |
False |
False |
2,002,085 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.4% |
90.75 |
2.1% |
29% |
False |
False |
1,736,978 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.4% |
82.50 |
1.9% |
29% |
False |
False |
1,305,510 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.4% |
74.50 |
1.7% |
29% |
False |
False |
1,045,159 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.4% |
73.75 |
1.7% |
29% |
False |
False |
871,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,926.00 |
2.618 |
4,723.75 |
1.618 |
4,599.75 |
1.000 |
4,523.00 |
0.618 |
4,475.75 |
HIGH |
4,399.00 |
0.618 |
4,351.75 |
0.500 |
4,337.00 |
0.382 |
4,322.25 |
LOW |
4,275.00 |
0.618 |
4,198.25 |
1.000 |
4,151.00 |
1.618 |
4,074.25 |
2.618 |
3,950.25 |
4.250 |
3,748.00 |
|
|
Fisher Pivots for day following 01-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,337.00 |
4,313.25 |
PP |
4,326.00 |
4,310.00 |
S1 |
4,314.75 |
4,307.00 |
|