Trading Metrics calculated at close of trading on 21-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,799.0 |
3,819.0 |
20.0 |
0.5% |
3,638.5 |
High |
3,844.0 |
3,831.0 |
-13.0 |
-0.3% |
3,847.5 |
Low |
3,735.0 |
3,765.0 |
30.0 |
0.8% |
3,555.5 |
Close |
3,806.0 |
3,803.0 |
-3.0 |
-0.1% |
3,806.0 |
Range |
109.0 |
66.0 |
-43.0 |
-39.4% |
292.0 |
ATR |
143.8 |
138.3 |
-5.6 |
-3.9% |
0.0 |
Volume |
1,046,495 |
518,843 |
-527,652 |
-50.4% |
7,266,558 |
|
Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,997.7 |
3,966.3 |
3,839.3 |
|
R3 |
3,931.7 |
3,900.3 |
3,821.2 |
|
R2 |
3,865.7 |
3,865.7 |
3,815.1 |
|
R1 |
3,834.3 |
3,834.3 |
3,809.1 |
3,817.0 |
PP |
3,799.7 |
3,799.7 |
3,799.7 |
3,791.0 |
S1 |
3,768.3 |
3,768.3 |
3,797.0 |
3,751.0 |
S2 |
3,733.7 |
3,733.7 |
3,790.9 |
|
S3 |
3,667.7 |
3,702.3 |
3,784.9 |
|
S4 |
3,601.7 |
3,636.3 |
3,766.7 |
|
|
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% |
114.3 |
3.0% |
85% |
False |
False |
1,249,404 |
10 |
3,847.5 |
3,330.0 |
517.5 |
13.6% |
153.6 |
4.0% |
91% |
False |
False |
884,583 |
20 |
3,965.5 |
3,309.0 |
656.5 |
17.3% |
154.0 |
4.0% |
75% |
False |
False |
473,131 |
40 |
4,189.0 |
3,309.0 |
880.0 |
23.1% |
118.8 |
3.1% |
56% |
False |
False |
243,589 |
60 |
4,302.0 |
3,309.0 |
993.0 |
26.1% |
95.2 |
2.5% |
50% |
False |
False |
164,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,111.5 |
2.618 |
4,003.8 |
1.618 |
3,937.8 |
1.000 |
3,897.0 |
0.618 |
3,871.8 |
HIGH |
3,831.0 |
0.618 |
3,805.8 |
0.500 |
3,798.0 |
0.382 |
3,790.2 |
LOW |
3,765.0 |
0.618 |
3,724.2 |
1.000 |
3,699.0 |
1.618 |
3,658.2 |
2.618 |
3,592.2 |
4.250 |
3,484.5 |
|
|
Fisher Pivots for day following 21-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,801.3 |
3,798.5 |
PP |
3,799.7 |
3,794.0 |
S1 |
3,798.0 |
3,789.5 |
|