| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,973.1880 |
2,806.8050 |
-166.3830 |
-5.6% |
2,708.3040 |
| High |
2,983.3350 |
2,849.0810 |
-134.2540 |
-4.5% |
3,038.6400 |
| Low |
2,789.2620 |
2,600.3740 |
-188.8880 |
-6.8% |
2,565.0720 |
| Close |
2,806.8050 |
2,608.6260 |
-198.1790 |
-7.1% |
2,608.6260 |
| Range |
194.0730 |
248.7070 |
54.6340 |
28.2% |
473.5680 |
| ATR |
226.0742 |
227.6909 |
1.6166 |
0.7% |
0.0000 |
| Volume |
413,781 |
541,976 |
128,195 |
31.0% |
2,167,030 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,432.1480 |
3,269.0940 |
2,745.4149 |
|
| R3 |
3,183.4410 |
3,020.3870 |
2,677.0204 |
|
| R2 |
2,934.7340 |
2,934.7340 |
2,654.2223 |
|
| R1 |
2,771.6800 |
2,771.6800 |
2,631.4241 |
2,728.8535 |
| PP |
2,686.0270 |
2,686.0270 |
2,686.0270 |
2,664.6138 |
| S1 |
2,522.9730 |
2,522.9730 |
2,585.8279 |
2,480.1465 |
| S2 |
2,437.3200 |
2,437.3200 |
2,563.0297 |
|
| S3 |
2,188.6130 |
2,274.2660 |
2,540.2316 |
|
| S4 |
1,939.9060 |
2,025.5590 |
2,471.8372 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,158.1500 |
3,856.9560 |
2,869.0884 |
|
| R3 |
3,684.5820 |
3,383.3880 |
2,738.8572 |
|
| R2 |
3,211.0140 |
3,211.0140 |
2,695.4468 |
|
| R1 |
2,909.8200 |
2,909.8200 |
2,652.0364 |
2,823.6330 |
| PP |
2,737.4460 |
2,737.4460 |
2,737.4460 |
2,694.3525 |
| S1 |
2,436.2520 |
2,436.2520 |
2,565.2156 |
2,350.0650 |
| S2 |
2,263.8780 |
2,263.8780 |
2,521.8052 |
|
| S3 |
1,790.3100 |
1,962.6840 |
2,478.3948 |
|
| S4 |
1,316.7420 |
1,489.1160 |
2,348.1636 |
|
|
| 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 |
2,565.0720 |
473.5680 |
18.2% |
217.2224 |
8.3% |
9% |
False |
False |
433,406 |
| 10 |
3,038.6400 |
2,304.2910 |
734.3490 |
28.2% |
218.2776 |
8.4% |
41% |
False |
False |
561,876 |
| 20 |
3,279.5970 |
2,304.2910 |
975.3060 |
37.4% |
221.2388 |
8.5% |
31% |
False |
False |
454,499 |
| 40 |
3,566.9500 |
2,163.3160 |
1,403.6340 |
53.8% |
228.1826 |
8.7% |
32% |
False |
False |
465,650 |
| 60 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
89.1% |
233.1776 |
8.9% |
19% |
False |
False |
432,310 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.6% |
262.3594 |
10.1% |
16% |
False |
False |
430,122 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.6% |
260.3901 |
10.0% |
16% |
False |
False |
387,445 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.6% |
261.3443 |
10.0% |
16% |
False |
False |
448,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,906.0858 |
|
2.618 |
3,500.1959 |
|
1.618 |
3,251.4889 |
|
1.000 |
3,097.7880 |
|
0.618 |
3,002.7819 |
|
HIGH |
2,849.0810 |
|
0.618 |
2,754.0749 |
|
0.500 |
2,724.7275 |
|
0.382 |
2,695.3801 |
|
LOW |
2,600.3740 |
|
0.618 |
2,446.6731 |
|
1.000 |
2,351.6670 |
|
1.618 |
2,197.9661 |
|
2.618 |
1,949.2591 |
|
4.250 |
1,543.3693 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.7275 |
2,819.5070 |
| PP |
2,686.0270 |
2,749.2133 |
| S1 |
2,647.3265 |
2,678.9197 |
|