Trading Metrics calculated at close of trading on 15-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,334.50 |
13,079.50 |
-255.00 |
-1.9% |
13,760.00 |
High |
13,441.50 |
13,486.50 |
45.00 |
0.3% |
13,875.50 |
Low |
13,015.50 |
12,942.50 |
-73.00 |
-0.6% |
13,106.50 |
Close |
13,044.00 |
13,449.50 |
405.50 |
3.1% |
13,289.00 |
Range |
426.00 |
544.00 |
118.00 |
27.7% |
769.00 |
ATR |
485.41 |
489.60 |
4.18 |
0.9% |
0.00 |
Volume |
546,934 |
552,399 |
5,465 |
1.0% |
508,626 |
|
Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,924.75 |
14,731.25 |
13,748.75 |
|
R3 |
14,380.75 |
14,187.25 |
13,599.00 |
|
R2 |
13,836.75 |
13,836.75 |
13,549.25 |
|
R1 |
13,643.25 |
13,643.25 |
13,499.25 |
13,740.00 |
PP |
13,292.75 |
13,292.75 |
13,292.75 |
13,341.25 |
S1 |
13,099.25 |
13,099.25 |
13,399.75 |
13,196.00 |
S2 |
12,748.75 |
12,748.75 |
13,349.75 |
|
S3 |
12,204.75 |
12,555.25 |
13,300.00 |
|
S4 |
11,660.75 |
12,011.25 |
13,150.25 |
|
|
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 |
13,858.00 |
12,942.50 |
915.50 |
6.8% |
511.75 |
3.8% |
55% |
False |
True |
315,581 |
10 |
14,389.00 |
12,942.50 |
1,446.50 |
10.8% |
488.25 |
3.6% |
35% |
False |
True |
161,824 |
20 |
14,671.75 |
12,942.50 |
1,729.25 |
12.9% |
497.50 |
3.7% |
29% |
False |
True |
82,249 |
40 |
15,646.75 |
12,942.50 |
2,704.25 |
20.1% |
494.50 |
3.7% |
19% |
False |
True |
42,077 |
60 |
16,654.00 |
12,942.50 |
3,711.50 |
27.6% |
432.50 |
3.2% |
14% |
False |
True |
28,446 |
80 |
16,744.75 |
12,942.50 |
3,802.25 |
28.3% |
409.25 |
3.0% |
13% |
False |
True |
21,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,798.50 |
2.618 |
14,910.75 |
1.618 |
14,366.75 |
1.000 |
14,030.50 |
0.618 |
13,822.75 |
HIGH |
13,486.50 |
0.618 |
13,278.75 |
0.500 |
13,214.50 |
0.382 |
13,150.25 |
LOW |
12,942.50 |
0.618 |
12,606.25 |
1.000 |
12,398.50 |
1.618 |
12,062.25 |
2.618 |
11,518.25 |
4.250 |
10,630.50 |
|
|
Fisher Pivots for day following 15-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,371.25 |
13,433.00 |
PP |
13,292.75 |
13,416.75 |
S1 |
13,214.50 |
13,400.25 |
|