Trading Metrics calculated at close of trading on 30-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,570.25 |
4,621.25 |
51.00 |
1.1% |
4,460.00 |
High |
4,631.00 |
4,627.50 |
-3.50 |
-0.1% |
4,539.00 |
Low |
4,565.25 |
4,574.75 |
9.50 |
0.2% |
4,415.00 |
Close |
4,625.50 |
4,596.00 |
-29.50 |
-0.6% |
4,536.50 |
Range |
65.75 |
52.75 |
-13.00 |
-19.8% |
124.00 |
ATR |
92.65 |
89.80 |
-2.85 |
-3.1% |
0.00 |
Volume |
1,353,683 |
1,206,203 |
-147,480 |
-10.9% |
6,390,564 |
|
Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,757.75 |
4,729.50 |
4,625.00 |
|
R3 |
4,705.00 |
4,676.75 |
4,610.50 |
|
R2 |
4,652.25 |
4,652.25 |
4,605.75 |
|
R1 |
4,624.00 |
4,624.00 |
4,600.75 |
4,611.75 |
PP |
4,599.50 |
4,599.50 |
4,599.50 |
4,593.25 |
S1 |
4,571.25 |
4,571.25 |
4,591.25 |
4,559.00 |
S2 |
4,546.75 |
4,546.75 |
4,586.25 |
|
S3 |
4,494.00 |
4,518.50 |
4,581.50 |
|
S4 |
4,441.25 |
4,465.75 |
4,567.00 |
|
|
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 |
4,445.75 |
185.25 |
4.0% |
59.75 |
1.3% |
81% |
False |
False |
1,243,012 |
10 |
4,631.00 |
4,320.25 |
310.75 |
6.8% |
69.50 |
1.5% |
89% |
False |
False |
1,298,092 |
20 |
4,631.00 |
4,129.50 |
501.50 |
10.9% |
92.75 |
2.0% |
93% |
False |
False |
1,079,769 |
40 |
4,631.00 |
4,094.25 |
536.75 |
11.7% |
97.50 |
2.1% |
93% |
False |
False |
544,395 |
60 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
99.75 |
2.2% |
71% |
False |
False |
363,618 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
90.50 |
2.0% |
71% |
False |
False |
272,903 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
84.25 |
1.8% |
71% |
False |
False |
218,343 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.4% |
76.00 |
1.7% |
71% |
False |
False |
181,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,851.75 |
2.618 |
4,765.50 |
1.618 |
4,712.75 |
1.000 |
4,680.25 |
0.618 |
4,660.00 |
HIGH |
4,627.50 |
0.618 |
4,607.25 |
0.500 |
4,601.00 |
0.382 |
4,595.00 |
LOW |
4,574.75 |
0.618 |
4,542.25 |
1.000 |
4,522.00 |
1.618 |
4,489.50 |
2.618 |
4,436.75 |
4.250 |
4,350.50 |
|
|
Fisher Pivots for day following 30-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,601.00 |
4,587.50 |
PP |
4,599.50 |
4,579.00 |
S1 |
4,597.75 |
4,570.50 |
|