Trading Metrics calculated at close of trading on 17-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,257.50 |
4,370.50 |
113.00 |
2.7% |
4,308.75 |
High |
4,376.00 |
4,415.25 |
39.25 |
0.9% |
4,335.50 |
Low |
4,246.25 |
4,329.00 |
82.75 |
1.9% |
4,138.75 |
Close |
4,358.00 |
4,410.25 |
52.25 |
1.2% |
4,201.50 |
Range |
129.75 |
86.25 |
-43.50 |
-33.5% |
196.75 |
ATR |
115.32 |
113.24 |
-2.08 |
-1.8% |
0.00 |
Volume |
722,600 |
434,642 |
-287,958 |
-39.9% |
9,284,687 |
|
Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,643.50 |
4,613.25 |
4,457.75 |
|
R3 |
4,557.25 |
4,527.00 |
4,434.00 |
|
R2 |
4,471.00 |
4,471.00 |
4,426.00 |
|
R1 |
4,440.75 |
4,440.75 |
4,418.25 |
4,456.00 |
PP |
4,384.75 |
4,384.75 |
4,384.75 |
4,392.50 |
S1 |
4,354.50 |
4,354.50 |
4,402.25 |
4,369.50 |
S2 |
4,298.50 |
4,298.50 |
4,394.50 |
|
S3 |
4,212.25 |
4,268.25 |
4,386.50 |
|
S4 |
4,126.00 |
4,182.00 |
4,362.75 |
|
|
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 |
4,415.25 |
4,138.00 |
277.25 |
6.3% |
116.25 |
2.6% |
98% |
True |
False |
1,065,358 |
10 |
4,415.25 |
4,138.00 |
277.25 |
6.3% |
117.25 |
2.7% |
98% |
True |
False |
1,480,914 |
20 |
4,474.75 |
4,101.75 |
373.00 |
8.5% |
122.25 |
2.8% |
83% |
False |
False |
1,749,116 |
40 |
4,594.25 |
4,101.75 |
492.50 |
11.2% |
114.75 |
2.6% |
63% |
False |
False |
1,911,282 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
97.50 |
2.2% |
44% |
False |
False |
1,769,451 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
94.25 |
2.1% |
44% |
False |
False |
1,530,680 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
82.75 |
1.9% |
44% |
False |
False |
1,225,563 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
79.00 |
1.8% |
44% |
False |
False |
1,021,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,781.75 |
2.618 |
4,641.00 |
1.618 |
4,554.75 |
1.000 |
4,501.50 |
0.618 |
4,468.50 |
HIGH |
4,415.25 |
0.618 |
4,382.25 |
0.500 |
4,372.00 |
0.382 |
4,362.00 |
LOW |
4,329.00 |
0.618 |
4,275.75 |
1.000 |
4,242.75 |
1.618 |
4,189.50 |
2.618 |
4,103.25 |
4.250 |
3,962.50 |
|
|
Fisher Pivots for day following 17-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,397.50 |
4,365.75 |
PP |
4,384.75 |
4,321.25 |
S1 |
4,372.00 |
4,276.50 |
|