Trading Metrics calculated at close of trading on 30-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,927.2 |
1,924.0 |
-3.2 |
-0.2% |
1,927.4 |
High |
1,934.4 |
1,943.4 |
9.0 |
0.5% |
1,972.5 |
Low |
1,893.2 |
1,920.1 |
26.9 |
1.4% |
1,915.5 |
Close |
1,918.0 |
1,939.0 |
21.0 |
1.1% |
1,959.8 |
Range |
41.2 |
23.3 |
-17.9 |
-43.4% |
57.0 |
ATR |
38.1 |
37.2 |
-0.9 |
-2.4% |
0.0 |
Volume |
214,605 |
136,041 |
-78,564 |
-36.6% |
290,478 |
|
Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.1 |
1,994.8 |
1,951.8 |
|
R3 |
1,980.8 |
1,971.5 |
1,945.4 |
|
R2 |
1,957.5 |
1,957.5 |
1,943.3 |
|
R1 |
1,948.2 |
1,948.2 |
1,941.1 |
1,952.9 |
PP |
1,934.2 |
1,934.2 |
1,934.2 |
1,936.5 |
S1 |
1,924.9 |
1,924.9 |
1,936.9 |
1,929.6 |
S2 |
1,910.9 |
1,910.9 |
1,934.7 |
|
S3 |
1,887.6 |
1,901.6 |
1,932.6 |
|
S4 |
1,864.3 |
1,878.3 |
1,926.2 |
|
|
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 |
1,893.2 |
79.3 |
4.1% |
32.2 |
1.7% |
58% |
False |
False |
118,929 |
10 |
1,972.5 |
1,893.2 |
79.3 |
4.1% |
30.3 |
1.6% |
58% |
False |
False |
82,431 |
20 |
2,082.0 |
1,893.2 |
188.8 |
9.7% |
39.7 |
2.0% |
24% |
False |
False |
67,794 |
40 |
2,082.0 |
1,791.6 |
290.4 |
15.0% |
35.3 |
1.8% |
51% |
False |
False |
38,222 |
60 |
2,082.0 |
1,783.8 |
298.2 |
15.4% |
29.8 |
1.5% |
52% |
False |
False |
27,672 |
80 |
2,082.0 |
1,757.6 |
324.4 |
16.7% |
26.7 |
1.4% |
56% |
False |
False |
21,169 |
100 |
2,082.0 |
1,757.6 |
324.4 |
16.7% |
26.3 |
1.4% |
56% |
False |
False |
17,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.4 |
2.618 |
2,004.4 |
1.618 |
1,981.1 |
1.000 |
1,966.7 |
0.618 |
1,957.8 |
HIGH |
1,943.4 |
0.618 |
1,934.5 |
0.500 |
1,931.8 |
0.382 |
1,929.0 |
LOW |
1,920.1 |
0.618 |
1,905.7 |
1.000 |
1,896.8 |
1.618 |
1,882.4 |
2.618 |
1,859.1 |
4.250 |
1,821.1 |
|
|
Fisher Pivots for day following 30-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,936.6 |
1,935.7 |
PP |
1,934.2 |
1,932.5 |
S1 |
1,931.8 |
1,929.2 |
|