Trading Metrics calculated at close of trading on 14-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,258.50 |
4,216.00 |
-42.50 |
-1.0% |
4,308.75 |
High |
4,335.50 |
4,254.50 |
-81.00 |
-1.9% |
4,335.50 |
Low |
4,198.00 |
4,160.75 |
-37.25 |
-0.9% |
4,138.75 |
Close |
4,201.50 |
4,172.00 |
-29.50 |
-0.7% |
4,201.50 |
Range |
137.50 |
93.75 |
-43.75 |
-31.8% |
196.75 |
ATR |
114.18 |
112.72 |
-1.46 |
-1.3% |
0.00 |
Volume |
1,645,055 |
1,438,651 |
-206,404 |
-12.5% |
9,284,687 |
|
Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.00 |
4,418.25 |
4,223.50 |
|
R3 |
4,383.25 |
4,324.50 |
4,197.75 |
|
R2 |
4,289.50 |
4,289.50 |
4,189.25 |
|
R1 |
4,230.75 |
4,230.75 |
4,180.50 |
4,213.25 |
PP |
4,195.75 |
4,195.75 |
4,195.75 |
4,187.00 |
S1 |
4,137.00 |
4,137.00 |
4,163.50 |
4,119.50 |
S2 |
4,102.00 |
4,102.00 |
4,154.75 |
|
S3 |
4,008.25 |
4,043.25 |
4,146.25 |
|
S4 |
3,914.50 |
3,949.50 |
4,120.50 |
|
|
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% |
117.75 |
2.8% |
17% |
False |
False |
1,764,267 |
10 |
4,418.75 |
4,138.75 |
280.00 |
6.7% |
114.50 |
2.7% |
12% |
False |
False |
1,769,598 |
20 |
4,484.50 |
4,101.75 |
382.75 |
9.2% |
116.00 |
2.8% |
18% |
False |
False |
1,889,400 |
40 |
4,671.75 |
4,101.75 |
570.00 |
13.7% |
112.50 |
2.7% |
12% |
False |
False |
2,012,210 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.9% |
96.25 |
2.3% |
10% |
False |
False |
1,844,079 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.9% |
91.25 |
2.2% |
10% |
False |
False |
1,502,855 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.9% |
80.25 |
1.9% |
10% |
False |
False |
1,203,264 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.9% |
77.50 |
1.9% |
10% |
False |
False |
1,003,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.00 |
2.618 |
4,500.00 |
1.618 |
4,406.25 |
1.000 |
4,348.25 |
0.618 |
4,312.50 |
HIGH |
4,254.50 |
0.618 |
4,218.75 |
0.500 |
4,207.50 |
0.382 |
4,196.50 |
LOW |
4,160.75 |
0.618 |
4,102.75 |
1.000 |
4,067.00 |
1.618 |
4,009.00 |
2.618 |
3,915.25 |
4.250 |
3,762.25 |
|
|
Fisher Pivots for day following 14-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,207.50 |
4,248.00 |
PP |
4,195.75 |
4,222.75 |
S1 |
4,184.00 |
4,197.50 |
|