Trading Metrics calculated at close of trading on 17-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,249.75 |
4,361.00 |
111.25 |
2.6% |
4,301.00 |
High |
4,367.50 |
4,406.75 |
39.25 |
0.9% |
4,326.75 |
Low |
4,239.00 |
4,320.25 |
81.25 |
1.9% |
4,130.25 |
Close |
4,349.50 |
4,402.00 |
52.50 |
1.2% |
4,192.50 |
Range |
128.50 |
86.50 |
-42.00 |
-32.7% |
196.50 |
ATR |
114.56 |
112.55 |
-2.00 |
-1.7% |
0.00 |
Volume |
1,980,647 |
1,442,645 |
-538,002 |
-27.2% |
2,461,210 |
|
Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,635.75 |
4,605.50 |
4,449.50 |
|
R3 |
4,549.25 |
4,519.00 |
4,425.75 |
|
R2 |
4,462.75 |
4,462.75 |
4,417.75 |
|
R1 |
4,432.50 |
4,432.50 |
4,410.00 |
4,447.50 |
PP |
4,376.25 |
4,376.25 |
4,376.25 |
4,384.00 |
S1 |
4,346.00 |
4,346.00 |
4,394.00 |
4,361.00 |
S2 |
4,289.75 |
4,289.75 |
4,386.25 |
|
S3 |
4,203.25 |
4,259.50 |
4,378.25 |
|
S4 |
4,116.75 |
4,173.00 |
4,354.50 |
|
|
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 |
4,406.75 |
4,129.50 |
277.25 |
6.3% |
115.75 |
2.6% |
98% |
True |
False |
1,845,503 |
10 |
4,406.75 |
4,129.50 |
277.25 |
6.3% |
116.75 |
2.7% |
98% |
True |
False |
1,002,932 |
20 |
4,468.00 |
4,094.25 |
373.75 |
8.5% |
121.50 |
2.8% |
82% |
False |
False |
510,050 |
40 |
4,586.25 |
4,094.25 |
492.00 |
11.2% |
113.75 |
2.6% |
63% |
False |
False |
256,572 |
60 |
4,800.00 |
4,094.25 |
705.75 |
16.0% |
96.75 |
2.2% |
44% |
False |
False |
171,432 |
80 |
4,800.00 |
4,094.25 |
705.75 |
16.0% |
93.25 |
2.1% |
44% |
False |
False |
128,695 |
100 |
4,800.00 |
4,094.25 |
705.75 |
16.0% |
81.25 |
1.8% |
44% |
False |
False |
102,967 |
120 |
4,800.00 |
4,094.25 |
705.75 |
16.0% |
76.50 |
1.7% |
44% |
False |
False |
85,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,774.50 |
2.618 |
4,633.25 |
1.618 |
4,546.75 |
1.000 |
4,493.25 |
0.618 |
4,460.25 |
HIGH |
4,406.75 |
0.618 |
4,373.75 |
0.500 |
4,363.50 |
0.382 |
4,353.25 |
LOW |
4,320.25 |
0.618 |
4,266.75 |
1.000 |
4,233.75 |
1.618 |
4,180.25 |
2.618 |
4,093.75 |
4.250 |
3,952.50 |
|
|
Fisher Pivots for day following 17-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,389.25 |
4,357.50 |
PP |
4,376.25 |
4,312.75 |
S1 |
4,363.50 |
4,268.00 |
|