Trading Metrics calculated at close of trading on 28-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,963.2 |
1,962.5 |
-0.7 |
0.0% |
1,927.4 |
High |
1,970.5 |
1,965.2 |
-5.3 |
-0.3% |
1,972.5 |
Low |
1,948.2 |
1,920.7 |
-27.5 |
-1.4% |
1,915.5 |
Close |
1,959.8 |
1,944.7 |
-15.1 |
-0.8% |
1,959.8 |
Range |
22.3 |
44.5 |
22.2 |
99.6% |
57.0 |
ATR |
36.5 |
37.1 |
0.6 |
1.6% |
0.0 |
Volume |
63,343 |
109,254 |
45,911 |
72.5% |
290,478 |
|
Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.0 |
2,055.4 |
1,969.2 |
|
R3 |
2,032.5 |
2,010.9 |
1,956.9 |
|
R2 |
1,988.0 |
1,988.0 |
1,952.9 |
|
R1 |
1,966.4 |
1,966.4 |
1,948.8 |
1,955.0 |
PP |
1,943.5 |
1,943.5 |
1,943.5 |
1,937.8 |
S1 |
1,921.9 |
1,921.9 |
1,940.6 |
1,910.5 |
S2 |
1,899.0 |
1,899.0 |
1,936.5 |
|
S3 |
1,854.5 |
1,877.4 |
1,932.5 |
|
S4 |
1,810.0 |
1,832.9 |
1,920.2 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,120.3 |
2,097.0 |
1,991.2 |
|
R3 |
2,063.3 |
2,040.0 |
1,975.5 |
|
R2 |
2,006.3 |
2,006.3 |
1,970.3 |
|
R1 |
1,983.0 |
1,983.0 |
1,965.0 |
1,994.7 |
PP |
1,949.3 |
1,949.3 |
1,949.3 |
1,955.1 |
S1 |
1,926.0 |
1,926.0 |
1,954.6 |
1,937.7 |
S2 |
1,892.3 |
1,892.3 |
1,949.4 |
|
S3 |
1,835.3 |
1,869.0 |
1,944.1 |
|
S4 |
1,778.3 |
1,812.0 |
1,928.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,972.5 |
1,915.5 |
57.0 |
2.9% |
31.8 |
1.6% |
51% |
False |
False |
69,839 |
10 |
1,972.5 |
1,900.4 |
72.1 |
3.7% |
32.1 |
1.6% |
61% |
False |
False |
56,336 |
20 |
2,082.0 |
1,900.4 |
181.6 |
9.3% |
40.7 |
2.1% |
24% |
False |
False |
51,244 |
40 |
2,082.0 |
1,788.9 |
293.1 |
15.1% |
34.3 |
1.8% |
53% |
False |
False |
29,727 |
60 |
2,082.0 |
1,783.8 |
298.2 |
15.3% |
29.5 |
1.5% |
54% |
False |
False |
21,902 |
80 |
2,082.0 |
1,757.6 |
324.4 |
16.7% |
26.4 |
1.4% |
58% |
False |
False |
16,824 |
100 |
2,082.0 |
1,757.6 |
324.4 |
16.7% |
26.2 |
1.3% |
58% |
False |
False |
13,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,154.3 |
2.618 |
2,081.7 |
1.618 |
2,037.2 |
1.000 |
2,009.7 |
0.618 |
1,992.7 |
HIGH |
1,965.2 |
0.618 |
1,948.2 |
0.500 |
1,943.0 |
0.382 |
1,937.7 |
LOW |
1,920.7 |
0.618 |
1,893.2 |
1.000 |
1,876.2 |
1.618 |
1,848.7 |
2.618 |
1,804.2 |
4.250 |
1,731.6 |
|
|
Fisher Pivots for day following 28-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,944.1 |
1,946.6 |
PP |
1,943.5 |
1,946.0 |
S1 |
1,943.0 |
1,945.3 |
|