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 |
4,248.75 |
4,206.75 |
-42.00 |
-1.0% |
4,301.00 |
High |
4,326.75 |
4,244.75 |
-82.00 |
-1.9% |
4,326.75 |
Low |
4,189.00 |
4,152.25 |
-36.75 |
-0.9% |
4,130.25 |
Close |
4,192.50 |
4,163.50 |
-29.00 |
-0.7% |
4,192.50 |
Range |
137.75 |
92.50 |
-45.25 |
-32.8% |
196.50 |
ATR |
113.42 |
111.93 |
-1.49 |
-1.3% |
0.00 |
Volume |
1,687,623 |
2,062,269 |
374,646 |
22.2% |
2,461,210 |
|
Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.25 |
4,406.50 |
4,214.50 |
|
R3 |
4,371.75 |
4,314.00 |
4,189.00 |
|
R2 |
4,279.25 |
4,279.25 |
4,180.50 |
|
R1 |
4,221.50 |
4,221.50 |
4,172.00 |
4,204.00 |
PP |
4,186.75 |
4,186.75 |
4,186.75 |
4,178.25 |
S1 |
4,129.00 |
4,129.00 |
4,155.00 |
4,111.50 |
S2 |
4,094.25 |
4,094.25 |
4,146.50 |
|
S3 |
4,001.75 |
4,036.50 |
4,138.00 |
|
S4 |
3,909.25 |
3,944.00 |
4,112.50 |
|
|
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% |
117.50 |
2.8% |
17% |
False |
False |
891,056 |
10 |
4,410.50 |
4,130.25 |
280.25 |
6.7% |
114.00 |
2.7% |
12% |
False |
False |
464,236 |
20 |
4,478.00 |
4,094.25 |
383.75 |
9.2% |
115.00 |
2.8% |
18% |
False |
False |
236,832 |
40 |
4,663.50 |
4,094.25 |
569.25 |
13.7% |
111.50 |
2.7% |
12% |
False |
False |
119,788 |
60 |
4,800.00 |
4,094.25 |
705.75 |
17.0% |
95.50 |
2.3% |
10% |
False |
False |
80,202 |
80 |
4,800.00 |
4,094.25 |
705.75 |
17.0% |
90.00 |
2.2% |
10% |
False |
False |
60,227 |
100 |
4,800.00 |
4,094.25 |
705.75 |
17.0% |
78.50 |
1.9% |
10% |
False |
False |
48,191 |
120 |
4,800.00 |
4,094.25 |
705.75 |
17.0% |
75.25 |
1.8% |
10% |
False |
False |
40,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,638.00 |
2.618 |
4,487.00 |
1.618 |
4,394.50 |
1.000 |
4,337.25 |
0.618 |
4,302.00 |
HIGH |
4,244.75 |
0.618 |
4,209.50 |
0.500 |
4,198.50 |
0.382 |
4,187.50 |
LOW |
4,152.25 |
0.618 |
4,095.00 |
1.000 |
4,059.75 |
1.618 |
4,002.50 |
2.618 |
3,910.00 |
4.250 |
3,759.00 |
|
|
Fisher Pivots for day following 14-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,198.50 |
4,239.50 |
PP |
4,186.75 |
4,214.25 |
S1 |
4,175.25 |
4,188.75 |
|