Trading Metrics calculated at close of trading on 22-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
7,368.5 |
7,381.5 |
13.0 |
0.2% |
7,145.5 |
High |
7,413.0 |
7,441.5 |
28.5 |
0.4% |
7,401.0 |
Low |
7,332.5 |
7,365.5 |
33.0 |
0.5% |
7,017.5 |
Close |
7,396.0 |
7,409.0 |
13.0 |
0.2% |
7,348.0 |
Range |
80.5 |
76.0 |
-4.5 |
-5.6% |
383.5 |
ATR |
147.2 |
142.1 |
-5.1 |
-3.5% |
0.0 |
Volume |
77,244 |
68,235 |
-9,009 |
-11.7% |
1,157,307 |
|
Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,633.5 |
7,597.0 |
7,451.0 |
|
R3 |
7,557.5 |
7,521.0 |
7,430.0 |
|
R2 |
7,481.5 |
7,481.5 |
7,423.0 |
|
R1 |
7,445.0 |
7,445.0 |
7,416.0 |
7,463.0 |
PP |
7,405.5 |
7,405.5 |
7,405.5 |
7,414.5 |
S1 |
7,369.0 |
7,369.0 |
7,402.0 |
7,387.0 |
S2 |
7,329.5 |
7,329.5 |
7,395.0 |
|
S3 |
7,253.5 |
7,293.0 |
7,388.0 |
|
S4 |
7,177.5 |
7,217.0 |
7,367.0 |
|
|
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 |
7,441.5 |
7,110.0 |
331.5 |
4.5% |
126.5 |
1.7% |
90% |
True |
False |
101,420 |
10 |
7,441.5 |
6,975.0 |
466.5 |
6.3% |
132.5 |
1.8% |
93% |
True |
False |
138,793 |
20 |
7,460.0 |
6,703.5 |
756.5 |
10.2% |
150.5 |
2.0% |
93% |
False |
False |
72,501 |
40 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
102.5 |
1.4% |
83% |
False |
False |
36,326 |
60 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
72.5 |
1.0% |
83% |
False |
False |
24,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,764.5 |
2.618 |
7,640.5 |
1.618 |
7,564.5 |
1.000 |
7,517.5 |
0.618 |
7,488.5 |
HIGH |
7,441.5 |
0.618 |
7,412.5 |
0.500 |
7,403.5 |
0.382 |
7,394.5 |
LOW |
7,365.5 |
0.618 |
7,318.5 |
1.000 |
7,289.5 |
1.618 |
7,242.5 |
2.618 |
7,166.5 |
4.250 |
7,042.5 |
|
|
Fisher Pivots for day following 22-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
7,407.0 |
7,390.0 |
PP |
7,405.5 |
7,370.5 |
S1 |
7,403.5 |
7,351.5 |
|