Trading Metrics calculated at close of trading on 14-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,519.0 |
13,795.0 |
276.0 |
2.0% |
12,676.0 |
High |
14,112.0 |
14,088.0 |
-24.0 |
-0.2% |
14,112.0 |
Low |
13,313.0 |
13,722.0 |
409.0 |
3.1% |
12,448.0 |
Close |
13,659.0 |
13,953.0 |
294.0 |
2.2% |
13,659.0 |
Range |
799.0 |
366.0 |
-433.0 |
-54.2% |
1,664.0 |
ATR |
540.4 |
532.5 |
-8.0 |
-1.5% |
0.0 |
Volume |
5,885 |
38,121 |
32,236 |
547.8% |
15,931 |
|
Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,019.0 |
14,852.0 |
14,154.3 |
|
R3 |
14,653.0 |
14,486.0 |
14,053.7 |
|
R2 |
14,287.0 |
14,287.0 |
14,020.1 |
|
R1 |
14,120.0 |
14,120.0 |
13,986.6 |
14,203.5 |
PP |
13,921.0 |
13,921.0 |
13,921.0 |
13,962.8 |
S1 |
13,754.0 |
13,754.0 |
13,919.5 |
13,837.5 |
S2 |
13,555.0 |
13,555.0 |
13,885.9 |
|
S3 |
13,189.0 |
13,388.0 |
13,852.4 |
|
S4 |
12,823.0 |
13,022.0 |
13,751.7 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,398.3 |
17,692.7 |
14,574.2 |
|
R3 |
16,734.3 |
16,028.7 |
14,116.6 |
|
R2 |
15,070.3 |
15,070.3 |
13,964.1 |
|
R1 |
14,364.7 |
14,364.7 |
13,811.5 |
14,717.5 |
PP |
13,406.3 |
13,406.3 |
13,406.3 |
13,582.8 |
S1 |
12,700.7 |
12,700.7 |
13,506.5 |
13,053.5 |
S2 |
11,742.3 |
11,742.3 |
13,353.9 |
|
S3 |
10,078.3 |
11,036.7 |
13,201.4 |
|
S4 |
8,414.3 |
9,372.7 |
12,743.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,112.0 |
12,500.0 |
1,612.0 |
11.6% |
692.6 |
5.0% |
90% |
False |
False |
10,440 |
10 |
14,440.0 |
12,448.0 |
1,992.0 |
14.3% |
623.2 |
4.5% |
76% |
False |
False |
5,669 |
20 |
15,553.0 |
12,448.0 |
3,105.0 |
22.3% |
522.2 |
3.7% |
48% |
False |
False |
2,938 |
40 |
15,931.0 |
12,448.0 |
3,483.0 |
25.0% |
386.4 |
2.8% |
43% |
False |
False |
1,514 |
60 |
16,307.0 |
12,448.0 |
3,859.0 |
27.7% |
299.0 |
2.1% |
39% |
False |
False |
1,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,643.5 |
2.618 |
15,046.2 |
1.618 |
14,680.2 |
1.000 |
14,454.0 |
0.618 |
14,314.2 |
HIGH |
14,088.0 |
0.618 |
13,948.2 |
0.500 |
13,905.0 |
0.382 |
13,861.8 |
LOW |
13,722.0 |
0.618 |
13,495.8 |
1.000 |
13,356.0 |
1.618 |
13,129.8 |
2.618 |
12,763.8 |
4.250 |
12,166.5 |
|
|
Fisher Pivots for day following 14-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,937.0 |
13,872.8 |
PP |
13,921.0 |
13,792.7 |
S1 |
13,905.0 |
13,712.5 |
|