Trading Metrics calculated at close of trading on 16-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,180.25 |
4,257.50 |
77.25 |
1.8% |
4,308.75 |
High |
4,271.50 |
4,376.00 |
104.50 |
2.4% |
4,335.50 |
Low |
4,138.00 |
4,246.25 |
108.25 |
2.6% |
4,138.75 |
Close |
4,262.00 |
4,358.00 |
96.00 |
2.3% |
4,201.50 |
Range |
133.50 |
129.75 |
-3.75 |
-2.8% |
196.75 |
ATR |
114.21 |
115.32 |
1.11 |
1.0% |
0.00 |
Volume |
1,085,846 |
722,600 |
-363,246 |
-33.5% |
9,284,687 |
|
Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,716.00 |
4,666.75 |
4,429.25 |
|
R3 |
4,586.25 |
4,537.00 |
4,393.75 |
|
R2 |
4,456.50 |
4,456.50 |
4,381.75 |
|
R1 |
4,407.25 |
4,407.25 |
4,370.00 |
4,432.00 |
PP |
4,326.75 |
4,326.75 |
4,326.75 |
4,339.00 |
S1 |
4,277.50 |
4,277.50 |
4,346.00 |
4,302.00 |
S2 |
4,197.00 |
4,197.00 |
4,334.25 |
|
S3 |
4,067.25 |
4,147.75 |
4,322.25 |
|
S4 |
3,937.50 |
4,018.00 |
4,286.75 |
|
|
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 |
4,376.00 |
4,138.00 |
238.00 |
5.5% |
114.00 |
2.6% |
92% |
True |
False |
1,327,448 |
10 |
4,418.75 |
4,138.00 |
280.75 |
6.4% |
116.25 |
2.7% |
78% |
False |
False |
1,592,218 |
20 |
4,484.50 |
4,101.75 |
382.75 |
8.8% |
121.00 |
2.8% |
67% |
False |
False |
1,798,726 |
40 |
4,603.00 |
4,101.75 |
501.25 |
11.5% |
114.75 |
2.6% |
51% |
False |
False |
1,950,450 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
97.75 |
2.2% |
36% |
False |
False |
1,797,167 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
93.75 |
2.2% |
36% |
False |
False |
1,525,352 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
82.25 |
1.9% |
36% |
False |
False |
1,221,275 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
78.50 |
1.8% |
36% |
False |
False |
1,018,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,927.50 |
2.618 |
4,715.75 |
1.618 |
4,586.00 |
1.000 |
4,505.75 |
0.618 |
4,456.25 |
HIGH |
4,376.00 |
0.618 |
4,326.50 |
0.500 |
4,311.00 |
0.382 |
4,295.75 |
LOW |
4,246.25 |
0.618 |
4,166.00 |
1.000 |
4,116.50 |
1.618 |
4,036.25 |
2.618 |
3,906.50 |
4.250 |
3,694.75 |
|
|
Fisher Pivots for day following 16-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,342.50 |
4,324.25 |
PP |
4,326.75 |
4,290.75 |
S1 |
4,311.00 |
4,257.00 |
|