Trading Metrics calculated at close of trading on 18-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,361.00 |
4,384.25 |
23.25 |
0.5% |
4,206.75 |
High |
4,406.75 |
4,465.75 |
59.00 |
1.3% |
4,465.75 |
Low |
4,320.25 |
4,364.50 |
44.25 |
1.0% |
4,129.50 |
Close |
4,402.00 |
4,453.50 |
51.50 |
1.2% |
4,453.50 |
Range |
86.50 |
101.25 |
14.75 |
17.1% |
336.25 |
ATR |
112.55 |
111.75 |
-0.81 |
-0.7% |
0.00 |
Volume |
1,442,645 |
1,405,299 |
-37,346 |
-2.6% |
8,945,195 |
|
Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,731.75 |
4,693.75 |
4,509.25 |
|
R3 |
4,630.50 |
4,592.50 |
4,481.25 |
|
R2 |
4,529.25 |
4,529.25 |
4,472.00 |
|
R1 |
4,491.25 |
4,491.25 |
4,462.75 |
4,510.25 |
PP |
4,428.00 |
4,428.00 |
4,428.00 |
4,437.50 |
S1 |
4,390.00 |
4,390.00 |
4,444.25 |
4,409.00 |
S2 |
4,326.75 |
4,326.75 |
4,435.00 |
|
S3 |
4,225.50 |
4,288.75 |
4,425.75 |
|
S4 |
4,124.25 |
4,187.50 |
4,397.75 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,358.25 |
5,242.25 |
4,638.50 |
|
R3 |
5,022.00 |
4,906.00 |
4,546.00 |
|
R2 |
4,685.75 |
4,685.75 |
4,515.25 |
|
R1 |
4,569.75 |
4,569.75 |
4,484.25 |
4,627.75 |
PP |
4,349.50 |
4,349.50 |
4,349.50 |
4,378.50 |
S1 |
4,233.50 |
4,233.50 |
4,422.75 |
4,291.50 |
S2 |
4,013.25 |
4,013.25 |
4,391.75 |
|
S3 |
3,677.00 |
3,897.25 |
4,361.00 |
|
S4 |
3,340.75 |
3,561.00 |
4,268.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,465.75 |
4,129.50 |
336.25 |
7.6% |
108.50 |
2.4% |
96% |
True |
False |
1,789,039 |
10 |
4,465.75 |
4,129.50 |
336.25 |
7.6% |
117.75 |
2.6% |
96% |
True |
False |
1,140,640 |
20 |
4,465.75 |
4,094.25 |
371.50 |
8.3% |
121.25 |
2.7% |
97% |
True |
False |
580,057 |
40 |
4,578.50 |
4,094.25 |
484.25 |
10.9% |
112.50 |
2.5% |
74% |
False |
False |
291,659 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.8% |
97.00 |
2.2% |
51% |
False |
False |
194,830 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.8% |
93.75 |
2.1% |
51% |
False |
False |
146,260 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.8% |
81.75 |
1.8% |
51% |
False |
False |
117,020 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.8% |
77.00 |
1.7% |
51% |
False |
False |
97,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,896.00 |
2.618 |
4,730.75 |
1.618 |
4,629.50 |
1.000 |
4,567.00 |
0.618 |
4,528.25 |
HIGH |
4,465.75 |
0.618 |
4,427.00 |
0.500 |
4,415.00 |
0.382 |
4,403.25 |
LOW |
4,364.50 |
0.618 |
4,302.00 |
1.000 |
4,263.25 |
1.618 |
4,200.75 |
2.618 |
4,099.50 |
4.250 |
3,934.25 |
|
|
Fisher Pivots for day following 18-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,440.75 |
4,419.75 |
PP |
4,428.00 |
4,386.00 |
S1 |
4,415.00 |
4,352.50 |
|