Trading Metrics calculated at close of trading on 22-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,819.0 |
3,777.0 |
-42.0 |
-1.1% |
3,638.5 |
High |
3,831.0 |
3,856.0 |
25.0 |
0.7% |
3,847.5 |
Low |
3,765.0 |
3,773.0 |
8.0 |
0.2% |
3,555.5 |
Close |
3,803.0 |
3,831.0 |
28.0 |
0.7% |
3,806.0 |
Range |
66.0 |
83.0 |
17.0 |
25.8% |
292.0 |
ATR |
138.3 |
134.3 |
-3.9 |
-2.9% |
0.0 |
Volume |
518,843 |
619,145 |
100,302 |
19.3% |
7,266,558 |
|
Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,069.0 |
4,033.0 |
3,876.7 |
|
R3 |
3,986.0 |
3,950.0 |
3,853.8 |
|
R2 |
3,903.0 |
3,903.0 |
3,846.2 |
|
R1 |
3,867.0 |
3,867.0 |
3,838.6 |
3,885.0 |
PP |
3,820.0 |
3,820.0 |
3,820.0 |
3,829.0 |
S1 |
3,784.0 |
3,784.0 |
3,823.4 |
3,802.0 |
S2 |
3,737.0 |
3,737.0 |
3,815.8 |
|
S3 |
3,654.0 |
3,701.0 |
3,808.2 |
|
S4 |
3,571.0 |
3,618.0 |
3,785.4 |
|
|
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 |
3,856.0 |
3,654.5 |
201.5 |
5.3% |
105.7 |
2.8% |
88% |
True |
False |
974,610 |
10 |
3,856.0 |
3,455.0 |
401.0 |
10.5% |
136.9 |
3.6% |
94% |
True |
False |
929,671 |
20 |
3,965.5 |
3,309.0 |
656.5 |
17.1% |
151.7 |
4.0% |
80% |
False |
False |
503,935 |
40 |
4,189.0 |
3,309.0 |
880.0 |
23.0% |
119.1 |
3.1% |
59% |
False |
False |
259,040 |
60 |
4,302.0 |
3,309.0 |
993.0 |
25.9% |
96.1 |
2.5% |
53% |
False |
False |
175,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,208.8 |
2.618 |
4,073.3 |
1.618 |
3,990.3 |
1.000 |
3,939.0 |
0.618 |
3,907.3 |
HIGH |
3,856.0 |
0.618 |
3,824.3 |
0.500 |
3,814.5 |
0.382 |
3,804.7 |
LOW |
3,773.0 |
0.618 |
3,721.7 |
1.000 |
3,690.0 |
1.618 |
3,638.7 |
2.618 |
3,555.7 |
4.250 |
3,420.3 |
|
|
Fisher Pivots for day following 22-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,825.5 |
3,819.2 |
PP |
3,820.0 |
3,807.3 |
S1 |
3,814.5 |
3,795.5 |
|