Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1,924.0 |
1,937.3 |
13.3 |
0.7% |
1,927.4 |
High |
1,943.4 |
1,955.0 |
11.6 |
0.6% |
1,972.5 |
Low |
1,920.1 |
1,923.0 |
2.9 |
0.2% |
1,915.5 |
Close |
1,939.0 |
1,954.0 |
15.0 |
0.8% |
1,959.8 |
Range |
23.3 |
32.0 |
8.7 |
37.3% |
57.0 |
ATR |
37.2 |
36.8 |
-0.4 |
-1.0% |
0.0 |
Volume |
136,041 |
155,299 |
19,258 |
14.2% |
290,478 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.0 |
2,029.0 |
1,971.6 |
|
R3 |
2,008.0 |
1,997.0 |
1,962.8 |
|
R2 |
1,976.0 |
1,976.0 |
1,959.9 |
|
R1 |
1,965.0 |
1,965.0 |
1,956.9 |
1,970.5 |
PP |
1,944.0 |
1,944.0 |
1,944.0 |
1,946.8 |
S1 |
1,933.0 |
1,933.0 |
1,951.1 |
1,938.5 |
S2 |
1,912.0 |
1,912.0 |
1,948.1 |
|
S3 |
1,880.0 |
1,901.0 |
1,945.2 |
|
S4 |
1,848.0 |
1,869.0 |
1,936.4 |
|
|
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 |
1,970.5 |
1,893.2 |
77.3 |
4.0% |
32.7 |
1.7% |
79% |
False |
False |
135,708 |
10 |
1,972.5 |
1,893.2 |
79.3 |
4.1% |
30.9 |
1.6% |
77% |
False |
False |
94,304 |
20 |
2,082.0 |
1,893.2 |
188.8 |
9.7% |
40.3 |
2.1% |
32% |
False |
False |
74,844 |
40 |
2,082.0 |
1,791.6 |
290.4 |
14.9% |
35.6 |
1.8% |
56% |
False |
False |
42,011 |
60 |
2,082.0 |
1,783.8 |
298.2 |
15.3% |
30.0 |
1.5% |
57% |
False |
False |
30,182 |
80 |
2,082.0 |
1,757.6 |
324.4 |
16.6% |
27.0 |
1.4% |
61% |
False |
False |
23,089 |
100 |
2,082.0 |
1,757.6 |
324.4 |
16.6% |
26.3 |
1.3% |
61% |
False |
False |
18,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,091.0 |
2.618 |
2,038.8 |
1.618 |
2,006.8 |
1.000 |
1,987.0 |
0.618 |
1,974.8 |
HIGH |
1,955.0 |
0.618 |
1,942.8 |
0.500 |
1,939.0 |
0.382 |
1,935.2 |
LOW |
1,923.0 |
0.618 |
1,903.2 |
1.000 |
1,891.0 |
1.618 |
1,871.2 |
2.618 |
1,839.2 |
4.250 |
1,787.0 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,949.0 |
1,944.0 |
PP |
1,944.0 |
1,934.1 |
S1 |
1,939.0 |
1,924.1 |
|