Trading Metrics calculated at close of trading on 15-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,362.00 |
13,082.00 |
-280.00 |
-2.1% |
13,763.50 |
High |
13,447.50 |
13,489.00 |
41.50 |
0.3% |
13,879.75 |
Low |
13,015.50 |
12,944.00 |
-71.50 |
-0.5% |
13,103.25 |
Close |
13,045.50 |
13,451.75 |
406.25 |
3.1% |
13,292.00 |
Range |
432.00 |
545.00 |
113.00 |
26.2% |
776.50 |
ATR |
491.16 |
495.01 |
3.85 |
0.8% |
0.00 |
Volume |
402,608 |
284,955 |
-117,653 |
-29.2% |
3,261,046 |
|
Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,930.00 |
14,735.75 |
13,751.50 |
|
R3 |
14,385.00 |
14,190.75 |
13,601.50 |
|
R2 |
13,840.00 |
13,840.00 |
13,551.75 |
|
R1 |
13,645.75 |
13,645.75 |
13,501.75 |
13,743.00 |
PP |
13,295.00 |
13,295.00 |
13,295.00 |
13,343.50 |
S1 |
13,100.75 |
13,100.75 |
13,401.75 |
13,198.00 |
S2 |
12,750.00 |
12,750.00 |
13,351.75 |
|
S3 |
12,205.00 |
12,555.75 |
13,302.00 |
|
S4 |
11,660.00 |
12,010.75 |
13,152.00 |
|
|
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 |
13,860.75 |
12,944.00 |
916.75 |
6.8% |
514.00 |
3.8% |
55% |
False |
True |
477,871 |
10 |
14,391.00 |
12,944.00 |
1,447.00 |
10.8% |
491.50 |
3.7% |
35% |
False |
True |
590,033 |
20 |
14,668.50 |
12,944.00 |
1,724.50 |
12.8% |
504.50 |
3.7% |
29% |
False |
True |
678,981 |
40 |
15,653.25 |
12,944.00 |
2,709.25 |
20.1% |
500.75 |
3.7% |
19% |
False |
True |
736,819 |
60 |
16,659.50 |
12,944.00 |
3,715.50 |
27.6% |
438.50 |
3.3% |
14% |
False |
True |
690,384 |
80 |
16,769.00 |
12,944.00 |
3,825.00 |
28.4% |
423.25 |
3.1% |
13% |
False |
True |
559,464 |
100 |
16,769.00 |
12,944.00 |
3,825.00 |
28.4% |
380.50 |
2.8% |
13% |
False |
True |
447,789 |
120 |
16,769.00 |
12,944.00 |
3,825.00 |
28.4% |
358.00 |
2.7% |
13% |
False |
True |
373,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,805.25 |
2.618 |
14,915.75 |
1.618 |
14,370.75 |
1.000 |
14,034.00 |
0.618 |
13,825.75 |
HIGH |
13,489.00 |
0.618 |
13,280.75 |
0.500 |
13,216.50 |
0.382 |
13,152.25 |
LOW |
12,944.00 |
0.618 |
12,607.25 |
1.000 |
12,399.00 |
1.618 |
12,062.25 |
2.618 |
11,517.25 |
4.250 |
10,627.75 |
|
|
Fisher Pivots for day following 15-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,373.25 |
13,435.25 |
PP |
13,295.00 |
13,418.75 |
S1 |
13,216.50 |
13,402.50 |
|