Trading Metrics calculated at close of trading on 18-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,820.0 |
3,799.0 |
-21.0 |
-0.5% |
3,638.5 |
High |
3,836.0 |
3,844.0 |
8.0 |
0.2% |
3,847.5 |
Low |
3,758.5 |
3,735.0 |
-23.5 |
-0.6% |
3,555.5 |
Close |
3,802.5 |
3,806.0 |
3.5 |
0.1% |
3,806.0 |
Range |
77.5 |
109.0 |
31.5 |
40.6% |
292.0 |
ATR |
146.5 |
143.8 |
-2.7 |
-1.8% |
0.0 |
Volume |
1,108,269 |
1,046,495 |
-61,774 |
-5.6% |
7,266,558 |
|
Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,122.0 |
4,073.0 |
3,866.0 |
|
R3 |
4,013.0 |
3,964.0 |
3,836.0 |
|
R2 |
3,904.0 |
3,904.0 |
3,826.0 |
|
R1 |
3,855.0 |
3,855.0 |
3,816.0 |
3,879.5 |
PP |
3,795.0 |
3,795.0 |
3,795.0 |
3,807.3 |
S1 |
3,746.0 |
3,746.0 |
3,796.0 |
3,770.5 |
S2 |
3,686.0 |
3,686.0 |
3,786.0 |
|
S3 |
3,577.0 |
3,637.0 |
3,776.0 |
|
S4 |
3,468.0 |
3,528.0 |
3,746.1 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,612.3 |
4,501.2 |
3,966.6 |
|
R3 |
4,320.3 |
4,209.2 |
3,886.3 |
|
R2 |
4,028.3 |
4,028.3 |
3,859.5 |
|
R1 |
3,917.2 |
3,917.2 |
3,832.8 |
3,972.8 |
PP |
3,736.3 |
3,736.3 |
3,736.3 |
3,764.1 |
S1 |
3,625.2 |
3,625.2 |
3,779.2 |
3,680.8 |
S2 |
3,444.3 |
3,444.3 |
3,752.5 |
|
S3 |
3,152.3 |
3,333.2 |
3,725.7 |
|
S4 |
2,860.3 |
3,041.2 |
3,645.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,847.5 |
3,555.5 |
292.0 |
7.7% |
119.0 |
3.1% |
86% |
False |
False |
1,453,311 |
10 |
3,847.5 |
3,309.0 |
538.5 |
14.1% |
167.9 |
4.4% |
92% |
False |
False |
845,462 |
20 |
4,032.5 |
3,309.0 |
723.5 |
19.0% |
161.1 |
4.2% |
69% |
False |
False |
447,747 |
40 |
4,189.0 |
3,309.0 |
880.0 |
23.1% |
122.5 |
3.2% |
56% |
False |
False |
230,687 |
60 |
4,302.0 |
3,309.0 |
993.0 |
26.1% |
94.8 |
2.5% |
50% |
False |
False |
156,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,307.3 |
2.618 |
4,129.4 |
1.618 |
4,020.4 |
1.000 |
3,953.0 |
0.618 |
3,911.4 |
HIGH |
3,844.0 |
0.618 |
3,802.4 |
0.500 |
3,789.5 |
0.382 |
3,776.6 |
LOW |
3,735.0 |
0.618 |
3,667.6 |
1.000 |
3,626.0 |
1.618 |
3,558.6 |
2.618 |
3,449.6 |
4.250 |
3,271.8 |
|
|
Fisher Pivots for day following 18-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,800.5 |
3,787.7 |
PP |
3,795.0 |
3,769.3 |
S1 |
3,789.5 |
3,751.0 |
|