Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,770.50 |
13,572.50 |
-198.00 |
-1.4% |
13,760.00 |
High |
13,773.25 |
13,858.00 |
84.75 |
0.6% |
13,875.50 |
Low |
13,390.50 |
13,277.50 |
-113.00 |
-0.8% |
13,106.50 |
Close |
13,583.25 |
13,289.00 |
-294.25 |
-2.2% |
13,289.00 |
Range |
382.75 |
580.50 |
197.75 |
51.7% |
769.00 |
ATR |
483.02 |
489.98 |
6.96 |
1.4% |
0.00 |
Volume |
71,849 |
389,782 |
317,933 |
442.5% |
508,626 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,216.25 |
14,833.25 |
13,608.25 |
|
R3 |
14,635.75 |
14,252.75 |
13,448.75 |
|
R2 |
14,055.25 |
14,055.25 |
13,395.50 |
|
R1 |
13,672.25 |
13,672.25 |
13,342.25 |
13,573.50 |
PP |
13,474.75 |
13,474.75 |
13,474.75 |
13,425.50 |
S1 |
13,091.75 |
13,091.75 |
13,235.75 |
12,993.00 |
S2 |
12,894.25 |
12,894.25 |
13,182.50 |
|
S3 |
12,313.75 |
12,511.25 |
13,129.25 |
|
S4 |
11,733.25 |
11,930.75 |
12,969.75 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,730.75 |
15,278.75 |
13,712.00 |
|
R3 |
14,961.75 |
14,509.75 |
13,500.50 |
|
R2 |
14,192.75 |
14,192.75 |
13,430.00 |
|
R1 |
13,740.75 |
13,740.75 |
13,359.50 |
13,582.25 |
PP |
13,423.75 |
13,423.75 |
13,423.75 |
13,344.50 |
S1 |
12,971.75 |
12,971.75 |
13,218.50 |
12,813.25 |
S2 |
12,654.75 |
12,654.75 |
13,148.00 |
|
S3 |
11,885.75 |
12,202.75 |
13,077.50 |
|
S4 |
11,116.75 |
11,433.75 |
12,866.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,875.50 |
13,106.50 |
769.00 |
5.8% |
551.25 |
4.1% |
24% |
False |
False |
101,725 |
10 |
14,389.00 |
13,106.50 |
1,282.50 |
9.7% |
491.50 |
3.7% |
14% |
False |
False |
52,488 |
20 |
14,771.25 |
13,031.00 |
1,740.25 |
13.1% |
496.25 |
3.7% |
15% |
False |
False |
27,473 |
40 |
15,973.00 |
13,031.00 |
2,942.00 |
22.1% |
490.75 |
3.7% |
9% |
False |
False |
14,686 |
60 |
16,654.00 |
13,031.00 |
3,623.00 |
27.3% |
436.50 |
3.3% |
7% |
False |
False |
10,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,325.00 |
2.618 |
15,377.75 |
1.618 |
14,797.25 |
1.000 |
14,438.50 |
0.618 |
14,216.75 |
HIGH |
13,858.00 |
0.618 |
13,636.25 |
0.500 |
13,567.75 |
0.382 |
13,499.25 |
LOW |
13,277.50 |
0.618 |
12,918.75 |
1.000 |
12,697.00 |
1.618 |
12,338.25 |
2.618 |
11,757.75 |
4.250 |
10,810.50 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,567.75 |
13,525.25 |
PP |
13,474.75 |
13,446.50 |
S1 |
13,382.00 |
13,367.75 |
|