Trading Metrics calculated at close of trading on 15-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,638.5 |
3,654.0 |
15.5 |
0.4% |
3,440.5 |
High |
3,705.5 |
3,681.5 |
-24.0 |
-0.6% |
3,742.0 |
Low |
3,616.0 |
3,555.5 |
-60.5 |
-1.7% |
3,309.0 |
Close |
3,659.5 |
3,655.5 |
-4.0 |
-0.1% |
3,608.0 |
Range |
89.5 |
126.0 |
36.5 |
40.8% |
433.0 |
ATR |
150.4 |
148.6 |
-1.7 |
-1.2% |
0.0 |
Volume |
1,538,377 |
1,993,118 |
454,741 |
29.6% |
1,188,071 |
|
Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,008.8 |
3,958.2 |
3,724.8 |
|
R3 |
3,882.8 |
3,832.2 |
3,690.2 |
|
R2 |
3,756.8 |
3,756.8 |
3,678.6 |
|
R1 |
3,706.2 |
3,706.2 |
3,667.1 |
3,731.5 |
PP |
3,630.8 |
3,630.8 |
3,630.8 |
3,643.5 |
S1 |
3,580.2 |
3,580.2 |
3,644.0 |
3,605.5 |
S2 |
3,504.8 |
3,504.8 |
3,632.4 |
|
S3 |
3,378.8 |
3,454.2 |
3,620.9 |
|
S4 |
3,252.8 |
3,328.2 |
3,586.2 |
|
|
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 |
3,455.0 |
287.0 |
7.9% |
168.0 |
4.6% |
70% |
False |
False |
884,731 |
10 |
3,768.0 |
3,309.0 |
459.0 |
12.6% |
171.9 |
4.7% |
75% |
False |
False |
498,497 |
20 |
4,072.0 |
3,309.0 |
763.0 |
20.9% |
151.0 |
4.1% |
45% |
False |
False |
261,724 |
40 |
4,211.0 |
3,309.0 |
902.0 |
24.7% |
117.0 |
3.2% |
38% |
False |
False |
138,051 |
60 |
4,302.0 |
3,309.0 |
993.0 |
27.2% |
90.5 |
2.5% |
35% |
False |
False |
93,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,217.0 |
2.618 |
4,011.4 |
1.618 |
3,885.4 |
1.000 |
3,807.5 |
0.618 |
3,759.4 |
HIGH |
3,681.5 |
0.618 |
3,633.4 |
0.500 |
3,618.5 |
0.382 |
3,603.6 |
LOW |
3,555.5 |
0.618 |
3,477.6 |
1.000 |
3,429.5 |
1.618 |
3,351.6 |
2.618 |
3,225.6 |
4.250 |
3,020.0 |
|
|
Fisher Pivots for day following 15-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,643.2 |
3,647.8 |
PP |
3,630.8 |
3,640.2 |
S1 |
3,618.5 |
3,632.5 |
|