Trading Metrics calculated at close of trading on 24-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
7,428.5 |
7,400.0 |
-28.5 |
-0.4% |
7,145.5 |
High |
7,468.5 |
7,449.0 |
-19.5 |
-0.3% |
7,401.0 |
Low |
7,373.0 |
7,385.5 |
12.5 |
0.2% |
7,017.5 |
Close |
7,409.0 |
7,432.5 |
23.5 |
0.3% |
7,348.0 |
Range |
95.5 |
63.5 |
-32.0 |
-33.5% |
383.5 |
ATR |
138.7 |
133.4 |
-5.4 |
-3.9% |
0.0 |
Volume |
79,718 |
68,271 |
-11,447 |
-14.4% |
1,157,307 |
|
Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,613.0 |
7,586.0 |
7,467.5 |
|
R3 |
7,549.5 |
7,522.5 |
7,450.0 |
|
R2 |
7,486.0 |
7,486.0 |
7,444.0 |
|
R1 |
7,459.0 |
7,459.0 |
7,438.5 |
7,472.5 |
PP |
7,422.5 |
7,422.5 |
7,422.5 |
7,429.0 |
S1 |
7,395.5 |
7,395.5 |
7,426.5 |
7,409.0 |
S2 |
7,359.0 |
7,359.0 |
7,421.0 |
|
S3 |
7,295.5 |
7,332.0 |
7,415.0 |
|
S4 |
7,232.0 |
7,268.5 |
7,397.5 |
|
|
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 |
7,468.5 |
7,261.5 |
207.0 |
2.8% |
91.0 |
1.2% |
83% |
False |
False |
82,944 |
10 |
7,468.5 |
7,013.0 |
455.5 |
6.1% |
119.5 |
1.6% |
92% |
False |
False |
150,977 |
20 |
7,468.5 |
6,703.5 |
765.0 |
10.3% |
145.5 |
2.0% |
95% |
False |
False |
79,896 |
40 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
100.0 |
1.3% |
85% |
False |
False |
40,025 |
60 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
75.0 |
1.0% |
85% |
False |
False |
26,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,719.0 |
2.618 |
7,615.0 |
1.618 |
7,551.5 |
1.000 |
7,512.5 |
0.618 |
7,488.0 |
HIGH |
7,449.0 |
0.618 |
7,424.5 |
0.500 |
7,417.0 |
0.382 |
7,410.0 |
LOW |
7,385.5 |
0.618 |
7,346.5 |
1.000 |
7,322.0 |
1.618 |
7,283.0 |
2.618 |
7,219.5 |
4.250 |
7,115.5 |
|
|
Fisher Pivots for day following 24-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
7,427.5 |
7,427.5 |
PP |
7,422.5 |
7,422.0 |
S1 |
7,417.0 |
7,417.0 |
|