Trading Metrics calculated at close of trading on 30-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,839.0 |
3,928.0 |
89.0 |
2.3% |
3,819.0 |
High |
3,944.0 |
3,928.0 |
-16.0 |
-0.4% |
3,866.0 |
Low |
3,837.0 |
3,853.0 |
16.0 |
0.4% |
3,760.0 |
Close |
3,912.0 |
3,863.0 |
-49.0 |
-1.3% |
3,786.0 |
Range |
107.0 |
75.0 |
-32.0 |
-29.9% |
106.0 |
ATR |
119.1 |
115.9 |
-3.1 |
-2.6% |
0.0 |
Volume |
1,063,408 |
728,034 |
-335,374 |
-31.5% |
3,278,134 |
|
Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,106.3 |
4,059.7 |
3,904.3 |
|
R3 |
4,031.3 |
3,984.7 |
3,883.6 |
|
R2 |
3,956.3 |
3,956.3 |
3,876.8 |
|
R1 |
3,909.7 |
3,909.7 |
3,869.9 |
3,895.5 |
PP |
3,881.3 |
3,881.3 |
3,881.3 |
3,874.3 |
S1 |
3,834.7 |
3,834.7 |
3,856.1 |
3,820.5 |
S2 |
3,806.3 |
3,806.3 |
3,849.3 |
|
S3 |
3,731.3 |
3,759.7 |
3,842.4 |
|
S4 |
3,656.3 |
3,684.7 |
3,821.8 |
|
|
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 |
3,944.0 |
3,761.0 |
183.0 |
4.7% |
73.4 |
1.9% |
56% |
False |
False |
770,382 |
10 |
3,944.0 |
3,735.0 |
209.0 |
5.4% |
80.9 |
2.1% |
61% |
False |
False |
789,555 |
20 |
3,944.0 |
3,309.0 |
635.0 |
16.4% |
129.6 |
3.4% |
87% |
False |
False |
720,037 |
40 |
4,132.0 |
3,309.0 |
823.0 |
21.3% |
117.9 |
3.1% |
67% |
False |
False |
372,822 |
60 |
4,255.0 |
3,309.0 |
946.0 |
24.5% |
101.2 |
2.6% |
59% |
False |
False |
251,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,246.8 |
2.618 |
4,124.4 |
1.618 |
4,049.4 |
1.000 |
4,003.0 |
0.618 |
3,974.4 |
HIGH |
3,928.0 |
0.618 |
3,899.4 |
0.500 |
3,890.5 |
0.382 |
3,881.7 |
LOW |
3,853.0 |
0.618 |
3,806.7 |
1.000 |
3,778.0 |
1.618 |
3,731.7 |
2.618 |
3,656.7 |
4.250 |
3,534.3 |
|
|
Fisher Pivots for day following 30-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,890.5 |
3,863.5 |
PP |
3,881.3 |
3,863.3 |
S1 |
3,872.2 |
3,863.2 |
|