Trading Metrics calculated at close of trading on 28-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,516.25 |
4,535.25 |
19.00 |
0.4% |
4,460.00 |
High |
4,539.00 |
4,572.25 |
33.25 |
0.7% |
4,539.00 |
Low |
4,493.25 |
4,509.75 |
16.50 |
0.4% |
4,415.00 |
Close |
4,536.50 |
4,568.00 |
31.50 |
0.7% |
4,536.50 |
Range |
45.75 |
62.50 |
16.75 |
36.6% |
124.00 |
ATR |
97.19 |
94.71 |
-2.48 |
-2.5% |
0.00 |
Volume |
1,251,078 |
1,182,527 |
-68,551 |
-5.5% |
6,390,564 |
|
Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,737.50 |
4,715.25 |
4,602.50 |
|
R3 |
4,675.00 |
4,652.75 |
4,585.25 |
|
R2 |
4,612.50 |
4,612.50 |
4,579.50 |
|
R1 |
4,590.25 |
4,590.25 |
4,573.75 |
4,601.50 |
PP |
4,550.00 |
4,550.00 |
4,550.00 |
4,555.50 |
S1 |
4,527.75 |
4,527.75 |
4,562.25 |
4,539.00 |
S2 |
4,487.50 |
4,487.50 |
4,556.50 |
|
S3 |
4,425.00 |
4,465.25 |
4,550.75 |
|
S4 |
4,362.50 |
4,402.75 |
4,533.50 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,868.75 |
4,826.75 |
4,604.75 |
|
R3 |
4,744.75 |
4,702.75 |
4,570.50 |
|
R2 |
4,620.75 |
4,620.75 |
4,559.25 |
|
R1 |
4,578.75 |
4,578.75 |
4,547.75 |
4,599.75 |
PP |
4,496.75 |
4,496.75 |
4,496.75 |
4,507.50 |
S1 |
4,454.75 |
4,454.75 |
4,525.25 |
4,475.75 |
S2 |
4,372.75 |
4,372.75 |
4,513.75 |
|
S3 |
4,248.75 |
4,330.75 |
4,502.50 |
|
S4 |
4,124.75 |
4,206.75 |
4,468.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,572.25 |
4,433.00 |
139.25 |
3.0% |
66.25 |
1.4% |
97% |
True |
False |
1,239,600 |
10 |
4,572.25 |
4,129.50 |
442.75 |
9.7% |
84.00 |
1.8% |
99% |
True |
False |
1,445,601 |
20 |
4,572.25 |
4,129.50 |
442.75 |
9.7% |
99.00 |
2.2% |
99% |
True |
False |
954,918 |
40 |
4,578.50 |
4,094.25 |
484.25 |
10.6% |
99.25 |
2.2% |
98% |
False |
False |
480,512 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
99.00 |
2.2% |
67% |
False |
False |
320,978 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
91.50 |
2.0% |
67% |
False |
False |
240,909 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
83.50 |
1.8% |
67% |
False |
False |
192,744 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
76.00 |
1.7% |
67% |
False |
False |
160,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,838.00 |
2.618 |
4,736.00 |
1.618 |
4,673.50 |
1.000 |
4,634.75 |
0.618 |
4,611.00 |
HIGH |
4,572.25 |
0.618 |
4,548.50 |
0.500 |
4,541.00 |
0.382 |
4,533.50 |
LOW |
4,509.75 |
0.618 |
4,471.00 |
1.000 |
4,447.25 |
1.618 |
4,408.50 |
2.618 |
4,346.00 |
4.250 |
4,244.00 |
|
|
Fisher Pivots for day following 28-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,559.00 |
4,548.25 |
PP |
4,550.00 |
4,528.75 |
S1 |
4,541.00 |
4,509.00 |
|