Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
3,928.0 |
3,875.0 |
-53.0 |
-1.3% |
3,819.0 |
High |
3,928.0 |
3,898.0 |
-30.0 |
-0.8% |
3,866.0 |
Low |
3,853.0 |
3,795.0 |
-58.0 |
-1.5% |
3,760.0 |
Close |
3,863.0 |
3,823.0 |
-40.0 |
-1.0% |
3,786.0 |
Range |
75.0 |
103.0 |
28.0 |
37.3% |
106.0 |
ATR |
115.9 |
115.0 |
-0.9 |
-0.8% |
0.0 |
Volume |
728,034 |
865,181 |
137,147 |
18.8% |
3,278,134 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,147.7 |
4,088.3 |
3,879.7 |
|
R3 |
4,044.7 |
3,985.3 |
3,851.3 |
|
R2 |
3,941.7 |
3,941.7 |
3,841.9 |
|
R1 |
3,882.3 |
3,882.3 |
3,832.4 |
3,860.5 |
PP |
3,838.7 |
3,838.7 |
3,838.7 |
3,827.8 |
S1 |
3,779.3 |
3,779.3 |
3,813.6 |
3,757.5 |
S2 |
3,735.7 |
3,735.7 |
3,804.1 |
|
S3 |
3,632.7 |
3,676.3 |
3,794.7 |
|
S4 |
3,529.7 |
3,573.3 |
3,766.4 |
|
|
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 |
3,769.0 |
175.0 |
4.6% |
84.0 |
2.2% |
31% |
False |
False |
786,836 |
10 |
3,944.0 |
3,735.0 |
209.0 |
5.5% |
83.4 |
2.2% |
42% |
False |
False |
765,247 |
20 |
3,944.0 |
3,309.0 |
635.0 |
16.6% |
128.8 |
3.4% |
81% |
False |
False |
759,387 |
40 |
4,132.0 |
3,309.0 |
823.0 |
21.5% |
118.2 |
3.1% |
62% |
False |
False |
394,050 |
60 |
4,239.5 |
3,309.0 |
930.5 |
24.3% |
102.3 |
2.7% |
55% |
False |
False |
266,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,335.8 |
2.618 |
4,167.7 |
1.618 |
4,064.7 |
1.000 |
4,001.0 |
0.618 |
3,961.7 |
HIGH |
3,898.0 |
0.618 |
3,858.7 |
0.500 |
3,846.5 |
0.382 |
3,834.3 |
LOW |
3,795.0 |
0.618 |
3,731.3 |
1.000 |
3,692.0 |
1.618 |
3,628.3 |
2.618 |
3,525.3 |
4.250 |
3,357.3 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
3,846.5 |
3,869.5 |
PP |
3,838.7 |
3,854.0 |
S1 |
3,830.8 |
3,838.5 |
|