Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,778.00 |
13,577.25 |
-200.75 |
-1.5% |
13,763.50 |
High |
13,778.00 |
13,860.75 |
82.75 |
0.6% |
13,879.75 |
Low |
13,396.25 |
13,281.75 |
-114.50 |
-0.9% |
13,103.25 |
Close |
13,586.00 |
13,292.00 |
-294.00 |
-2.2% |
13,292.00 |
Range |
381.75 |
579.00 |
197.25 |
51.7% |
776.50 |
ATR |
489.30 |
495.71 |
6.41 |
1.3% |
0.00 |
Volume |
611,077 |
439,890 |
-171,187 |
-28.0% |
3,261,046 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,215.25 |
14,832.50 |
13,610.50 |
|
R3 |
14,636.25 |
14,253.50 |
13,451.25 |
|
R2 |
14,057.25 |
14,057.25 |
13,398.25 |
|
R1 |
13,674.50 |
13,674.50 |
13,345.00 |
13,576.50 |
PP |
13,478.25 |
13,478.25 |
13,478.25 |
13,429.00 |
S1 |
13,095.50 |
13,095.50 |
13,239.00 |
12,997.50 |
S2 |
12,899.25 |
12,899.25 |
13,185.75 |
|
S3 |
12,320.25 |
12,516.50 |
13,132.75 |
|
S4 |
11,741.25 |
11,937.50 |
12,973.50 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,754.50 |
15,299.75 |
13,719.00 |
|
R3 |
14,978.00 |
14,523.25 |
13,505.50 |
|
R2 |
14,201.50 |
14,201.50 |
13,434.25 |
|
R1 |
13,746.75 |
13,746.75 |
13,363.25 |
13,586.00 |
PP |
13,425.00 |
13,425.00 |
13,425.00 |
13,344.50 |
S1 |
12,970.25 |
12,970.25 |
13,220.75 |
12,809.50 |
S2 |
12,648.50 |
12,648.50 |
13,149.75 |
|
S3 |
11,872.00 |
12,193.75 |
13,078.50 |
|
S4 |
11,095.50 |
11,417.25 |
12,865.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,879.75 |
13,103.25 |
776.50 |
5.8% |
554.00 |
4.2% |
24% |
False |
False |
652,209 |
10 |
14,391.00 |
13,103.25 |
1,287.75 |
9.7% |
498.25 |
3.7% |
15% |
False |
False |
661,164 |
20 |
14,766.75 |
13,025.75 |
1,741.00 |
13.1% |
503.00 |
3.8% |
15% |
False |
False |
723,113 |
40 |
15,979.75 |
13,025.75 |
2,954.00 |
22.2% |
497.00 |
3.7% |
9% |
False |
False |
758,603 |
60 |
16,659.50 |
13,025.75 |
3,633.75 |
27.3% |
442.50 |
3.3% |
7% |
False |
False |
704,349 |
80 |
16,769.00 |
13,025.75 |
3,743.25 |
28.2% |
414.75 |
3.1% |
7% |
False |
False |
550,916 |
100 |
16,769.00 |
13,025.75 |
3,743.25 |
28.2% |
373.50 |
2.8% |
7% |
False |
False |
440,926 |
120 |
16,769.00 |
13,025.75 |
3,743.25 |
28.2% |
353.75 |
2.7% |
7% |
False |
False |
367,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,321.50 |
2.618 |
15,376.50 |
1.618 |
14,797.50 |
1.000 |
14,439.75 |
0.618 |
14,218.50 |
HIGH |
13,860.75 |
0.618 |
13,639.50 |
0.500 |
13,571.25 |
0.382 |
13,503.00 |
LOW |
13,281.75 |
0.618 |
12,924.00 |
1.000 |
12,702.75 |
1.618 |
12,345.00 |
2.618 |
11,766.00 |
4.250 |
10,821.00 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,571.25 |
13,525.25 |
PP |
13,478.25 |
13,447.50 |
S1 |
13,385.00 |
13,369.75 |
|