Trading Metrics calculated at close of trading on 21-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
7,308.5 |
7,368.5 |
60.0 |
0.8% |
7,145.5 |
High |
7,401.0 |
7,413.0 |
12.0 |
0.2% |
7,401.0 |
Low |
7,261.5 |
7,332.5 |
71.0 |
1.0% |
7,017.5 |
Close |
7,348.0 |
7,396.0 |
48.0 |
0.7% |
7,348.0 |
Range |
139.5 |
80.5 |
-59.0 |
-42.3% |
383.5 |
ATR |
152.3 |
147.2 |
-5.1 |
-3.4% |
0.0 |
Volume |
121,255 |
77,244 |
-44,011 |
-36.3% |
1,157,307 |
|
Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,622.0 |
7,589.5 |
7,440.5 |
|
R3 |
7,541.5 |
7,509.0 |
7,418.0 |
|
R2 |
7,461.0 |
7,461.0 |
7,411.0 |
|
R1 |
7,428.5 |
7,428.5 |
7,403.5 |
7,445.0 |
PP |
7,380.5 |
7,380.5 |
7,380.5 |
7,388.5 |
S1 |
7,348.0 |
7,348.0 |
7,388.5 |
7,364.0 |
S2 |
7,300.0 |
7,300.0 |
7,381.0 |
|
S3 |
7,219.5 |
7,267.5 |
7,374.0 |
|
S4 |
7,139.0 |
7,187.0 |
7,351.5 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,406.0 |
8,260.5 |
7,559.0 |
|
R3 |
8,022.5 |
7,877.0 |
7,453.5 |
|
R2 |
7,639.0 |
7,639.0 |
7,418.5 |
|
R1 |
7,493.5 |
7,493.5 |
7,383.0 |
7,566.0 |
PP |
7,255.5 |
7,255.5 |
7,255.5 |
7,292.0 |
S1 |
7,110.0 |
7,110.0 |
7,313.0 |
7,183.0 |
S2 |
6,872.0 |
6,872.0 |
7,277.5 |
|
S3 |
6,488.5 |
6,726.5 |
7,242.5 |
|
S4 |
6,105.0 |
6,343.0 |
7,137.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,413.0 |
7,017.5 |
395.5 |
5.3% |
138.0 |
1.9% |
96% |
True |
False |
178,142 |
10 |
7,413.0 |
6,820.0 |
593.0 |
8.0% |
143.5 |
1.9% |
97% |
True |
False |
132,055 |
20 |
7,460.0 |
6,703.5 |
756.5 |
10.2% |
152.5 |
2.1% |
92% |
False |
False |
69,091 |
40 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
102.0 |
1.4% |
81% |
False |
False |
34,620 |
60 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
71.0 |
1.0% |
81% |
False |
False |
23,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,755.0 |
2.618 |
7,623.5 |
1.618 |
7,543.0 |
1.000 |
7,493.5 |
0.618 |
7,462.5 |
HIGH |
7,413.0 |
0.618 |
7,382.0 |
0.500 |
7,373.0 |
0.382 |
7,363.5 |
LOW |
7,332.5 |
0.618 |
7,283.0 |
1.000 |
7,252.0 |
1.618 |
7,202.5 |
2.618 |
7,122.0 |
4.250 |
6,990.5 |
|
|
Fisher Pivots for day following 21-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
7,388.0 |
7,367.0 |
PP |
7,380.5 |
7,338.5 |
S1 |
7,373.0 |
7,309.5 |
|