Trading Metrics calculated at close of trading on 18-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,370.50 |
4,393.00 |
22.50 |
0.5% |
4,216.00 |
High |
4,415.25 |
4,409.35 |
-5.90 |
-0.1% |
4,415.25 |
Low |
4,329.00 |
4,373.75 |
44.75 |
1.0% |
4,138.00 |
Close |
4,410.25 |
4,409.35 |
-0.90 |
0.0% |
4,409.35 |
Range |
86.25 |
35.60 |
-50.65 |
-58.7% |
277.25 |
ATR |
113.24 |
107.76 |
-5.48 |
-4.8% |
0.00 |
Volume |
434,642 |
33,544 |
-401,098 |
-92.3% |
3,715,283 |
|
Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.25 |
4,492.50 |
4,429.00 |
|
R3 |
4,468.75 |
4,456.75 |
4,419.25 |
|
R2 |
4,433.00 |
4,433.00 |
4,416.00 |
|
R1 |
4,421.25 |
4,421.25 |
4,412.50 |
4,427.25 |
PP |
4,397.50 |
4,397.50 |
4,397.50 |
4,400.50 |
S1 |
4,385.50 |
4,385.50 |
4,406.00 |
4,391.50 |
S2 |
4,362.00 |
4,362.00 |
4,402.75 |
|
S3 |
4,326.25 |
4,350.00 |
4,399.50 |
|
S4 |
4,290.75 |
4,314.50 |
4,389.75 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,152.50 |
5,058.25 |
4,561.75 |
|
R3 |
4,875.25 |
4,781.00 |
4,485.50 |
|
R2 |
4,598.00 |
4,598.00 |
4,460.25 |
|
R1 |
4,503.75 |
4,503.75 |
4,434.75 |
4,551.00 |
PP |
4,320.75 |
4,320.75 |
4,320.75 |
4,344.50 |
S1 |
4,226.50 |
4,226.50 |
4,384.00 |
4,273.75 |
S2 |
4,043.50 |
4,043.50 |
4,358.50 |
|
S3 |
3,766.25 |
3,949.25 |
4,333.00 |
|
S4 |
3,489.00 |
3,672.00 |
4,256.75 |
|
|
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% |
95.75 |
2.2% |
98% |
False |
False |
743,056 |
10 |
4,415.25 |
4,138.00 |
277.25 |
6.3% |
111.50 |
2.5% |
98% |
False |
False |
1,299,997 |
20 |
4,418.75 |
4,101.75 |
317.00 |
7.2% |
118.75 |
2.7% |
97% |
False |
False |
1,669,306 |
40 |
4,586.00 |
4,101.75 |
484.25 |
11.0% |
111.75 |
2.5% |
64% |
False |
False |
1,861,103 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
96.75 |
2.2% |
44% |
False |
False |
1,745,112 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
94.00 |
2.1% |
44% |
False |
False |
1,530,981 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
82.50 |
1.9% |
44% |
False |
False |
1,225,882 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.0% |
78.75 |
1.8% |
44% |
False |
False |
1,021,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,560.75 |
2.618 |
4,502.50 |
1.618 |
4,467.00 |
1.000 |
4,445.00 |
0.618 |
4,431.25 |
HIGH |
4,409.25 |
0.618 |
4,395.75 |
0.500 |
4,391.50 |
0.382 |
4,387.25 |
LOW |
4,373.75 |
0.618 |
4,351.75 |
1.000 |
4,338.25 |
1.618 |
4,316.25 |
2.618 |
4,280.50 |
4.250 |
4,222.50 |
|
|
Fisher Pivots for day following 18-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,403.50 |
4,383.25 |
PP |
4,397.50 |
4,357.00 |
S1 |
4,391.50 |
4,330.75 |
|