Trading Metrics calculated at close of trading on 07-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,366.50 |
4,308.75 |
-57.75 |
-1.3% |
4,299.50 |
High |
4,374.50 |
4,325.25 |
-49.25 |
-1.1% |
4,418.75 |
Low |
4,281.25 |
4,185.25 |
-96.00 |
-2.2% |
4,251.50 |
Close |
4,327.25 |
4,198.50 |
-128.75 |
-3.0% |
4,327.25 |
Range |
93.25 |
140.00 |
46.75 |
50.1% |
167.25 |
ATR |
108.68 |
111.06 |
2.38 |
2.2% |
0.00 |
Volume |
1,842,722 |
1,902,001 |
59,279 |
3.2% |
9,162,465 |
|
Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,656.25 |
4,567.50 |
4,275.50 |
|
R3 |
4,516.25 |
4,427.50 |
4,237.00 |
|
R2 |
4,376.25 |
4,376.25 |
4,224.25 |
|
R1 |
4,287.50 |
4,287.50 |
4,211.25 |
4,262.00 |
PP |
4,236.25 |
4,236.25 |
4,236.25 |
4,223.50 |
S1 |
4,147.50 |
4,147.50 |
4,185.75 |
4,122.00 |
S2 |
4,096.25 |
4,096.25 |
4,172.75 |
|
S3 |
3,956.25 |
4,007.50 |
4,160.00 |
|
S4 |
3,816.25 |
3,867.50 |
4,121.50 |
|
|
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 |
4,185.25 |
233.50 |
5.6% |
111.25 |
2.6% |
6% |
False |
True |
1,774,929 |
10 |
4,418.75 |
4,101.75 |
317.00 |
7.6% |
131.00 |
3.1% |
31% |
False |
False |
2,046,357 |
20 |
4,585.00 |
4,101.75 |
483.25 |
11.5% |
107.50 |
2.6% |
20% |
False |
False |
1,909,347 |
40 |
4,739.50 |
4,101.75 |
637.75 |
15.2% |
107.25 |
2.6% |
15% |
False |
False |
2,016,358 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
92.25 |
2.2% |
14% |
False |
False |
1,847,217 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
86.25 |
2.1% |
14% |
False |
False |
1,392,791 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
76.75 |
1.8% |
14% |
False |
False |
1,115,151 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
75.50 |
1.8% |
14% |
False |
False |
929,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,920.25 |
2.618 |
4,691.75 |
1.618 |
4,551.75 |
1.000 |
4,465.25 |
0.618 |
4,411.75 |
HIGH |
4,325.25 |
0.618 |
4,271.75 |
0.500 |
4,255.25 |
0.382 |
4,238.75 |
LOW |
4,185.25 |
0.618 |
4,098.75 |
1.000 |
4,045.25 |
1.618 |
3,958.75 |
2.618 |
3,818.75 |
4.250 |
3,590.25 |
|
|
Fisher Pivots for day following 07-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,255.25 |
4,302.00 |
PP |
4,236.25 |
4,267.50 |
S1 |
4,217.50 |
4,233.00 |
|