Trading Metrics calculated at close of trading on 25-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,777.0 |
3,790.0 |
13.0 |
0.3% |
3,819.0 |
High |
3,811.0 |
3,822.0 |
11.0 |
0.3% |
3,866.0 |
Low |
3,761.0 |
3,769.0 |
8.0 |
0.2% |
3,760.0 |
Close |
3,786.0 |
3,786.0 |
0.0 |
0.0% |
3,786.0 |
Range |
50.0 |
53.0 |
3.0 |
6.0% |
106.0 |
ATR |
126.4 |
121.2 |
-5.2 |
-4.1% |
0.0 |
Volume |
782,912 |
606,339 |
-176,573 |
-22.6% |
3,278,134 |
|
Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,951.3 |
3,921.7 |
3,815.2 |
|
R3 |
3,898.3 |
3,868.7 |
3,800.6 |
|
R2 |
3,845.3 |
3,845.3 |
3,795.7 |
|
R1 |
3,815.7 |
3,815.7 |
3,790.9 |
3,804.0 |
PP |
3,792.3 |
3,792.3 |
3,792.3 |
3,786.5 |
S1 |
3,762.7 |
3,762.7 |
3,781.1 |
3,751.0 |
S2 |
3,739.3 |
3,739.3 |
3,776.3 |
|
S3 |
3,686.3 |
3,709.7 |
3,771.4 |
|
S4 |
3,633.3 |
3,656.7 |
3,756.9 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,122.0 |
4,060.0 |
3,844.3 |
|
R3 |
4,016.0 |
3,954.0 |
3,815.2 |
|
R2 |
3,910.0 |
3,910.0 |
3,805.4 |
|
R1 |
3,848.0 |
3,848.0 |
3,795.7 |
3,826.0 |
PP |
3,804.0 |
3,804.0 |
3,804.0 |
3,793.0 |
S1 |
3,742.0 |
3,742.0 |
3,776.3 |
3,720.0 |
S2 |
3,698.0 |
3,698.0 |
3,766.6 |
|
S3 |
3,592.0 |
3,636.0 |
3,756.9 |
|
S4 |
3,486.0 |
3,530.0 |
3,727.7 |
|
|
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 |
3,760.0 |
106.0 |
2.8% |
71.6 |
1.9% |
25% |
False |
False |
655,626 |
10 |
3,866.0 |
3,555.5 |
310.5 |
8.2% |
95.3 |
2.5% |
74% |
False |
False |
1,054,469 |
20 |
3,866.0 |
3,309.0 |
557.0 |
14.7% |
140.5 |
3.7% |
86% |
False |
False |
602,384 |
40 |
4,189.0 |
3,309.0 |
880.0 |
23.2% |
115.6 |
3.1% |
54% |
False |
False |
311,512 |
60 |
4,302.0 |
3,309.0 |
993.0 |
26.2% |
98.9 |
2.6% |
48% |
False |
False |
210,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,047.3 |
2.618 |
3,960.8 |
1.618 |
3,907.8 |
1.000 |
3,875.0 |
0.618 |
3,854.8 |
HIGH |
3,822.0 |
0.618 |
3,801.8 |
0.500 |
3,795.5 |
0.382 |
3,789.2 |
LOW |
3,769.0 |
0.618 |
3,736.2 |
1.000 |
3,716.0 |
1.618 |
3,683.2 |
2.618 |
3,630.2 |
4.250 |
3,543.8 |
|
|
Fisher Pivots for day following 25-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,795.5 |
3,813.0 |
PP |
3,792.3 |
3,804.0 |
S1 |
3,789.2 |
3,795.0 |
|