Trading Metrics calculated at close of trading on 21-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,384.25 |
4,460.00 |
75.75 |
1.7% |
4,206.75 |
High |
4,465.75 |
4,473.00 |
7.25 |
0.2% |
4,465.75 |
Low |
4,364.50 |
4,415.00 |
50.50 |
1.2% |
4,129.50 |
Close |
4,453.50 |
4,452.25 |
-1.25 |
0.0% |
4,453.50 |
Range |
101.25 |
58.00 |
-43.25 |
-42.7% |
336.25 |
ATR |
111.75 |
107.91 |
-3.84 |
-3.4% |
0.00 |
Volume |
1,405,299 |
1,375,090 |
-30,209 |
-2.1% |
8,945,195 |
|
Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,620.75 |
4,594.50 |
4,484.25 |
|
R3 |
4,562.75 |
4,536.50 |
4,468.25 |
|
R2 |
4,504.75 |
4,504.75 |
4,463.00 |
|
R1 |
4,478.50 |
4,478.50 |
4,457.50 |
4,462.50 |
PP |
4,446.75 |
4,446.75 |
4,446.75 |
4,438.75 |
S1 |
4,420.50 |
4,420.50 |
4,447.00 |
4,404.50 |
S2 |
4,388.75 |
4,388.75 |
4,441.50 |
|
S3 |
4,330.75 |
4,362.50 |
4,436.25 |
|
S4 |
4,272.75 |
4,304.50 |
4,420.25 |
|
|
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 |
4,473.00 |
4,129.50 |
343.50 |
7.7% |
101.50 |
2.3% |
94% |
True |
False |
1,651,603 |
10 |
4,473.00 |
4,129.50 |
343.50 |
7.7% |
109.50 |
2.5% |
94% |
True |
False |
1,271,329 |
20 |
4,473.00 |
4,094.25 |
378.75 |
8.5% |
119.50 |
2.7% |
95% |
True |
False |
648,576 |
40 |
4,578.50 |
4,094.25 |
484.25 |
10.9% |
111.25 |
2.5% |
74% |
False |
False |
325,974 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
97.00 |
2.2% |
51% |
False |
False |
217,731 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
94.00 |
2.1% |
51% |
False |
False |
163,448 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
82.00 |
1.8% |
51% |
False |
False |
130,769 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
76.50 |
1.7% |
51% |
False |
False |
108,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,719.50 |
2.618 |
4,624.75 |
1.618 |
4,566.75 |
1.000 |
4,531.00 |
0.618 |
4,508.75 |
HIGH |
4,473.00 |
0.618 |
4,450.75 |
0.500 |
4,444.00 |
0.382 |
4,437.25 |
LOW |
4,415.00 |
0.618 |
4,379.25 |
1.000 |
4,357.00 |
1.618 |
4,321.25 |
2.618 |
4,263.25 |
4.250 |
4,168.50 |
|
|
Fisher Pivots for day following 21-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,449.50 |
4,433.75 |
PP |
4,446.75 |
4,415.25 |
S1 |
4,444.00 |
4,396.50 |
|