Trading Metrics calculated at close of trading on 16-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,079.50 |
13,445.25 |
365.75 |
2.8% |
13,760.00 |
High |
13,486.50 |
14,025.75 |
539.25 |
4.0% |
13,875.50 |
Low |
12,942.50 |
13,417.25 |
474.75 |
3.7% |
13,106.50 |
Close |
13,449.50 |
13,949.75 |
500.25 |
3.7% |
13,289.00 |
Range |
544.00 |
608.50 |
64.50 |
11.9% |
769.00 |
ATR |
489.60 |
498.09 |
8.49 |
1.7% |
0.00 |
Volume |
552,399 |
651,016 |
98,617 |
17.9% |
508,626 |
|
Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,623.00 |
15,395.00 |
14,284.50 |
|
R3 |
15,014.50 |
14,786.50 |
14,117.00 |
|
R2 |
14,406.00 |
14,406.00 |
14,061.25 |
|
R1 |
14,178.00 |
14,178.00 |
14,005.50 |
14,292.00 |
PP |
13,797.50 |
13,797.50 |
13,797.50 |
13,854.50 |
S1 |
13,569.50 |
13,569.50 |
13,894.00 |
13,683.50 |
S2 |
13,189.00 |
13,189.00 |
13,838.25 |
|
S3 |
12,580.50 |
12,961.00 |
13,782.50 |
|
S4 |
11,972.00 |
12,352.50 |
13,615.00 |
|
|
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 |
14,025.75 |
12,942.50 |
1,083.25 |
7.8% |
508.25 |
3.6% |
93% |
True |
False |
442,396 |
10 |
14,389.00 |
12,942.50 |
1,446.50 |
10.4% |
512.00 |
3.7% |
70% |
False |
False |
226,687 |
20 |
14,671.75 |
12,942.50 |
1,729.25 |
12.4% |
508.75 |
3.6% |
58% |
False |
False |
114,737 |
40 |
15,369.25 |
12,942.50 |
2,426.75 |
17.4% |
498.00 |
3.6% |
42% |
False |
False |
58,301 |
60 |
16,654.00 |
12,942.50 |
3,711.50 |
26.6% |
437.75 |
3.1% |
27% |
False |
False |
39,285 |
80 |
16,744.75 |
12,942.50 |
3,802.25 |
27.3% |
416.75 |
3.0% |
26% |
False |
False |
29,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,612.00 |
2.618 |
15,618.75 |
1.618 |
15,010.25 |
1.000 |
14,634.25 |
0.618 |
14,401.75 |
HIGH |
14,025.75 |
0.618 |
13,793.25 |
0.500 |
13,721.50 |
0.382 |
13,649.75 |
LOW |
13,417.25 |
0.618 |
13,041.25 |
1.000 |
12,808.75 |
1.618 |
12,432.75 |
2.618 |
11,824.25 |
4.250 |
10,831.00 |
|
|
Fisher Pivots for day following 16-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,873.75 |
13,794.50 |
PP |
13,797.50 |
13,639.25 |
S1 |
13,721.50 |
13,484.00 |
|