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 |
1,945.2 |
1,930.3 |
-14.9 |
-0.8% |
1,992.0 |
High |
1,948.6 |
1,958.0 |
9.4 |
0.5% |
2,001.6 |
Low |
1,920.0 |
1,925.9 |
5.9 |
0.3% |
1,905.0 |
Close |
1,931.2 |
1,947.1 |
15.9 |
0.8% |
1,937.9 |
Range |
28.6 |
32.1 |
3.5 |
12.2% |
96.6 |
ATR |
37.6 |
37.2 |
-0.4 |
-1.1% |
0.0 |
Volume |
3,866 |
3,795 |
-71 |
-1.8% |
13,623 |
|
Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.0 |
2,025.6 |
1,964.8 |
|
R3 |
2,007.9 |
1,993.5 |
1,955.9 |
|
R2 |
1,975.8 |
1,975.8 |
1,953.0 |
|
R1 |
1,961.4 |
1,961.4 |
1,950.0 |
1,968.6 |
PP |
1,943.7 |
1,943.7 |
1,943.7 |
1,947.3 |
S1 |
1,929.3 |
1,929.3 |
1,944.2 |
1,936.5 |
S2 |
1,911.6 |
1,911.6 |
1,941.2 |
|
S3 |
1,879.5 |
1,897.2 |
1,938.3 |
|
S4 |
1,847.4 |
1,865.1 |
1,929.4 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,238.0 |
2,184.5 |
1,991.0 |
|
R3 |
2,141.4 |
2,087.9 |
1,964.5 |
|
R2 |
2,044.8 |
2,044.8 |
1,955.6 |
|
R1 |
1,991.3 |
1,991.3 |
1,946.8 |
1,969.8 |
PP |
1,948.2 |
1,948.2 |
1,948.2 |
1,937.4 |
S1 |
1,894.7 |
1,894.7 |
1,929.0 |
1,873.2 |
S2 |
1,851.6 |
1,851.6 |
1,920.2 |
|
S3 |
1,755.0 |
1,798.1 |
1,911.3 |
|
S4 |
1,658.4 |
1,701.5 |
1,884.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,959.2 |
1,920.0 |
39.2 |
2.0% |
27.4 |
1.4% |
69% |
False |
False |
3,329 |
10 |
2,021.1 |
1,905.0 |
116.1 |
6.0% |
33.8 |
1.7% |
36% |
False |
False |
3,271 |
20 |
2,085.2 |
1,885.6 |
199.6 |
10.3% |
43.9 |
2.3% |
31% |
False |
False |
3,163 |
40 |
2,085.2 |
1,787.8 |
297.4 |
15.3% |
32.9 |
1.7% |
54% |
False |
False |
2,841 |
60 |
2,085.2 |
1,787.8 |
297.4 |
15.3% |
27.6 |
1.4% |
54% |
False |
False |
2,611 |
80 |
2,085.2 |
1,763.2 |
322.0 |
16.5% |
24.8 |
1.3% |
57% |
False |
False |
2,160 |
100 |
2,085.2 |
1,763.2 |
322.0 |
16.5% |
23.7 |
1.2% |
57% |
False |
False |
1,838 |
120 |
2,085.2 |
1,758.0 |
327.2 |
16.8% |
21.7 |
1.1% |
58% |
False |
False |
1,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.4 |
2.618 |
2,042.0 |
1.618 |
2,009.9 |
1.000 |
1,990.1 |
0.618 |
1,977.8 |
HIGH |
1,958.0 |
0.618 |
1,945.7 |
0.500 |
1,942.0 |
0.382 |
1,938.2 |
LOW |
1,925.9 |
0.618 |
1,906.1 |
1.000 |
1,893.8 |
1.618 |
1,874.0 |
2.618 |
1,841.9 |
4.250 |
1,789.5 |
|
|
Fisher Pivots for day following 23-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1,945.4 |
1,944.4 |
PP |
1,943.7 |
1,941.7 |
S1 |
1,942.0 |
1,939.0 |
|