Trading Metrics calculated at close of trading on 24-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,847.0 |
3,777.0 |
-70.0 |
-1.8% |
3,638.5 |
High |
3,866.0 |
3,811.0 |
-55.0 |
-1.4% |
3,847.5 |
Low |
3,760.0 |
3,761.0 |
1.0 |
0.0% |
3,555.5 |
Close |
3,781.0 |
3,786.0 |
5.0 |
0.1% |
3,806.0 |
Range |
106.0 |
50.0 |
-56.0 |
-52.8% |
292.0 |
ATR |
132.3 |
126.4 |
-5.9 |
-4.4% |
0.0 |
Volume |
750,895 |
782,912 |
32,017 |
4.3% |
7,266,558 |
|
Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,936.0 |
3,911.0 |
3,813.5 |
|
R3 |
3,886.0 |
3,861.0 |
3,799.8 |
|
R2 |
3,836.0 |
3,836.0 |
3,795.2 |
|
R1 |
3,811.0 |
3,811.0 |
3,790.6 |
3,823.5 |
PP |
3,786.0 |
3,786.0 |
3,786.0 |
3,792.3 |
S1 |
3,761.0 |
3,761.0 |
3,781.4 |
3,773.5 |
S2 |
3,736.0 |
3,736.0 |
3,776.8 |
|
S3 |
3,686.0 |
3,711.0 |
3,772.3 |
|
S4 |
3,636.0 |
3,661.0 |
3,758.5 |
|
|
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% |
82.8 |
2.2% |
39% |
False |
False |
743,658 |
10 |
3,866.0 |
3,523.0 |
343.0 |
9.1% |
111.9 |
3.0% |
77% |
False |
False |
1,046,619 |
20 |
3,900.0 |
3,309.0 |
591.0 |
15.6% |
145.7 |
3.8% |
81% |
False |
False |
572,923 |
40 |
4,189.0 |
3,309.0 |
880.0 |
23.2% |
116.9 |
3.1% |
54% |
False |
False |
296,569 |
60 |
4,302.0 |
3,309.0 |
993.0 |
26.2% |
98.0 |
2.6% |
48% |
False |
False |
200,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,023.5 |
2.618 |
3,941.9 |
1.618 |
3,891.9 |
1.000 |
3,861.0 |
0.618 |
3,841.9 |
HIGH |
3,811.0 |
0.618 |
3,791.9 |
0.500 |
3,786.0 |
0.382 |
3,780.1 |
LOW |
3,761.0 |
0.618 |
3,730.1 |
1.000 |
3,711.0 |
1.618 |
3,680.1 |
2.618 |
3,630.1 |
4.250 |
3,548.5 |
|
|
Fisher Pivots for day following 24-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,786.0 |
3,813.0 |
PP |
3,786.0 |
3,804.0 |
S1 |
3,786.0 |
3,795.0 |
|