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 |
4,367.50 |
4,308.75 |
-58.75 |
-1.3% |
4,324.25 |
High |
4,399.00 |
4,399.25 |
0.25 |
0.0% |
4,391.25 |
Low |
4,275.00 |
4,278.25 |
3.25 |
0.1% |
4,101.75 |
Close |
4,303.75 |
4,381.75 |
78.00 |
1.8% |
4,380.00 |
Range |
124.00 |
121.00 |
-3.00 |
-2.4% |
289.50 |
ATR |
111.68 |
112.34 |
0.67 |
0.6% |
0.00 |
Volume |
1,869,277 |
1,712,970 |
-156,307 |
-8.4% |
9,399,113 |
|
Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,716.00 |
4,670.00 |
4,448.25 |
|
R3 |
4,595.00 |
4,549.00 |
4,415.00 |
|
R2 |
4,474.00 |
4,474.00 |
4,404.00 |
|
R1 |
4,428.00 |
4,428.00 |
4,392.75 |
4,451.00 |
PP |
4,353.00 |
4,353.00 |
4,353.00 |
4,364.50 |
S1 |
4,307.00 |
4,307.00 |
4,370.75 |
4,330.00 |
S2 |
4,232.00 |
4,232.00 |
4,359.50 |
|
S3 |
4,111.00 |
4,186.00 |
4,348.50 |
|
S4 |
3,990.00 |
4,065.00 |
4,315.25 |
|
|
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 |
4,399.25 |
4,101.75 |
297.50 |
6.8% |
144.75 |
3.3% |
94% |
True |
False |
2,133,558 |
10 |
4,484.50 |
4,101.75 |
382.75 |
8.7% |
125.75 |
2.9% |
73% |
False |
False |
2,005,234 |
20 |
4,586.00 |
4,101.75 |
484.25 |
11.1% |
103.50 |
2.4% |
58% |
False |
False |
1,913,868 |
40 |
4,808.25 |
4,101.75 |
706.50 |
16.1% |
104.50 |
2.4% |
40% |
False |
False |
2,011,850 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.1% |
90.75 |
2.1% |
40% |
False |
False |
1,764,337 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.1% |
83.75 |
1.9% |
40% |
False |
False |
1,326,773 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.1% |
75.00 |
1.7% |
40% |
False |
False |
1,062,260 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.1% |
74.25 |
1.7% |
40% |
False |
False |
885,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,913.50 |
2.618 |
4,716.00 |
1.618 |
4,595.00 |
1.000 |
4,520.25 |
0.618 |
4,474.00 |
HIGH |
4,399.25 |
0.618 |
4,353.00 |
0.500 |
4,338.75 |
0.382 |
4,324.50 |
LOW |
4,278.25 |
0.618 |
4,203.50 |
1.000 |
4,157.25 |
1.618 |
4,082.50 |
2.618 |
3,961.50 |
4.250 |
3,764.00 |
|
|
Fisher Pivots for day following 02-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,367.50 |
4,363.00 |
PP |
4,353.00 |
4,344.25 |
S1 |
4,338.75 |
4,325.50 |
|