| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,955.4600 |
2,973.1880 |
17.7280 |
0.6% |
2,587.3830 |
| High |
3,038.6400 |
2,983.3350 |
-55.3050 |
-1.8% |
2,752.0480 |
| Low |
2,916.0470 |
2,789.2620 |
-126.7850 |
-4.3% |
2,304.2910 |
| Close |
2,973.1880 |
2,806.8050 |
-166.3830 |
-5.6% |
2,708.6470 |
| Range |
122.5930 |
194.0730 |
71.4800 |
58.3% |
447.7570 |
| ATR |
228.5359 |
226.0742 |
-2.4616 |
-1.1% |
0.0000 |
| Volume |
518,659 |
413,781 |
-104,878 |
-20.2% |
2,945,715 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,442.0197 |
3,318.4853 |
2,913.5452 |
|
| R3 |
3,247.9467 |
3,124.4123 |
2,860.1751 |
|
| R2 |
3,053.8737 |
3,053.8737 |
2,842.3851 |
|
| R1 |
2,930.3393 |
2,930.3393 |
2,824.5950 |
2,895.0700 |
| PP |
2,859.8007 |
2,859.8007 |
2,859.8007 |
2,842.1660 |
| S1 |
2,736.2663 |
2,736.2663 |
2,789.0150 |
2,700.9970 |
| S2 |
2,665.7277 |
2,665.7277 |
2,771.2250 |
|
| S3 |
2,471.6547 |
2,542.1933 |
2,753.4349 |
|
| S4 |
2,277.5817 |
2,348.1203 |
2,700.0649 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,931.5997 |
3,767.8803 |
2,954.9134 |
|
| R3 |
3,483.8427 |
3,320.1233 |
2,831.7802 |
|
| R2 |
3,036.0857 |
3,036.0857 |
2,790.7358 |
|
| R1 |
2,872.3663 |
2,872.3663 |
2,749.6914 |
2,954.2260 |
| PP |
2,588.3287 |
2,588.3287 |
2,588.3287 |
2,629.2585 |
| S1 |
2,424.6093 |
2,424.6093 |
2,667.6026 |
2,506.4690 |
| S2 |
2,140.5717 |
2,140.5717 |
2,626.5582 |
|
| S3 |
1,692.8147 |
1,976.8523 |
2,585.5138 |
|
| S4 |
1,245.0577 |
1,529.0953 |
2,462.3807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,038.6400 |
2,549.6530 |
488.9870 |
17.4% |
205.9198 |
7.3% |
53% |
False |
False |
449,830 |
| 10 |
3,160.3550 |
2,304.2910 |
856.0640 |
30.5% |
223.8705 |
8.0% |
59% |
False |
False |
508,238 |
| 20 |
3,279.5970 |
2,304.2910 |
975.3060 |
34.7% |
216.0326 |
7.7% |
52% |
False |
False |
452,876 |
| 40 |
3,845.8040 |
2,163.3160 |
1,682.4880 |
59.9% |
229.1722 |
8.2% |
38% |
False |
False |
462,709 |
| 60 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
82.9% |
231.6457 |
8.3% |
28% |
False |
False |
434,668 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.3% |
265.0388 |
9.4% |
24% |
False |
False |
423,386 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.3% |
260.3647 |
9.3% |
24% |
False |
False |
386,348 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.3% |
262.1105 |
9.3% |
24% |
False |
False |
449,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,808.1453 |
|
2.618 |
3,491.4181 |
|
1.618 |
3,297.3451 |
|
1.000 |
3,177.4080 |
|
0.618 |
3,103.2721 |
|
HIGH |
2,983.3350 |
|
0.618 |
2,909.1991 |
|
0.500 |
2,886.2985 |
|
0.382 |
2,863.3979 |
|
LOW |
2,789.2620 |
|
0.618 |
2,669.3249 |
|
1.000 |
2,595.1890 |
|
1.618 |
2,475.2519 |
|
2.618 |
2,281.1789 |
|
4.250 |
1,964.4518 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,886.2985 |
2,913.9510 |
| PP |
2,859.8007 |
2,878.2357 |
| S1 |
2,833.3028 |
2,842.5203 |
|