Trading Metrics calculated at close of trading on 23-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,941.0 |
1,926.3 |
-14.7 |
-0.8% |
1,993.5 |
High |
1,944.7 |
1,953.9 |
9.2 |
0.5% |
1,999.0 |
Low |
1,915.5 |
1,920.7 |
5.2 |
0.3% |
1,900.4 |
Close |
1,926.7 |
1,942.6 |
15.9 |
0.8% |
1,933.9 |
Range |
29.2 |
33.2 |
4.0 |
13.7% |
98.6 |
ATR |
38.6 |
38.2 |
-0.4 |
-1.0% |
0.0 |
Volume |
47,975 |
57,219 |
9,244 |
19.3% |
188,517 |
|
Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.7 |
2,023.8 |
1,960.9 |
|
R3 |
2,005.5 |
1,990.6 |
1,951.7 |
|
R2 |
1,972.3 |
1,972.3 |
1,948.7 |
|
R1 |
1,957.4 |
1,957.4 |
1,945.6 |
1,964.9 |
PP |
1,939.1 |
1,939.1 |
1,939.1 |
1,942.8 |
S1 |
1,924.2 |
1,924.2 |
1,939.6 |
1,931.7 |
S2 |
1,905.9 |
1,905.9 |
1,936.5 |
|
S3 |
1,872.7 |
1,891.0 |
1,933.5 |
|
S4 |
1,839.5 |
1,857.8 |
1,924.3 |
|
|
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 |
1,915.5 |
40.1 |
2.1% |
28.4 |
1.5% |
68% |
False |
False |
45,932 |
10 |
2,018.3 |
1,900.4 |
117.9 |
6.1% |
34.9 |
1.8% |
36% |
False |
False |
52,391 |
20 |
2,082.0 |
1,882.0 |
200.0 |
10.3% |
44.9 |
2.3% |
30% |
False |
False |
41,025 |
40 |
2,082.0 |
1,783.8 |
298.2 |
15.4% |
34.0 |
1.7% |
53% |
False |
False |
24,303 |
60 |
2,082.0 |
1,783.8 |
298.2 |
15.4% |
28.9 |
1.5% |
53% |
False |
False |
17,885 |
80 |
2,082.0 |
1,757.6 |
324.4 |
16.7% |
26.2 |
1.3% |
57% |
False |
False |
13,838 |
100 |
2,082.0 |
1,757.6 |
324.4 |
16.7% |
25.8 |
1.3% |
57% |
False |
False |
11,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,095.0 |
2.618 |
2,040.8 |
1.618 |
2,007.6 |
1.000 |
1,987.1 |
0.618 |
1,974.4 |
HIGH |
1,953.9 |
0.618 |
1,941.2 |
0.500 |
1,937.3 |
0.382 |
1,933.4 |
LOW |
1,920.7 |
0.618 |
1,900.2 |
1.000 |
1,887.5 |
1.618 |
1,867.0 |
2.618 |
1,833.8 |
4.250 |
1,779.6 |
|
|
Fisher Pivots for day following 23-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,940.8 |
1,940.0 |
PP |
1,939.1 |
1,937.3 |
S1 |
1,937.3 |
1,934.7 |
|