Trading Metrics calculated at close of trading on 15-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,216.00 |
4,180.25 |
-35.75 |
-0.8% |
4,308.75 |
High |
4,254.50 |
4,271.50 |
17.00 |
0.4% |
4,335.50 |
Low |
4,160.75 |
4,138.00 |
-22.75 |
-0.5% |
4,138.75 |
Close |
4,172.00 |
4,262.00 |
90.00 |
2.2% |
4,201.50 |
Range |
93.75 |
133.50 |
39.75 |
42.4% |
196.75 |
ATR |
112.72 |
114.21 |
1.48 |
1.3% |
0.00 |
Volume |
1,438,651 |
1,085,846 |
-352,805 |
-24.5% |
9,284,687 |
|
Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.25 |
4,576.75 |
4,335.50 |
|
R3 |
4,490.75 |
4,443.25 |
4,298.75 |
|
R2 |
4,357.25 |
4,357.25 |
4,286.50 |
|
R1 |
4,309.75 |
4,309.75 |
4,274.25 |
4,333.50 |
PP |
4,223.75 |
4,223.75 |
4,223.75 |
4,235.75 |
S1 |
4,176.25 |
4,176.25 |
4,249.75 |
4,200.00 |
S2 |
4,090.25 |
4,090.25 |
4,237.50 |
|
S3 |
3,956.75 |
4,042.75 |
4,225.25 |
|
S4 |
3,823.25 |
3,909.25 |
4,188.50 |
|
|
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 |
4,138.00 |
197.50 |
4.6% |
117.25 |
2.8% |
63% |
False |
True |
1,514,832 |
10 |
4,418.75 |
4,138.00 |
280.75 |
6.6% |
115.50 |
2.7% |
44% |
False |
True |
1,691,255 |
20 |
4,484.50 |
4,101.75 |
382.75 |
9.0% |
119.00 |
2.8% |
42% |
False |
False |
1,838,761 |
40 |
4,671.75 |
4,101.75 |
570.00 |
13.4% |
114.25 |
2.7% |
28% |
False |
False |
1,989,091 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
96.75 |
2.3% |
23% |
False |
False |
1,826,326 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
92.50 |
2.2% |
23% |
False |
False |
1,516,399 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
81.25 |
1.9% |
23% |
False |
False |
1,214,103 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.6% |
78.00 |
1.8% |
23% |
False |
False |
1,012,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,839.00 |
2.618 |
4,621.00 |
1.618 |
4,487.50 |
1.000 |
4,405.00 |
0.618 |
4,354.00 |
HIGH |
4,271.50 |
0.618 |
4,220.50 |
0.500 |
4,204.75 |
0.382 |
4,189.00 |
LOW |
4,138.00 |
0.618 |
4,055.50 |
1.000 |
4,004.50 |
1.618 |
3,922.00 |
2.618 |
3,788.50 |
4.250 |
3,570.50 |
|
|
Fisher Pivots for day following 15-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,243.00 |
4,253.50 |
PP |
4,223.75 |
4,245.25 |
S1 |
4,204.75 |
4,236.75 |
|