Trading Metrics calculated at close of trading on 01-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
3,875.0 |
3,816.0 |
-59.0 |
-1.5% |
3,792.0 |
High |
3,898.0 |
3,855.0 |
-43.0 |
-1.1% |
3,944.0 |
Low |
3,795.0 |
3,807.0 |
12.0 |
0.3% |
3,783.0 |
Close |
3,823.0 |
3,837.0 |
14.0 |
0.4% |
3,837.0 |
Range |
103.0 |
48.0 |
-55.0 |
-53.4% |
161.0 |
ATR |
115.0 |
110.2 |
-4.8 |
-4.2% |
0.0 |
Volume |
865,181 |
626,990 |
-238,191 |
-27.5% |
3,954,832 |
|
Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,977.0 |
3,955.0 |
3,863.4 |
|
R3 |
3,929.0 |
3,907.0 |
3,850.2 |
|
R2 |
3,881.0 |
3,881.0 |
3,845.8 |
|
R1 |
3,859.0 |
3,859.0 |
3,841.4 |
3,870.0 |
PP |
3,833.0 |
3,833.0 |
3,833.0 |
3,838.5 |
S1 |
3,811.0 |
3,811.0 |
3,832.6 |
3,822.0 |
S2 |
3,785.0 |
3,785.0 |
3,828.2 |
|
S3 |
3,737.0 |
3,763.0 |
3,823.8 |
|
S4 |
3,689.0 |
3,715.0 |
3,810.6 |
|
|
Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,337.7 |
4,248.3 |
3,925.6 |
|
R3 |
4,176.7 |
4,087.3 |
3,881.3 |
|
R2 |
4,015.7 |
4,015.7 |
3,866.5 |
|
R1 |
3,926.3 |
3,926.3 |
3,851.8 |
3,971.0 |
PP |
3,854.7 |
3,854.7 |
3,854.7 |
3,877.0 |
S1 |
3,765.3 |
3,765.3 |
3,822.2 |
3,810.0 |
S2 |
3,693.7 |
3,693.7 |
3,807.5 |
|
S3 |
3,532.7 |
3,604.3 |
3,792.7 |
|
S4 |
3,371.7 |
3,443.3 |
3,748.5 |
|
|
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 |
3,783.0 |
161.0 |
4.2% |
83.0 |
2.2% |
34% |
False |
False |
790,966 |
10 |
3,944.0 |
3,760.0 |
184.0 |
4.8% |
77.3 |
2.0% |
42% |
False |
False |
723,296 |
20 |
3,944.0 |
3,309.0 |
635.0 |
16.5% |
122.6 |
3.2% |
83% |
False |
False |
784,379 |
40 |
4,132.0 |
3,309.0 |
823.0 |
21.4% |
117.2 |
3.1% |
64% |
False |
False |
409,020 |
60 |
4,238.0 |
3,309.0 |
929.0 |
24.2% |
102.2 |
2.7% |
57% |
False |
False |
275,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,059.0 |
2.618 |
3,980.7 |
1.618 |
3,932.7 |
1.000 |
3,903.0 |
0.618 |
3,884.7 |
HIGH |
3,855.0 |
0.618 |
3,836.7 |
0.500 |
3,831.0 |
0.382 |
3,825.3 |
LOW |
3,807.0 |
0.618 |
3,777.3 |
1.000 |
3,759.0 |
1.618 |
3,729.3 |
2.618 |
3,681.3 |
4.250 |
3,603.0 |
|
|
Fisher Pivots for day following 01-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
3,835.0 |
3,861.5 |
PP |
3,833.0 |
3,853.3 |
S1 |
3,831.0 |
3,845.2 |
|