Trading Metrics calculated at close of trading on 24-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,504.00 |
4,449.25 |
-54.75 |
-1.2% |
4,206.75 |
High |
4,514.00 |
4,517.50 |
3.50 |
0.1% |
4,465.75 |
Low |
4,444.75 |
4,445.75 |
1.00 |
0.0% |
4,129.50 |
Close |
4,447.50 |
4,512.50 |
65.00 |
1.5% |
4,453.50 |
Range |
69.25 |
71.75 |
2.50 |
3.6% |
336.25 |
ATR |
103.41 |
101.15 |
-2.26 |
-2.2% |
0.00 |
Volume |
1,336,967 |
1,221,569 |
-115,398 |
-8.6% |
8,945,195 |
|
Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,707.25 |
4,681.50 |
4,552.00 |
|
R3 |
4,635.50 |
4,609.75 |
4,532.25 |
|
R2 |
4,563.75 |
4,563.75 |
4,525.75 |
|
R1 |
4,538.00 |
4,538.00 |
4,519.00 |
4,551.00 |
PP |
4,492.00 |
4,492.00 |
4,492.00 |
4,498.25 |
S1 |
4,466.25 |
4,466.25 |
4,506.00 |
4,479.00 |
S2 |
4,420.25 |
4,420.25 |
4,499.25 |
|
S3 |
4,348.50 |
4,394.50 |
4,492.75 |
|
S4 |
4,276.75 |
4,322.75 |
4,473.00 |
|
|
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 |
4,517.50 |
4,364.50 |
153.00 |
3.4% |
76.50 |
1.7% |
97% |
True |
False |
1,308,957 |
10 |
4,517.50 |
4,129.50 |
388.00 |
8.6% |
96.00 |
2.1% |
99% |
True |
False |
1,577,230 |
20 |
4,517.50 |
4,129.50 |
388.00 |
8.6% |
107.75 |
2.4% |
99% |
True |
False |
835,037 |
40 |
4,578.50 |
4,094.25 |
484.25 |
10.7% |
104.50 |
2.3% |
86% |
False |
False |
419,804 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.6% |
98.25 |
2.2% |
59% |
False |
False |
280,439 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.6% |
93.50 |
2.1% |
59% |
False |
False |
210,495 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.6% |
83.25 |
1.8% |
59% |
False |
False |
168,409 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.6% |
76.50 |
1.7% |
59% |
False |
False |
140,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,822.50 |
2.618 |
4,705.25 |
1.618 |
4,633.50 |
1.000 |
4,589.25 |
0.618 |
4,561.75 |
HIGH |
4,517.50 |
0.618 |
4,490.00 |
0.500 |
4,481.50 |
0.382 |
4,473.25 |
LOW |
4,445.75 |
0.618 |
4,401.50 |
1.000 |
4,374.00 |
1.618 |
4,329.75 |
2.618 |
4,258.00 |
4.250 |
4,140.75 |
|
|
Fisher Pivots for day following 24-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,502.25 |
4,500.00 |
PP |
4,492.00 |
4,487.75 |
S1 |
4,481.50 |
4,475.25 |
|