Trading Metrics calculated at close of trading on 22-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,460.00 |
4,456.75 |
-3.25 |
-0.1% |
4,206.75 |
High |
4,473.00 |
4,514.75 |
41.75 |
0.9% |
4,465.75 |
Low |
4,415.00 |
4,433.00 |
18.00 |
0.4% |
4,129.50 |
Close |
4,452.25 |
4,505.00 |
52.75 |
1.2% |
4,453.50 |
Range |
58.00 |
81.75 |
23.75 |
40.9% |
336.25 |
ATR |
107.91 |
106.04 |
-1.87 |
-1.7% |
0.00 |
Volume |
1,375,090 |
1,205,860 |
-169,230 |
-12.3% |
8,945,195 |
|
Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,729.50 |
4,699.00 |
4,550.00 |
|
R3 |
4,647.75 |
4,617.25 |
4,527.50 |
|
R2 |
4,566.00 |
4,566.00 |
4,520.00 |
|
R1 |
4,535.50 |
4,535.50 |
4,512.50 |
4,550.75 |
PP |
4,484.25 |
4,484.25 |
4,484.25 |
4,492.00 |
S1 |
4,453.75 |
4,453.75 |
4,497.50 |
4,469.00 |
S2 |
4,402.50 |
4,402.50 |
4,490.00 |
|
S3 |
4,320.75 |
4,372.00 |
4,482.50 |
|
S4 |
4,239.00 |
4,290.25 |
4,460.00 |
|
|
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 |
4,514.75 |
4,239.00 |
275.75 |
6.1% |
91.25 |
2.0% |
96% |
True |
False |
1,481,908 |
10 |
4,514.75 |
4,129.50 |
385.25 |
8.6% |
104.00 |
2.3% |
97% |
True |
False |
1,382,199 |
20 |
4,514.75 |
4,094.25 |
420.50 |
9.3% |
116.75 |
2.6% |
98% |
True |
False |
708,235 |
40 |
4,578.50 |
4,094.25 |
484.25 |
10.7% |
108.00 |
2.4% |
85% |
False |
False |
356,015 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.7% |
97.50 |
2.2% |
58% |
False |
False |
237,817 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.7% |
94.50 |
2.1% |
58% |
False |
False |
178,520 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.7% |
82.50 |
1.8% |
58% |
False |
False |
142,825 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.7% |
77.00 |
1.7% |
58% |
False |
False |
119,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,862.25 |
2.618 |
4,728.75 |
1.618 |
4,647.00 |
1.000 |
4,596.50 |
0.618 |
4,565.25 |
HIGH |
4,514.75 |
0.618 |
4,483.50 |
0.500 |
4,474.00 |
0.382 |
4,464.25 |
LOW |
4,433.00 |
0.618 |
4,382.50 |
1.000 |
4,351.25 |
1.618 |
4,300.75 |
2.618 |
4,219.00 |
4.250 |
4,085.50 |
|
|
Fisher Pivots for day following 22-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,494.50 |
4,483.25 |
PP |
4,484.25 |
4,461.50 |
S1 |
4,474.00 |
4,439.50 |
|