Trading Metrics calculated at close of trading on 17-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,445.25 |
13,991.00 |
545.75 |
4.1% |
13,760.00 |
High |
14,025.75 |
14,132.50 |
106.75 |
0.8% |
13,875.50 |
Low |
13,417.25 |
13,819.00 |
401.75 |
3.0% |
13,106.50 |
Close |
13,949.75 |
14,107.75 |
158.00 |
1.1% |
13,289.00 |
Range |
608.50 |
313.50 |
-295.00 |
-48.5% |
769.00 |
ATR |
498.09 |
484.91 |
-13.19 |
-2.6% |
0.00 |
Volume |
651,016 |
527,113 |
-123,903 |
-19.0% |
508,626 |
|
Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,960.25 |
14,847.50 |
14,280.25 |
|
R3 |
14,646.75 |
14,534.00 |
14,194.00 |
|
R2 |
14,333.25 |
14,333.25 |
14,165.25 |
|
R1 |
14,220.50 |
14,220.50 |
14,136.50 |
14,277.00 |
PP |
14,019.75 |
14,019.75 |
14,019.75 |
14,048.00 |
S1 |
13,907.00 |
13,907.00 |
14,079.00 |
13,963.50 |
S2 |
13,706.25 |
13,706.25 |
14,050.25 |
|
S3 |
13,392.75 |
13,593.50 |
14,021.50 |
|
S4 |
13,079.25 |
13,280.00 |
13,935.25 |
|
|
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 |
14,132.50 |
12,942.50 |
1,190.00 |
8.4% |
494.50 |
3.5% |
98% |
True |
False |
533,448 |
10 |
14,132.50 |
12,942.50 |
1,190.00 |
8.4% |
500.25 |
3.5% |
98% |
True |
False |
279,082 |
20 |
14,621.75 |
12,942.50 |
1,679.25 |
11.9% |
510.50 |
3.6% |
69% |
False |
False |
141,037 |
40 |
15,337.00 |
12,942.50 |
2,394.50 |
17.0% |
496.75 |
3.5% |
49% |
False |
False |
71,446 |
60 |
16,654.00 |
12,942.50 |
3,711.50 |
26.3% |
437.00 |
3.1% |
31% |
False |
False |
48,056 |
80 |
16,744.75 |
12,942.50 |
3,802.25 |
27.0% |
419.50 |
3.0% |
31% |
False |
False |
36,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,465.00 |
2.618 |
14,953.25 |
1.618 |
14,639.75 |
1.000 |
14,446.00 |
0.618 |
14,326.25 |
HIGH |
14,132.50 |
0.618 |
14,012.75 |
0.500 |
13,975.75 |
0.382 |
13,938.75 |
LOW |
13,819.00 |
0.618 |
13,625.25 |
1.000 |
13,505.50 |
1.618 |
13,311.75 |
2.618 |
12,998.25 |
4.250 |
12,486.50 |
|
|
Fisher Pivots for day following 17-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
14,063.75 |
13,917.75 |
PP |
14,019.75 |
13,727.50 |
S1 |
13,975.75 |
13,537.50 |
|