Trading Metrics calculated at close of trading on 09-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,269.00 |
13,197.50 |
-71.50 |
-0.5% |
14,026.00 |
High |
13,663.75 |
13,818.25 |
154.50 |
1.1% |
14,389.00 |
Low |
13,106.50 |
13,192.50 |
86.00 |
0.7% |
13,708.00 |
Close |
13,265.00 |
13,732.75 |
467.75 |
3.5% |
13,838.50 |
Range |
557.25 |
625.75 |
68.50 |
12.3% |
681.00 |
ATR |
480.35 |
490.74 |
10.39 |
2.2% |
0.00 |
Volume |
20,607 |
16,941 |
-3,666 |
-17.8% |
16,262 |
|
Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,458.50 |
15,221.25 |
14,077.00 |
|
R3 |
14,832.75 |
14,595.50 |
13,904.75 |
|
R2 |
14,207.00 |
14,207.00 |
13,847.50 |
|
R1 |
13,969.75 |
13,969.75 |
13,790.00 |
14,088.50 |
PP |
13,581.25 |
13,581.25 |
13,581.25 |
13,640.50 |
S1 |
13,344.00 |
13,344.00 |
13,675.50 |
13,462.50 |
S2 |
12,955.50 |
12,955.50 |
13,618.00 |
|
S3 |
12,329.75 |
12,718.25 |
13,560.75 |
|
S4 |
11,704.00 |
12,092.50 |
13,388.50 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,021.50 |
15,611.00 |
14,213.00 |
|
R3 |
15,340.50 |
14,930.00 |
14,025.75 |
|
R2 |
14,659.50 |
14,659.50 |
13,963.25 |
|
R1 |
14,249.00 |
14,249.00 |
13,901.00 |
14,113.75 |
PP |
13,978.50 |
13,978.50 |
13,978.50 |
13,911.00 |
S1 |
13,568.00 |
13,568.00 |
13,776.00 |
13,432.75 |
S2 |
13,297.50 |
13,297.50 |
13,713.75 |
|
S3 |
12,616.50 |
12,887.00 |
13,651.25 |
|
S4 |
11,935.50 |
12,206.00 |
13,464.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,389.00 |
13,106.50 |
1,282.50 |
9.3% |
515.50 |
3.8% |
49% |
False |
False |
10,979 |
10 |
14,389.00 |
13,031.00 |
1,358.00 |
9.9% |
533.25 |
3.9% |
52% |
False |
False |
7,228 |
20 |
15,070.75 |
13,031.00 |
2,039.75 |
14.9% |
485.50 |
3.5% |
34% |
False |
False |
4,559 |
40 |
16,007.50 |
13,031.00 |
2,976.50 |
21.7% |
481.75 |
3.5% |
24% |
False |
False |
3,211 |
60 |
16,654.00 |
13,031.00 |
3,623.00 |
26.4% |
432.25 |
3.1% |
19% |
False |
False |
2,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,477.75 |
2.618 |
15,456.50 |
1.618 |
14,830.75 |
1.000 |
14,444.00 |
0.618 |
14,205.00 |
HIGH |
13,818.25 |
0.618 |
13,579.25 |
0.500 |
13,505.50 |
0.382 |
13,431.50 |
LOW |
13,192.50 |
0.618 |
12,805.75 |
1.000 |
12,566.75 |
1.618 |
12,180.00 |
2.618 |
11,554.25 |
4.250 |
10,533.00 |
|
|
Fisher Pivots for day following 09-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,657.00 |
13,652.25 |
PP |
13,581.25 |
13,571.50 |
S1 |
13,505.50 |
13,491.00 |
|