Trading Metrics calculated at close of trading on 10-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,153.00 |
4,279.00 |
126.00 |
3.0% |
4,299.50 |
High |
4,298.25 |
4,282.25 |
-16.00 |
-0.4% |
4,418.75 |
Low |
4,152.00 |
4,207.00 |
55.00 |
1.3% |
4,251.50 |
Close |
4,275.25 |
4,257.25 |
-18.00 |
-0.4% |
4,327.25 |
Range |
146.25 |
75.25 |
-71.00 |
-48.5% |
167.25 |
ATR |
115.25 |
112.39 |
-2.86 |
-2.5% |
0.00 |
Volume |
1,659,520 |
1,745,090 |
85,570 |
5.2% |
9,162,465 |
|
Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,474.50 |
4,441.25 |
4,298.75 |
|
R3 |
4,399.25 |
4,366.00 |
4,278.00 |
|
R2 |
4,324.00 |
4,324.00 |
4,271.00 |
|
R1 |
4,290.75 |
4,290.75 |
4,264.25 |
4,269.75 |
PP |
4,248.75 |
4,248.75 |
4,248.75 |
4,238.50 |
S1 |
4,215.50 |
4,215.50 |
4,250.25 |
4,194.50 |
S2 |
4,173.50 |
4,173.50 |
4,243.50 |
|
S3 |
4,098.25 |
4,140.25 |
4,236.50 |
|
S4 |
4,023.00 |
4,065.00 |
4,215.75 |
|
|
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 |
4,374.50 |
4,138.75 |
235.75 |
5.5% |
118.25 |
2.8% |
50% |
False |
False |
1,896,470 |
10 |
4,418.75 |
4,138.75 |
280.00 |
6.6% |
120.50 |
2.8% |
42% |
False |
False |
1,875,249 |
20 |
4,583.75 |
4,101.75 |
482.00 |
11.3% |
116.00 |
2.7% |
32% |
False |
False |
1,979,317 |
40 |
4,739.50 |
4,101.75 |
637.75 |
15.0% |
110.25 |
2.6% |
24% |
False |
False |
2,020,313 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
95.50 |
2.2% |
22% |
False |
False |
1,865,905 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
89.25 |
2.1% |
22% |
False |
False |
1,464,394 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
78.75 |
1.8% |
22% |
False |
False |
1,172,466 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
77.25 |
1.8% |
22% |
False |
False |
977,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,602.00 |
2.618 |
4,479.25 |
1.618 |
4,404.00 |
1.000 |
4,357.50 |
0.618 |
4,328.75 |
HIGH |
4,282.25 |
0.618 |
4,253.50 |
0.500 |
4,244.50 |
0.382 |
4,235.75 |
LOW |
4,207.00 |
0.618 |
4,160.50 |
1.000 |
4,131.75 |
1.618 |
4,085.25 |
2.618 |
4,010.00 |
4.250 |
3,887.25 |
|
|
Fisher Pivots for day following 10-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,253.00 |
4,244.25 |
PP |
4,248.75 |
4,231.50 |
S1 |
4,244.50 |
4,218.50 |
|