Trading Metrics calculated at close of trading on 14-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,588.0 |
3,638.5 |
50.5 |
1.4% |
3,440.5 |
High |
3,742.0 |
3,705.5 |
-36.5 |
-1.0% |
3,742.0 |
Low |
3,523.0 |
3,616.0 |
93.0 |
2.6% |
3,309.0 |
Close |
3,608.0 |
3,659.5 |
51.5 |
1.4% |
3,608.0 |
Range |
219.0 |
89.5 |
-129.5 |
-59.1% |
433.0 |
ATR |
154.4 |
150.4 |
-4.1 |
-2.6% |
0.0 |
Volume |
527,842 |
1,538,377 |
1,010,535 |
191.4% |
1,188,071 |
|
Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,928.8 |
3,883.7 |
3,708.7 |
|
R3 |
3,839.3 |
3,794.2 |
3,684.1 |
|
R2 |
3,749.8 |
3,749.8 |
3,675.9 |
|
R1 |
3,704.7 |
3,704.7 |
3,667.7 |
3,727.3 |
PP |
3,660.3 |
3,660.3 |
3,660.3 |
3,671.6 |
S1 |
3,615.2 |
3,615.2 |
3,651.3 |
3,637.8 |
S2 |
3,570.8 |
3,570.8 |
3,643.1 |
|
S3 |
3,481.3 |
3,525.7 |
3,634.9 |
|
S4 |
3,391.8 |
3,436.2 |
3,610.3 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,852.0 |
4,663.0 |
3,846.2 |
|
R3 |
4,419.0 |
4,230.0 |
3,727.1 |
|
R2 |
3,986.0 |
3,986.0 |
3,687.4 |
|
R1 |
3,797.0 |
3,797.0 |
3,647.7 |
3,891.5 |
PP |
3,553.0 |
3,553.0 |
3,553.0 |
3,600.3 |
S1 |
3,364.0 |
3,364.0 |
3,568.3 |
3,458.5 |
S2 |
3,120.0 |
3,120.0 |
3,528.6 |
|
S3 |
2,687.0 |
2,931.0 |
3,488.9 |
|
S4 |
2,254.0 |
2,498.0 |
3,369.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,742.0 |
3,330.0 |
412.0 |
11.3% |
192.8 |
5.3% |
80% |
False |
False |
519,763 |
10 |
3,838.0 |
3,309.0 |
529.0 |
14.5% |
179.9 |
4.9% |
66% |
False |
False |
302,374 |
20 |
4,072.0 |
3,309.0 |
763.0 |
20.8% |
149.6 |
4.1% |
46% |
False |
False |
162,550 |
40 |
4,211.0 |
3,309.0 |
902.0 |
24.6% |
114.6 |
3.1% |
39% |
False |
False |
88,588 |
60 |
4,302.0 |
3,309.0 |
993.0 |
27.1% |
90.6 |
2.5% |
35% |
False |
False |
60,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,085.9 |
2.618 |
3,939.8 |
1.618 |
3,850.3 |
1.000 |
3,795.0 |
0.618 |
3,760.8 |
HIGH |
3,705.5 |
0.618 |
3,671.3 |
0.500 |
3,660.8 |
0.382 |
3,650.2 |
LOW |
3,616.0 |
0.618 |
3,560.7 |
1.000 |
3,526.5 |
1.618 |
3,471.2 |
2.618 |
3,381.7 |
4.250 |
3,235.6 |
|
|
Fisher Pivots for day following 14-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,660.8 |
3,650.5 |
PP |
3,660.3 |
3,641.5 |
S1 |
3,659.9 |
3,632.5 |
|