Trading Metrics calculated at close of trading on 23-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,456.75 |
4,504.00 |
47.25 |
1.1% |
4,206.75 |
High |
4,514.75 |
4,514.00 |
-0.75 |
0.0% |
4,465.75 |
Low |
4,433.00 |
4,444.75 |
11.75 |
0.3% |
4,129.50 |
Close |
4,505.00 |
4,447.50 |
-57.50 |
-1.3% |
4,453.50 |
Range |
81.75 |
69.25 |
-12.50 |
-15.3% |
336.25 |
ATR |
106.04 |
103.41 |
-2.63 |
-2.5% |
0.00 |
Volume |
1,205,860 |
1,336,967 |
131,107 |
10.9% |
8,945,195 |
|
Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,676.50 |
4,631.25 |
4,485.50 |
|
R3 |
4,607.25 |
4,562.00 |
4,466.50 |
|
R2 |
4,538.00 |
4,538.00 |
4,460.25 |
|
R1 |
4,492.75 |
4,492.75 |
4,453.75 |
4,480.75 |
PP |
4,468.75 |
4,468.75 |
4,468.75 |
4,462.75 |
S1 |
4,423.50 |
4,423.50 |
4,441.25 |
4,411.50 |
S2 |
4,399.50 |
4,399.50 |
4,434.75 |
|
S3 |
4,330.25 |
4,354.25 |
4,428.50 |
|
S4 |
4,261.00 |
4,285.00 |
4,409.50 |
|
|
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 |
4,320.25 |
194.50 |
4.4% |
79.25 |
1.8% |
65% |
False |
False |
1,353,172 |
10 |
4,514.75 |
4,129.50 |
385.25 |
8.7% |
96.50 |
2.2% |
83% |
False |
False |
1,506,676 |
20 |
4,514.75 |
4,094.25 |
420.50 |
9.5% |
113.50 |
2.6% |
84% |
False |
False |
774,836 |
40 |
4,578.50 |
4,094.25 |
484.25 |
10.9% |
106.50 |
2.4% |
73% |
False |
False |
389,341 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
97.50 |
2.2% |
50% |
False |
False |
260,087 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
93.50 |
2.1% |
50% |
False |
False |
195,227 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
82.75 |
1.9% |
50% |
False |
False |
156,194 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.9% |
76.75 |
1.7% |
50% |
False |
False |
130,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,808.25 |
2.618 |
4,695.25 |
1.618 |
4,626.00 |
1.000 |
4,583.25 |
0.618 |
4,556.75 |
HIGH |
4,514.00 |
0.618 |
4,487.50 |
0.500 |
4,479.50 |
0.382 |
4,471.25 |
LOW |
4,444.75 |
0.618 |
4,402.00 |
1.000 |
4,375.50 |
1.618 |
4,332.75 |
2.618 |
4,263.50 |
4.250 |
4,150.50 |
|
|
Fisher Pivots for day following 23-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,479.50 |
4,465.00 |
PP |
4,468.75 |
4,459.00 |
S1 |
4,458.00 |
4,453.25 |
|