Trading Metrics calculated at close of trading on 01-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,329.75 |
4,355.00 |
25.25 |
0.6% |
4,319.25 |
High |
4,377.00 |
4,390.00 |
13.00 |
0.3% |
4,383.25 |
Low |
4,251.25 |
4,266.75 |
15.50 |
0.4% |
4,094.25 |
Close |
4,360.00 |
4,295.25 |
-64.75 |
-1.5% |
4,372.50 |
Range |
125.75 |
123.25 |
-2.50 |
-2.0% |
289.00 |
ATR |
109.47 |
110.45 |
0.98 |
0.9% |
0.00 |
Volume |
14,768 |
30,626 |
15,858 |
107.4% |
56,376 |
|
Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,687.00 |
4,614.50 |
4,363.00 |
|
R3 |
4,563.75 |
4,491.25 |
4,329.25 |
|
R2 |
4,440.50 |
4,440.50 |
4,317.75 |
|
R1 |
4,368.00 |
4,368.00 |
4,306.50 |
4,342.50 |
PP |
4,317.25 |
4,317.25 |
4,317.25 |
4,304.75 |
S1 |
4,244.75 |
4,244.75 |
4,284.00 |
4,219.50 |
S2 |
4,194.00 |
4,194.00 |
4,272.75 |
|
S3 |
4,070.75 |
4,121.50 |
4,261.25 |
|
S4 |
3,947.50 |
3,998.25 |
4,227.50 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,150.25 |
5,050.50 |
4,531.50 |
|
R3 |
4,861.25 |
4,761.50 |
4,452.00 |
|
R2 |
4,572.25 |
4,572.25 |
4,425.50 |
|
R1 |
4,472.50 |
4,472.50 |
4,399.00 |
4,522.50 |
PP |
4,283.25 |
4,283.25 |
4,283.25 |
4,308.25 |
S1 |
4,183.50 |
4,183.50 |
4,346.00 |
4,233.50 |
S2 |
3,994.25 |
3,994.25 |
4,319.50 |
|
S3 |
3,705.25 |
3,894.50 |
4,293.00 |
|
S4 |
3,416.25 |
3,605.50 |
4,213.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,390.00 |
4,094.25 |
295.75 |
6.9% |
145.25 |
3.4% |
68% |
True |
False |
17,821 |
10 |
4,478.00 |
4,094.25 |
383.75 |
8.9% |
121.00 |
2.8% |
52% |
False |
False |
12,132 |
20 |
4,578.50 |
4,094.25 |
484.25 |
11.3% |
100.25 |
2.3% |
42% |
False |
False |
7,555 |
40 |
4,800.00 |
4,094.25 |
705.75 |
16.4% |
101.50 |
2.4% |
28% |
False |
False |
4,756 |
60 |
4,800.00 |
4,094.25 |
705.75 |
16.4% |
89.75 |
2.1% |
28% |
False |
False |
3,412 |
80 |
4,800.00 |
4,094.25 |
705.75 |
16.4% |
80.75 |
1.9% |
28% |
False |
False |
2,583 |
100 |
4,800.00 |
4,094.25 |
705.75 |
16.4% |
72.00 |
1.7% |
28% |
False |
False |
2,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,913.75 |
2.618 |
4,712.75 |
1.618 |
4,589.50 |
1.000 |
4,513.25 |
0.618 |
4,466.25 |
HIGH |
4,390.00 |
0.618 |
4,343.00 |
0.500 |
4,328.50 |
0.382 |
4,313.75 |
LOW |
4,266.75 |
0.618 |
4,190.50 |
1.000 |
4,143.50 |
1.618 |
4,067.25 |
2.618 |
3,944.00 |
4.250 |
3,743.00 |
|
|
Fisher Pivots for day following 01-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,328.50 |
4,304.75 |
PP |
4,317.25 |
4,301.50 |
S1 |
4,306.25 |
4,298.50 |
|