Trading Metrics calculated at close of trading on 22-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,927.4 |
1,941.0 |
13.6 |
0.7% |
1,993.5 |
High |
1,947.2 |
1,944.7 |
-2.5 |
-0.1% |
1,999.0 |
Low |
1,922.2 |
1,915.5 |
-6.7 |
-0.3% |
1,900.4 |
Close |
1,934.8 |
1,926.7 |
-8.1 |
-0.4% |
1,933.9 |
Range |
25.0 |
29.2 |
4.2 |
16.8% |
98.6 |
ATR |
39.3 |
38.6 |
-0.7 |
-1.8% |
0.0 |
Volume |
50,535 |
47,975 |
-2,560 |
-5.1% |
188,517 |
|
Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.6 |
2,000.8 |
1,942.8 |
|
R3 |
1,987.4 |
1,971.6 |
1,934.7 |
|
R2 |
1,958.2 |
1,958.2 |
1,932.1 |
|
R1 |
1,942.4 |
1,942.4 |
1,929.4 |
1,935.7 |
PP |
1,929.0 |
1,929.0 |
1,929.0 |
1,925.6 |
S1 |
1,913.2 |
1,913.2 |
1,924.0 |
1,906.5 |
S2 |
1,899.8 |
1,899.8 |
1,921.3 |
|
S3 |
1,870.6 |
1,884.0 |
1,918.7 |
|
S4 |
1,841.4 |
1,854.8 |
1,910.6 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,240.2 |
2,185.7 |
1,988.1 |
|
R3 |
2,141.6 |
2,087.1 |
1,961.0 |
|
R2 |
2,043.0 |
2,043.0 |
1,952.0 |
|
R1 |
1,988.5 |
1,988.5 |
1,942.9 |
1,966.5 |
PP |
1,944.4 |
1,944.4 |
1,944.4 |
1,933.4 |
S1 |
1,889.9 |
1,889.9 |
1,924.9 |
1,867.9 |
S2 |
1,845.8 |
1,845.8 |
1,915.8 |
|
S3 |
1,747.2 |
1,791.3 |
1,906.8 |
|
S4 |
1,648.6 |
1,692.7 |
1,879.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,955.6 |
1,900.4 |
55.2 |
2.9% |
28.7 |
1.5% |
48% |
False |
False |
42,523 |
10 |
2,070.4 |
1,900.4 |
170.0 |
8.8% |
40.1 |
2.1% |
15% |
False |
False |
53,047 |
20 |
2,082.0 |
1,882.0 |
200.0 |
10.4% |
44.3 |
2.3% |
22% |
False |
False |
38,550 |
40 |
2,082.0 |
1,783.8 |
298.2 |
15.5% |
33.6 |
1.7% |
48% |
False |
False |
22,986 |
60 |
2,082.0 |
1,783.8 |
298.2 |
15.5% |
28.5 |
1.5% |
48% |
False |
False |
16,940 |
80 |
2,082.0 |
1,757.6 |
324.4 |
16.8% |
26.2 |
1.4% |
52% |
False |
False |
13,161 |
100 |
2,082.0 |
1,757.6 |
324.4 |
16.8% |
25.6 |
1.3% |
52% |
False |
False |
11,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.8 |
2.618 |
2,021.1 |
1.618 |
1,991.9 |
1.000 |
1,973.9 |
0.618 |
1,962.7 |
HIGH |
1,944.7 |
0.618 |
1,933.5 |
0.500 |
1,930.1 |
0.382 |
1,926.7 |
LOW |
1,915.5 |
0.618 |
1,897.5 |
1.000 |
1,886.3 |
1.618 |
1,868.3 |
2.618 |
1,839.1 |
4.250 |
1,791.4 |
|
|
Fisher Pivots for day following 22-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,930.1 |
1,933.2 |
PP |
1,929.0 |
1,931.0 |
S1 |
1,927.8 |
1,928.9 |
|