Trading Metrics calculated at close of trading on 16-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,171.25 |
4,249.75 |
78.50 |
1.9% |
4,301.00 |
High |
4,263.25 |
4,367.50 |
104.25 |
2.4% |
4,326.75 |
Low |
4,129.50 |
4,239.00 |
109.50 |
2.7% |
4,130.25 |
Close |
4,253.75 |
4,349.50 |
95.75 |
2.3% |
4,192.50 |
Range |
133.75 |
128.50 |
-5.25 |
-3.9% |
196.50 |
ATR |
113.48 |
114.56 |
1.07 |
0.9% |
0.00 |
Volume |
2,054,335 |
1,980,647 |
-73,688 |
-3.6% |
2,461,210 |
|
Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,704.25 |
4,655.25 |
4,420.25 |
|
R3 |
4,575.75 |
4,526.75 |
4,384.75 |
|
R2 |
4,447.25 |
4,447.25 |
4,373.00 |
|
R1 |
4,398.25 |
4,398.25 |
4,361.25 |
4,422.75 |
PP |
4,318.75 |
4,318.75 |
4,318.75 |
4,331.00 |
S1 |
4,269.75 |
4,269.75 |
4,337.75 |
4,294.25 |
S2 |
4,190.25 |
4,190.25 |
4,326.00 |
|
S3 |
4,061.75 |
4,141.25 |
4,314.25 |
|
S4 |
3,933.25 |
4,012.75 |
4,278.75 |
|
|
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 |
4,367.50 |
4,129.50 |
238.00 |
5.5% |
113.50 |
2.6% |
92% |
True |
False |
1,660,181 |
10 |
4,410.50 |
4,129.50 |
281.00 |
6.5% |
116.00 |
2.7% |
78% |
False |
False |
861,446 |
20 |
4,478.00 |
4,094.25 |
383.75 |
8.8% |
120.25 |
2.8% |
67% |
False |
False |
438,134 |
40 |
4,595.25 |
4,094.25 |
501.00 |
11.5% |
113.75 |
2.6% |
51% |
False |
False |
220,592 |
60 |
4,800.00 |
4,094.25 |
705.75 |
16.2% |
96.75 |
2.2% |
36% |
False |
False |
147,410 |
80 |
4,800.00 |
4,094.25 |
705.75 |
16.2% |
92.75 |
2.1% |
36% |
False |
False |
110,664 |
100 |
4,800.00 |
4,094.25 |
705.75 |
16.2% |
80.75 |
1.9% |
36% |
False |
False |
88,541 |
120 |
4,800.00 |
4,094.25 |
705.75 |
16.2% |
76.25 |
1.8% |
36% |
False |
False |
73,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,913.50 |
2.618 |
4,704.00 |
1.618 |
4,575.50 |
1.000 |
4,496.00 |
0.618 |
4,447.00 |
HIGH |
4,367.50 |
0.618 |
4,318.50 |
0.500 |
4,303.25 |
0.382 |
4,288.00 |
LOW |
4,239.00 |
0.618 |
4,159.50 |
1.000 |
4,110.50 |
1.618 |
4,031.00 |
2.618 |
3,902.50 |
4.250 |
3,693.00 |
|
|
Fisher Pivots for day following 16-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,334.00 |
4,315.75 |
PP |
4,318.75 |
4,282.25 |
S1 |
4,303.25 |
4,248.50 |
|