Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,842.0 |
13,495.0 |
-347.0 |
-2.5% |
12,821.0 |
High |
13,851.0 |
14,093.0 |
242.0 |
1.7% |
14,093.0 |
Low |
13,333.0 |
13,270.0 |
-63.0 |
-0.5% |
12,425.0 |
Close |
13,411.0 |
13,643.0 |
232.0 |
1.7% |
13,643.0 |
Range |
518.0 |
823.0 |
305.0 |
58.9% |
1,668.0 |
ATR |
551.8 |
571.2 |
19.4 |
3.5% |
0.0 |
Volume |
85,609 |
80,355 |
-5,254 |
-6.1% |
511,018 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,137.7 |
15,713.3 |
14,095.7 |
|
R3 |
15,314.7 |
14,890.3 |
13,869.3 |
|
R2 |
14,491.7 |
14,491.7 |
13,793.9 |
|
R1 |
14,067.3 |
14,067.3 |
13,718.4 |
14,279.5 |
PP |
13,668.7 |
13,668.7 |
13,668.7 |
13,774.8 |
S1 |
13,244.3 |
13,244.3 |
13,567.6 |
13,456.5 |
S2 |
12,845.7 |
12,845.7 |
13,492.1 |
|
S3 |
12,022.7 |
12,421.3 |
13,416.7 |
|
S4 |
11,199.7 |
11,598.3 |
13,190.4 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,391.0 |
17,685.0 |
14,560.4 |
|
R3 |
16,723.0 |
16,017.0 |
14,101.7 |
|
R2 |
15,055.0 |
15,055.0 |
13,948.8 |
|
R1 |
14,349.0 |
14,349.0 |
13,795.9 |
14,702.0 |
PP |
13,387.0 |
13,387.0 |
13,387.0 |
13,563.5 |
S1 |
12,681.0 |
12,681.0 |
13,490.1 |
13,034.0 |
S2 |
11,719.0 |
11,719.0 |
13,337.2 |
|
S3 |
10,051.0 |
11,013.0 |
13,184.3 |
|
S4 |
8,383.0 |
9,345.0 |
12,725.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,093.0 |
12,425.0 |
1,668.0 |
12.2% |
791.2 |
5.8% |
73% |
True |
False |
102,203 |
10 |
14,510.0 |
12,425.0 |
2,085.0 |
15.3% |
678.1 |
5.0% |
58% |
False |
False |
99,590 |
20 |
15,535.0 |
12,425.0 |
3,110.0 |
22.8% |
559.1 |
4.1% |
39% |
False |
False |
97,625 |
40 |
16,078.0 |
12,425.0 |
3,653.0 |
26.8% |
430.2 |
3.2% |
33% |
False |
False |
92,652 |
60 |
16,274.0 |
12,425.0 |
3,849.0 |
28.2% |
352.0 |
2.6% |
32% |
False |
False |
80,567 |
80 |
16,284.0 |
12,425.0 |
3,859.0 |
28.3% |
325.0 |
2.4% |
32% |
False |
False |
61,232 |
100 |
16,284.0 |
12,425.0 |
3,859.0 |
28.3% |
276.4 |
2.0% |
32% |
False |
False |
49,051 |
120 |
16,284.0 |
12,425.0 |
3,859.0 |
28.3% |
258.8 |
1.9% |
32% |
False |
False |
40,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,590.8 |
2.618 |
16,247.6 |
1.618 |
15,424.6 |
1.000 |
14,916.0 |
0.618 |
14,601.6 |
HIGH |
14,093.0 |
0.618 |
13,778.6 |
0.500 |
13,681.5 |
0.382 |
13,584.4 |
LOW |
13,270.0 |
0.618 |
12,761.4 |
1.000 |
12,447.0 |
1.618 |
11,938.4 |
2.618 |
11,115.4 |
4.250 |
9,772.3 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,681.5 |
13,603.7 |
PP |
13,668.7 |
13,564.3 |
S1 |
13,655.8 |
13,525.0 |
|