Trading Metrics calculated at close of trading on 09-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,186.50 |
4,153.00 |
-33.50 |
-0.8% |
4,299.50 |
High |
4,275.00 |
4,298.25 |
23.25 |
0.5% |
4,418.75 |
Low |
4,138.75 |
4,152.00 |
13.25 |
0.3% |
4,251.50 |
Close |
4,168.75 |
4,275.25 |
106.50 |
2.6% |
4,327.25 |
Range |
136.25 |
146.25 |
10.00 |
7.3% |
167.25 |
ATR |
112.86 |
115.25 |
2.38 |
2.1% |
0.00 |
Volume |
2,333,021 |
1,659,520 |
-673,501 |
-28.9% |
9,162,465 |
|
Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,680.50 |
4,624.25 |
4,355.75 |
|
R3 |
4,534.25 |
4,478.00 |
4,315.50 |
|
R2 |
4,388.00 |
4,388.00 |
4,302.00 |
|
R1 |
4,331.75 |
4,331.75 |
4,288.75 |
4,360.00 |
PP |
4,241.75 |
4,241.75 |
4,241.75 |
4,256.00 |
S1 |
4,185.50 |
4,185.50 |
4,261.75 |
4,213.50 |
S2 |
4,095.50 |
4,095.50 |
4,248.50 |
|
S3 |
3,949.25 |
4,039.25 |
4,235.00 |
|
S4 |
3,803.00 |
3,893.00 |
4,194.75 |
|
|
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 |
4,138.75 |
280.00 |
6.5% |
118.75 |
2.8% |
49% |
False |
False |
1,856,988 |
10 |
4,418.75 |
4,101.75 |
317.00 |
7.4% |
131.75 |
3.1% |
55% |
False |
False |
1,995,273 |
20 |
4,585.00 |
4,101.75 |
483.25 |
11.3% |
115.75 |
2.7% |
36% |
False |
False |
1,961,228 |
40 |
4,739.50 |
4,101.75 |
637.75 |
14.9% |
110.25 |
2.6% |
27% |
False |
False |
2,019,911 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
95.50 |
2.2% |
25% |
False |
False |
1,876,004 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
88.75 |
2.1% |
25% |
False |
False |
1,442,618 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
78.25 |
1.8% |
25% |
False |
False |
1,155,036 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
77.25 |
1.8% |
25% |
False |
False |
962,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,919.75 |
2.618 |
4,681.25 |
1.618 |
4,535.00 |
1.000 |
4,444.50 |
0.618 |
4,388.75 |
HIGH |
4,298.25 |
0.618 |
4,242.50 |
0.500 |
4,225.00 |
0.382 |
4,207.75 |
LOW |
4,152.00 |
0.618 |
4,061.50 |
1.000 |
4,005.75 |
1.618 |
3,915.25 |
2.618 |
3,769.00 |
4.250 |
3,530.50 |
|
|
Fisher Pivots for day following 09-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,258.50 |
4,260.75 |
PP |
4,241.75 |
4,246.50 |
S1 |
4,225.00 |
4,232.00 |
|