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 |
4,373.75 |
4,366.50 |
-7.25 |
-0.2% |
4,299.50 |
High |
4,418.75 |
4,374.50 |
-44.25 |
-1.0% |
4,418.75 |
Low |
4,341.00 |
4,281.25 |
-59.75 |
-1.4% |
4,251.50 |
Close |
4,359.25 |
4,327.25 |
-32.00 |
-0.7% |
4,327.25 |
Range |
77.75 |
93.25 |
15.50 |
19.9% |
167.25 |
ATR |
109.87 |
108.68 |
-1.19 |
-1.1% |
0.00 |
Volume |
1,547,676 |
1,842,722 |
295,046 |
19.1% |
9,162,465 |
|
Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,607.50 |
4,560.50 |
4,378.50 |
|
R3 |
4,514.25 |
4,467.25 |
4,353.00 |
|
R2 |
4,421.00 |
4,421.00 |
4,344.25 |
|
R1 |
4,374.00 |
4,374.00 |
4,335.75 |
4,351.00 |
PP |
4,327.75 |
4,327.75 |
4,327.75 |
4,316.00 |
S1 |
4,280.75 |
4,280.75 |
4,318.75 |
4,257.50 |
S2 |
4,234.50 |
4,234.50 |
4,310.25 |
|
S3 |
4,141.25 |
4,187.50 |
4,301.50 |
|
S4 |
4,048.00 |
4,094.25 |
4,276.00 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,834.25 |
4,748.00 |
4,419.25 |
|
R3 |
4,667.00 |
4,580.75 |
4,373.25 |
|
R2 |
4,499.75 |
4,499.75 |
4,358.00 |
|
R1 |
4,413.50 |
4,413.50 |
4,342.50 |
4,456.50 |
PP |
4,332.50 |
4,332.50 |
4,332.50 |
4,354.00 |
S1 |
4,246.25 |
4,246.25 |
4,312.00 |
4,289.50 |
S2 |
4,165.25 |
4,165.25 |
4,296.50 |
|
S3 |
3,998.00 |
4,079.00 |
4,281.25 |
|
S4 |
3,830.75 |
3,911.75 |
4,235.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,418.75 |
4,251.50 |
167.25 |
3.9% |
110.00 |
2.5% |
45% |
False |
False |
1,832,493 |
10 |
4,418.75 |
4,101.75 |
317.00 |
7.3% |
126.00 |
2.9% |
71% |
False |
False |
2,038,616 |
20 |
4,585.00 |
4,101.75 |
483.25 |
11.2% |
105.25 |
2.4% |
47% |
False |
False |
1,912,141 |
40 |
4,739.50 |
4,101.75 |
637.75 |
14.7% |
105.00 |
2.4% |
35% |
False |
False |
2,015,381 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.3% |
90.50 |
2.1% |
32% |
False |
False |
1,818,396 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.3% |
85.00 |
2.0% |
32% |
False |
False |
1,369,056 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.3% |
75.75 |
1.8% |
32% |
False |
False |
1,096,145 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.3% |
74.75 |
1.7% |
32% |
False |
False |
913,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,770.75 |
2.618 |
4,618.75 |
1.618 |
4,525.50 |
1.000 |
4,467.75 |
0.618 |
4,432.25 |
HIGH |
4,374.50 |
0.618 |
4,339.00 |
0.500 |
4,328.00 |
0.382 |
4,316.75 |
LOW |
4,281.25 |
0.618 |
4,223.50 |
1.000 |
4,188.00 |
1.618 |
4,130.25 |
2.618 |
4,037.00 |
4.250 |
3,885.00 |
|
|
Fisher Pivots for day following 04-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,328.00 |
4,348.50 |
PP |
4,327.75 |
4,341.50 |
S1 |
4,327.50 |
4,334.25 |
|