Trading Metrics calculated at close of trading on 15-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,206.75 |
4,171.25 |
-35.50 |
-0.8% |
4,301.00 |
High |
4,244.75 |
4,263.25 |
18.50 |
0.4% |
4,326.75 |
Low |
4,152.25 |
4,129.50 |
-22.75 |
-0.5% |
4,130.25 |
Close |
4,163.50 |
4,253.75 |
90.25 |
2.2% |
4,192.50 |
Range |
92.50 |
133.75 |
41.25 |
44.6% |
196.50 |
ATR |
111.93 |
113.48 |
1.56 |
1.4% |
0.00 |
Volume |
2,062,269 |
2,054,335 |
-7,934 |
-0.4% |
2,461,210 |
|
Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,616.75 |
4,569.00 |
4,327.25 |
|
R3 |
4,483.00 |
4,435.25 |
4,290.50 |
|
R2 |
4,349.25 |
4,349.25 |
4,278.25 |
|
R1 |
4,301.50 |
4,301.50 |
4,266.00 |
4,325.50 |
PP |
4,215.50 |
4,215.50 |
4,215.50 |
4,227.50 |
S1 |
4,167.75 |
4,167.75 |
4,241.50 |
4,191.50 |
S2 |
4,081.75 |
4,081.75 |
4,229.25 |
|
S3 |
3,948.00 |
4,034.00 |
4,217.00 |
|
S4 |
3,814.25 |
3,900.25 |
4,180.25 |
|
|
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 |
4,129.50 |
197.25 |
4.6% |
117.00 |
2.7% |
63% |
False |
True |
1,282,489 |
10 |
4,410.50 |
4,129.50 |
281.00 |
6.6% |
115.25 |
2.7% |
44% |
False |
True |
666,606 |
20 |
4,478.00 |
4,094.25 |
383.75 |
9.0% |
118.00 |
2.8% |
42% |
False |
False |
339,369 |
40 |
4,663.50 |
4,094.25 |
569.25 |
13.4% |
113.50 |
2.7% |
28% |
False |
False |
171,123 |
60 |
4,800.00 |
4,094.25 |
705.75 |
16.6% |
96.00 |
2.3% |
23% |
False |
False |
114,419 |
80 |
4,800.00 |
4,094.25 |
705.75 |
16.6% |
91.50 |
2.2% |
23% |
False |
False |
85,906 |
100 |
4,800.00 |
4,094.25 |
705.75 |
16.6% |
79.75 |
1.9% |
23% |
False |
False |
68,735 |
120 |
4,800.00 |
4,094.25 |
705.75 |
16.6% |
75.50 |
1.8% |
23% |
False |
False |
57,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,831.75 |
2.618 |
4,613.50 |
1.618 |
4,479.75 |
1.000 |
4,397.00 |
0.618 |
4,346.00 |
HIGH |
4,263.25 |
0.618 |
4,212.25 |
0.500 |
4,196.50 |
0.382 |
4,180.50 |
LOW |
4,129.50 |
0.618 |
4,046.75 |
1.000 |
3,995.75 |
1.618 |
3,913.00 |
2.618 |
3,779.25 |
4.250 |
3,561.00 |
|
|
Fisher Pivots for day following 15-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,234.50 |
4,245.25 |
PP |
4,215.50 |
4,236.75 |
S1 |
4,196.50 |
4,228.00 |
|