Trading Metrics calculated at close of trading on 23-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,777.0 |
3,847.0 |
70.0 |
1.9% |
3,638.5 |
High |
3,856.0 |
3,866.0 |
10.0 |
0.3% |
3,847.5 |
Low |
3,773.0 |
3,760.0 |
-13.0 |
-0.3% |
3,555.5 |
Close |
3,831.0 |
3,781.0 |
-50.0 |
-1.3% |
3,806.0 |
Range |
83.0 |
106.0 |
23.0 |
27.7% |
292.0 |
ATR |
134.3 |
132.3 |
-2.0 |
-1.5% |
0.0 |
Volume |
619,145 |
750,895 |
131,750 |
21.3% |
7,266,558 |
|
Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,120.3 |
4,056.7 |
3,839.3 |
|
R3 |
4,014.3 |
3,950.7 |
3,810.2 |
|
R2 |
3,908.3 |
3,908.3 |
3,800.4 |
|
R1 |
3,844.7 |
3,844.7 |
3,790.7 |
3,823.5 |
PP |
3,802.3 |
3,802.3 |
3,802.3 |
3,791.8 |
S1 |
3,738.7 |
3,738.7 |
3,771.3 |
3,717.5 |
S2 |
3,696.3 |
3,696.3 |
3,761.6 |
|
S3 |
3,590.3 |
3,632.7 |
3,751.9 |
|
S4 |
3,484.3 |
3,526.7 |
3,722.7 |
|
|
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 |
3,866.0 |
3,735.0 |
131.0 |
3.5% |
88.3 |
2.3% |
35% |
True |
False |
808,729 |
10 |
3,866.0 |
3,523.0 |
343.0 |
9.1% |
120.6 |
3.2% |
75% |
True |
False |
996,104 |
20 |
3,900.0 |
3,309.0 |
591.0 |
15.6% |
151.2 |
4.0% |
80% |
False |
False |
538,028 |
40 |
4,189.0 |
3,309.0 |
880.0 |
23.3% |
119.6 |
3.2% |
54% |
False |
False |
277,749 |
60 |
4,302.0 |
3,309.0 |
993.0 |
26.3% |
97.2 |
2.6% |
48% |
False |
False |
187,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,316.5 |
2.618 |
4,143.5 |
1.618 |
4,037.5 |
1.000 |
3,972.0 |
0.618 |
3,931.5 |
HIGH |
3,866.0 |
0.618 |
3,825.5 |
0.500 |
3,813.0 |
0.382 |
3,800.5 |
LOW |
3,760.0 |
0.618 |
3,694.5 |
1.000 |
3,654.0 |
1.618 |
3,588.5 |
2.618 |
3,482.5 |
4.250 |
3,309.5 |
|
|
Fisher Pivots for day following 23-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,813.0 |
3,813.0 |
PP |
3,802.3 |
3,802.3 |
S1 |
3,791.7 |
3,791.7 |
|