Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
4,621.25 |
4,599.00 |
-22.25 |
-0.5% |
4,460.00 |
High |
4,627.50 |
4,614.25 |
-13.25 |
-0.3% |
4,539.00 |
Low |
4,574.75 |
4,526.25 |
-48.50 |
-1.1% |
4,415.00 |
Close |
4,596.00 |
4,530.75 |
-65.25 |
-1.4% |
4,536.50 |
Range |
52.75 |
88.00 |
35.25 |
66.8% |
124.00 |
ATR |
89.80 |
89.67 |
-0.13 |
-0.1% |
0.00 |
Volume |
1,206,203 |
1,650,667 |
444,464 |
36.8% |
6,390,564 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,821.00 |
4,764.00 |
4,579.25 |
|
R3 |
4,733.00 |
4,676.00 |
4,555.00 |
|
R2 |
4,645.00 |
4,645.00 |
4,547.00 |
|
R1 |
4,588.00 |
4,588.00 |
4,538.75 |
4,572.50 |
PP |
4,557.00 |
4,557.00 |
4,557.00 |
4,549.50 |
S1 |
4,500.00 |
4,500.00 |
4,522.75 |
4,484.50 |
S2 |
4,469.00 |
4,469.00 |
4,514.50 |
|
S3 |
4,381.00 |
4,412.00 |
4,506.50 |
|
S4 |
4,293.00 |
4,324.00 |
4,482.25 |
|
|
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 |
4,493.25 |
137.75 |
3.0% |
63.00 |
1.4% |
27% |
False |
False |
1,328,831 |
10 |
4,631.00 |
4,364.50 |
266.50 |
5.9% |
69.75 |
1.5% |
62% |
False |
False |
1,318,894 |
20 |
4,631.00 |
4,129.50 |
501.50 |
11.1% |
93.25 |
2.1% |
80% |
False |
False |
1,160,913 |
40 |
4,631.00 |
4,094.25 |
536.75 |
11.8% |
98.50 |
2.2% |
81% |
False |
False |
585,599 |
60 |
4,779.75 |
4,094.25 |
685.50 |
15.1% |
100.50 |
2.2% |
64% |
False |
False |
391,118 |
80 |
4,800.00 |
4,094.25 |
705.75 |
15.6% |
90.75 |
2.0% |
62% |
False |
False |
293,536 |
100 |
4,800.00 |
4,094.25 |
705.75 |
15.6% |
84.75 |
1.9% |
62% |
False |
False |
234,848 |
120 |
4,800.00 |
4,094.25 |
705.75 |
15.6% |
76.50 |
1.7% |
62% |
False |
False |
195,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,988.25 |
2.618 |
4,844.75 |
1.618 |
4,756.75 |
1.000 |
4,702.25 |
0.618 |
4,668.75 |
HIGH |
4,614.25 |
0.618 |
4,580.75 |
0.500 |
4,570.25 |
0.382 |
4,559.75 |
LOW |
4,526.25 |
0.618 |
4,471.75 |
1.000 |
4,438.25 |
1.618 |
4,383.75 |
2.618 |
4,295.75 |
4.250 |
4,152.25 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
4,570.25 |
4,578.50 |
PP |
4,557.00 |
4,562.75 |
S1 |
4,544.00 |
4,546.75 |
|