Trading Metrics calculated at close of trading on 29-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,535.25 |
4,570.25 |
35.00 |
0.8% |
4,460.00 |
High |
4,572.25 |
4,631.00 |
58.75 |
1.3% |
4,539.00 |
Low |
4,509.75 |
4,565.25 |
55.50 |
1.2% |
4,415.00 |
Close |
4,568.00 |
4,625.50 |
57.50 |
1.3% |
4,536.50 |
Range |
62.50 |
65.75 |
3.25 |
5.2% |
124.00 |
ATR |
94.71 |
92.65 |
-2.07 |
-2.2% |
0.00 |
Volume |
1,182,527 |
1,353,683 |
171,156 |
14.5% |
6,390,564 |
|
Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,804.50 |
4,780.75 |
4,661.75 |
|
R3 |
4,738.75 |
4,715.00 |
4,643.50 |
|
R2 |
4,673.00 |
4,673.00 |
4,637.50 |
|
R1 |
4,649.25 |
4,649.25 |
4,631.50 |
4,661.00 |
PP |
4,607.25 |
4,607.25 |
4,607.25 |
4,613.25 |
S1 |
4,583.50 |
4,583.50 |
4,619.50 |
4,595.50 |
S2 |
4,541.50 |
4,541.50 |
4,613.50 |
|
S3 |
4,475.75 |
4,517.75 |
4,607.50 |
|
S4 |
4,410.00 |
4,452.00 |
4,589.25 |
|
|
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 |
4,631.00 |
4,444.75 |
186.25 |
4.0% |
63.00 |
1.4% |
97% |
True |
False |
1,269,164 |
10 |
4,631.00 |
4,239.00 |
392.00 |
8.5% |
77.00 |
1.7% |
99% |
True |
False |
1,375,536 |
20 |
4,631.00 |
4,129.50 |
501.50 |
10.8% |
96.00 |
2.1% |
99% |
True |
False |
1,021,071 |
40 |
4,631.00 |
4,094.25 |
536.75 |
11.6% |
98.25 |
2.1% |
99% |
True |
False |
514,313 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.3% |
99.75 |
2.2% |
75% |
False |
False |
343,528 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.3% |
91.25 |
2.0% |
75% |
False |
False |
257,827 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.3% |
84.00 |
1.8% |
75% |
False |
False |
206,281 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.3% |
76.00 |
1.6% |
75% |
False |
False |
171,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,910.50 |
2.618 |
4,803.25 |
1.618 |
4,737.50 |
1.000 |
4,696.75 |
0.618 |
4,671.75 |
HIGH |
4,631.00 |
0.618 |
4,606.00 |
0.500 |
4,598.00 |
0.382 |
4,590.25 |
LOW |
4,565.25 |
0.618 |
4,524.50 |
1.000 |
4,499.50 |
1.618 |
4,458.75 |
2.618 |
4,393.00 |
4.250 |
4,285.75 |
|
|
Fisher Pivots for day following 29-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,616.50 |
4,604.50 |
PP |
4,607.25 |
4,583.25 |
S1 |
4,598.00 |
4,562.00 |
|