Trading Metrics calculated at close of trading on 16-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
13,082.00 |
13,451.75 |
369.75 |
2.8% |
13,763.50 |
High |
13,489.00 |
14,029.25 |
540.25 |
4.0% |
13,879.75 |
Low |
12,944.00 |
13,420.50 |
476.50 |
3.7% |
13,103.25 |
Close |
13,451.75 |
13,953.00 |
501.25 |
3.7% |
13,292.00 |
Range |
545.00 |
608.75 |
63.75 |
11.7% |
776.50 |
ATR |
495.01 |
503.13 |
8.12 |
1.6% |
0.00 |
Volume |
284,955 |
274,498 |
-10,457 |
-3.7% |
3,261,046 |
|
Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,627.25 |
15,398.75 |
14,287.75 |
|
R3 |
15,018.50 |
14,790.00 |
14,120.50 |
|
R2 |
14,409.75 |
14,409.75 |
14,064.50 |
|
R1 |
14,181.25 |
14,181.25 |
14,008.75 |
14,295.50 |
PP |
13,801.00 |
13,801.00 |
13,801.00 |
13,858.00 |
S1 |
13,572.50 |
13,572.50 |
13,897.25 |
13,686.75 |
S2 |
13,192.25 |
13,192.25 |
13,841.50 |
|
S3 |
12,583.50 |
12,963.75 |
13,785.50 |
|
S4 |
11,974.75 |
12,355.00 |
13,618.25 |
|
|
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 |
14,029.25 |
12,944.00 |
1,085.25 |
7.8% |
509.25 |
3.7% |
93% |
True |
False |
402,605 |
10 |
14,391.00 |
12,944.00 |
1,447.00 |
10.4% |
514.50 |
3.7% |
70% |
False |
False |
554,580 |
20 |
14,668.50 |
12,944.00 |
1,724.50 |
12.4% |
515.25 |
3.7% |
59% |
False |
False |
664,782 |
40 |
15,372.00 |
12,944.00 |
2,428.00 |
17.4% |
504.00 |
3.6% |
42% |
False |
False |
721,980 |
60 |
16,659.50 |
12,944.00 |
3,715.50 |
26.6% |
443.50 |
3.2% |
27% |
False |
False |
681,616 |
80 |
16,769.00 |
12,944.00 |
3,825.00 |
27.4% |
428.25 |
3.1% |
26% |
False |
False |
562,877 |
100 |
16,769.00 |
12,944.00 |
3,825.00 |
27.4% |
384.75 |
2.8% |
26% |
False |
False |
450,524 |
120 |
16,769.00 |
12,944.00 |
3,825.00 |
27.4% |
361.50 |
2.6% |
26% |
False |
False |
375,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,616.50 |
2.618 |
15,623.00 |
1.618 |
15,014.25 |
1.000 |
14,638.00 |
0.618 |
14,405.50 |
HIGH |
14,029.25 |
0.618 |
13,796.75 |
0.500 |
13,725.00 |
0.382 |
13,653.00 |
LOW |
13,420.50 |
0.618 |
13,044.25 |
1.000 |
12,811.75 |
1.618 |
12,435.50 |
2.618 |
11,826.75 |
4.250 |
10,833.25 |
|
|
Fisher Pivots for day following 16-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
13,877.00 |
13,797.50 |
PP |
13,801.00 |
13,642.00 |
S1 |
13,725.00 |
13,486.50 |
|