Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
7,514.0 |
7,528.0 |
14.0 |
0.2% |
7,368.5 |
High |
7,538.0 |
7,552.0 |
14.0 |
0.2% |
7,473.0 |
Low |
7,478.5 |
7,446.0 |
-32.5 |
-0.4% |
7,332.5 |
Close |
7,516.5 |
7,486.0 |
-30.5 |
-0.4% |
7,438.5 |
Range |
59.5 |
106.0 |
46.5 |
78.2% |
140.5 |
ATR |
120.0 |
119.0 |
-1.0 |
-0.8% |
0.0 |
Volume |
82,069 |
107,028 |
24,959 |
30.4% |
355,782 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,812.5 |
7,755.5 |
7,544.5 |
|
R3 |
7,706.5 |
7,649.5 |
7,515.0 |
|
R2 |
7,600.5 |
7,600.5 |
7,505.5 |
|
R1 |
7,543.5 |
7,543.5 |
7,495.5 |
7,519.0 |
PP |
7,494.5 |
7,494.5 |
7,494.5 |
7,482.5 |
S1 |
7,437.5 |
7,437.5 |
7,476.5 |
7,413.0 |
S2 |
7,388.5 |
7,388.5 |
7,466.5 |
|
S3 |
7,282.5 |
7,331.5 |
7,457.0 |
|
S4 |
7,176.5 |
7,225.5 |
7,427.5 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,836.0 |
7,778.0 |
7,516.0 |
|
R3 |
7,695.5 |
7,637.5 |
7,477.0 |
|
R2 |
7,555.0 |
7,555.0 |
7,464.5 |
|
R1 |
7,497.0 |
7,497.0 |
7,451.5 |
7,526.0 |
PP |
7,414.5 |
7,414.5 |
7,414.5 |
7,429.0 |
S1 |
7,356.5 |
7,356.5 |
7,425.5 |
7,385.5 |
S2 |
7,274.0 |
7,274.0 |
7,412.5 |
|
S3 |
7,133.5 |
7,216.0 |
7,400.0 |
|
S4 |
6,993.0 |
7,075.5 |
7,361.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,552.0 |
7,394.0 |
158.0 |
2.1% |
83.0 |
1.1% |
58% |
True |
False |
86,828 |
10 |
7,552.0 |
7,261.5 |
290.5 |
3.9% |
87.0 |
1.2% |
77% |
True |
False |
84,886 |
20 |
7,552.0 |
6,703.5 |
848.5 |
11.3% |
129.5 |
1.7% |
92% |
True |
False |
98,582 |
40 |
7,556.5 |
6,703.5 |
853.0 |
11.4% |
105.5 |
1.4% |
92% |
False |
False |
50,807 |
60 |
7,556.5 |
6,703.5 |
853.0 |
11.4% |
81.5 |
1.1% |
92% |
False |
False |
33,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,002.5 |
2.618 |
7,829.5 |
1.618 |
7,723.5 |
1.000 |
7,658.0 |
0.618 |
7,617.5 |
HIGH |
7,552.0 |
0.618 |
7,511.5 |
0.500 |
7,499.0 |
0.382 |
7,486.5 |
LOW |
7,446.0 |
0.618 |
7,380.5 |
1.000 |
7,340.0 |
1.618 |
7,274.5 |
2.618 |
7,168.5 |
4.250 |
6,995.5 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
7,499.0 |
7,499.0 |
PP |
7,494.5 |
7,494.5 |
S1 |
7,490.5 |
7,490.5 |
|