Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,279.00 |
4,258.50 |
-20.50 |
-0.5% |
4,308.75 |
High |
4,282.25 |
4,335.50 |
53.25 |
1.2% |
4,335.50 |
Low |
4,207.00 |
4,198.00 |
-9.00 |
-0.2% |
4,138.75 |
Close |
4,257.25 |
4,201.50 |
-55.75 |
-1.3% |
4,201.50 |
Range |
75.25 |
137.50 |
62.25 |
82.7% |
196.75 |
ATR |
112.39 |
114.18 |
1.79 |
1.6% |
0.00 |
Volume |
1,745,090 |
1,645,055 |
-100,035 |
-5.7% |
9,284,687 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.50 |
4,567.00 |
4,277.00 |
|
R3 |
4,520.00 |
4,429.50 |
4,239.25 |
|
R2 |
4,382.50 |
4,382.50 |
4,226.75 |
|
R1 |
4,292.00 |
4,292.00 |
4,214.00 |
4,268.50 |
PP |
4,245.00 |
4,245.00 |
4,245.00 |
4,233.25 |
S1 |
4,154.50 |
4,154.50 |
4,189.00 |
4,131.00 |
S2 |
4,107.50 |
4,107.50 |
4,176.25 |
|
S3 |
3,970.00 |
4,017.00 |
4,163.75 |
|
S4 |
3,832.50 |
3,879.50 |
4,126.00 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,815.50 |
4,705.25 |
4,309.75 |
|
R3 |
4,618.75 |
4,508.50 |
4,255.50 |
|
R2 |
4,422.00 |
4,422.00 |
4,237.50 |
|
R1 |
4,311.75 |
4,311.75 |
4,219.50 |
4,268.50 |
PP |
4,225.25 |
4,225.25 |
4,225.25 |
4,203.50 |
S1 |
4,115.00 |
4,115.00 |
4,183.50 |
4,071.75 |
S2 |
4,028.50 |
4,028.50 |
4,165.50 |
|
S3 |
3,831.75 |
3,918.25 |
4,147.50 |
|
S4 |
3,635.00 |
3,721.50 |
4,093.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,335.50 |
4,138.75 |
196.75 |
4.7% |
127.00 |
3.0% |
32% |
True |
False |
1,856,937 |
10 |
4,418.75 |
4,138.75 |
280.00 |
6.7% |
118.50 |
2.8% |
22% |
False |
False |
1,844,715 |
20 |
4,520.50 |
4,101.75 |
418.75 |
10.0% |
117.50 |
2.8% |
24% |
False |
False |
1,941,419 |
40 |
4,736.25 |
4,101.75 |
634.50 |
15.1% |
112.50 |
2.7% |
16% |
False |
False |
2,021,859 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
96.50 |
2.3% |
14% |
False |
False |
1,855,038 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
90.50 |
2.2% |
14% |
False |
False |
1,484,910 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
79.75 |
1.9% |
14% |
False |
False |
1,188,903 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.8% |
77.25 |
1.8% |
14% |
False |
False |
991,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,920.00 |
2.618 |
4,695.50 |
1.618 |
4,558.00 |
1.000 |
4,473.00 |
0.618 |
4,420.50 |
HIGH |
4,335.50 |
0.618 |
4,283.00 |
0.500 |
4,266.75 |
0.382 |
4,250.50 |
LOW |
4,198.00 |
0.618 |
4,113.00 |
1.000 |
4,060.50 |
1.618 |
3,975.50 |
2.618 |
3,838.00 |
4.250 |
3,613.50 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,266.75 |
4,243.75 |
PP |
4,245.00 |
4,229.75 |
S1 |
4,223.25 |
4,215.50 |
|