Trading Metrics calculated at close of trading on 23-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,936.1 |
1,920.9 |
-15.2 |
-0.8% |
1,988.7 |
High |
1,939.5 |
1,948.8 |
9.3 |
0.5% |
1,994.8 |
Low |
1,909.8 |
1,915.6 |
5.8 |
0.3% |
1,895.2 |
Close |
1,921.5 |
1,937.3 |
15.8 |
0.8% |
1,929.3 |
Range |
29.7 |
33.2 |
3.5 |
11.8% |
99.6 |
ATR |
39.0 |
38.6 |
-0.4 |
-1.1% |
0.0 |
Volume |
153,282 |
153,306 |
24 |
0.0% |
878,748 |
|
Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.5 |
2,018.6 |
1,955.6 |
|
R3 |
2,000.3 |
1,985.4 |
1,946.4 |
|
R2 |
1,967.1 |
1,967.1 |
1,943.4 |
|
R1 |
1,952.2 |
1,952.2 |
1,940.3 |
1,959.7 |
PP |
1,933.9 |
1,933.9 |
1,933.9 |
1,937.6 |
S1 |
1,919.0 |
1,919.0 |
1,934.3 |
1,926.5 |
S2 |
1,900.7 |
1,900.7 |
1,931.2 |
|
S3 |
1,867.5 |
1,885.8 |
1,928.2 |
|
S4 |
1,834.3 |
1,852.6 |
1,919.0 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,238.6 |
2,183.5 |
1,984.1 |
|
R3 |
2,139.0 |
2,083.9 |
1,956.7 |
|
R2 |
2,039.4 |
2,039.4 |
1,947.6 |
|
R1 |
1,984.3 |
1,984.3 |
1,938.4 |
1,962.1 |
PP |
1,939.8 |
1,939.8 |
1,939.8 |
1,928.6 |
S1 |
1,884.7 |
1,884.7 |
1,920.2 |
1,862.5 |
S2 |
1,840.2 |
1,840.2 |
1,911.0 |
|
S3 |
1,740.6 |
1,785.1 |
1,901.9 |
|
S4 |
1,641.0 |
1,685.5 |
1,874.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,951.0 |
1,909.8 |
41.2 |
2.1% |
28.5 |
1.5% |
67% |
False |
False |
150,742 |
10 |
2,015.1 |
1,895.2 |
119.9 |
6.2% |
35.3 |
1.8% |
35% |
False |
False |
189,710 |
20 |
2,078.8 |
1,878.6 |
200.2 |
10.3% |
45.4 |
2.3% |
29% |
False |
False |
242,654 |
40 |
2,078.8 |
1,780.6 |
298.2 |
15.4% |
34.5 |
1.8% |
53% |
False |
False |
214,159 |
60 |
2,078.8 |
1,780.6 |
298.2 |
15.4% |
29.4 |
1.5% |
53% |
False |
False |
158,000 |
80 |
2,078.8 |
1,755.4 |
323.4 |
16.7% |
26.8 |
1.4% |
56% |
False |
False |
119,620 |
100 |
2,078.8 |
1,755.4 |
323.4 |
16.7% |
26.3 |
1.4% |
56% |
False |
False |
96,645 |
120 |
2,078.8 |
1,749.5 |
329.3 |
17.0% |
25.2 |
1.3% |
57% |
False |
False |
80,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,089.9 |
2.618 |
2,035.7 |
1.618 |
2,002.5 |
1.000 |
1,982.0 |
0.618 |
1,969.3 |
HIGH |
1,948.8 |
0.618 |
1,936.1 |
0.500 |
1,932.2 |
0.382 |
1,928.3 |
LOW |
1,915.6 |
0.618 |
1,895.1 |
1.000 |
1,882.4 |
1.618 |
1,861.9 |
2.618 |
1,828.7 |
4.250 |
1,774.5 |
|
|
Fisher Pivots for day following 23-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,935.6 |
1,934.6 |
PP |
1,933.9 |
1,932.0 |
S1 |
1,932.2 |
1,929.3 |
|