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 |
4,270.50 |
4,248.75 |
-21.75 |
-0.5% |
4,301.00 |
High |
4,273.25 |
4,326.75 |
53.50 |
1.3% |
4,326.75 |
Low |
4,198.00 |
4,189.00 |
-9.00 |
-0.2% |
4,130.25 |
Close |
4,248.00 |
4,192.50 |
-55.50 |
-1.3% |
4,192.50 |
Range |
75.25 |
137.75 |
62.50 |
83.1% |
196.50 |
ATR |
111.55 |
113.42 |
1.87 |
1.7% |
0.00 |
Volume |
516,031 |
1,687,623 |
1,171,592 |
227.0% |
2,461,210 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,649.25 |
4,558.75 |
4,268.25 |
|
R3 |
4,511.50 |
4,421.00 |
4,230.50 |
|
R2 |
4,373.75 |
4,373.75 |
4,217.75 |
|
R1 |
4,283.25 |
4,283.25 |
4,205.25 |
4,259.50 |
PP |
4,236.00 |
4,236.00 |
4,236.00 |
4,224.25 |
S1 |
4,145.50 |
4,145.50 |
4,179.75 |
4,122.00 |
S2 |
4,098.25 |
4,098.25 |
4,167.25 |
|
S3 |
3,960.50 |
4,007.75 |
4,154.50 |
|
S4 |
3,822.75 |
3,870.00 |
4,116.75 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.00 |
4,695.75 |
4,300.50 |
|
R3 |
4,609.50 |
4,499.25 |
4,246.50 |
|
R2 |
4,413.00 |
4,413.00 |
4,228.50 |
|
R1 |
4,302.75 |
4,302.75 |
4,210.50 |
4,259.50 |
PP |
4,216.50 |
4,216.50 |
4,216.50 |
4,195.00 |
S1 |
4,106.25 |
4,106.25 |
4,174.50 |
4,063.00 |
S2 |
4,020.00 |
4,020.00 |
4,156.50 |
|
S3 |
3,823.50 |
3,909.75 |
4,138.50 |
|
S4 |
3,627.00 |
3,713.25 |
4,084.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,326.75 |
4,130.25 |
196.50 |
4.7% |
127.00 |
3.0% |
32% |
True |
False |
492,242 |
10 |
4,410.50 |
4,130.25 |
280.25 |
6.7% |
117.50 |
2.8% |
22% |
False |
False |
259,485 |
20 |
4,514.50 |
4,094.25 |
420.25 |
10.0% |
116.75 |
2.8% |
23% |
False |
False |
133,917 |
40 |
4,728.00 |
4,094.25 |
633.75 |
15.1% |
111.50 |
2.7% |
16% |
False |
False |
68,256 |
60 |
4,800.00 |
4,094.25 |
705.75 |
16.8% |
95.50 |
2.3% |
14% |
False |
False |
45,858 |
80 |
4,800.00 |
4,094.25 |
705.75 |
16.8% |
89.50 |
2.1% |
14% |
False |
False |
34,449 |
100 |
4,800.00 |
4,094.25 |
705.75 |
16.8% |
78.25 |
1.9% |
14% |
False |
False |
27,569 |
120 |
4,800.00 |
4,094.25 |
705.75 |
16.8% |
75.00 |
1.8% |
14% |
False |
False |
22,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,912.25 |
2.618 |
4,687.50 |
1.618 |
4,549.75 |
1.000 |
4,464.50 |
0.618 |
4,412.00 |
HIGH |
4,326.75 |
0.618 |
4,274.25 |
0.500 |
4,258.00 |
0.382 |
4,241.50 |
LOW |
4,189.00 |
0.618 |
4,103.75 |
1.000 |
4,051.25 |
1.618 |
3,966.00 |
2.618 |
3,828.25 |
4.250 |
3,603.50 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,258.00 |
4,235.50 |
PP |
4,236.00 |
4,221.00 |
S1 |
4,214.25 |
4,206.75 |
|