| 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 |
2,573.0240 |
2,525.4510 |
-47.5730 |
-1.8% |
2,608.4920 |
| High |
2,611.6780 |
2,667.8500 |
56.1720 |
2.2% |
2,769.8890 |
| Low |
2,496.0060 |
2,512.6010 |
16.5950 |
0.7% |
2,447.7690 |
| Close |
2,525.4380 |
2,626.4470 |
101.0090 |
4.0% |
2,573.0240 |
| Range |
115.6720 |
155.2490 |
39.5770 |
34.2% |
322.1200 |
| ATR |
205.8768 |
202.2605 |
-3.6163 |
-1.8% |
0.0000 |
| Volume |
2,901 |
405,960 |
403,059 |
13,893.8% |
1,327,294 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,068.0463 |
3,002.4957 |
2,711.8340 |
|
| R3 |
2,912.7973 |
2,847.2467 |
2,669.1405 |
|
| R2 |
2,757.5483 |
2,757.5483 |
2,654.9093 |
|
| R1 |
2,691.9977 |
2,691.9977 |
2,640.6782 |
2,724.7730 |
| PP |
2,602.2993 |
2,602.2993 |
2,602.2993 |
2,618.6870 |
| S1 |
2,536.7487 |
2,536.7487 |
2,612.2158 |
2,569.5240 |
| S2 |
2,447.0503 |
2,447.0503 |
2,597.9847 |
|
| S3 |
2,291.8013 |
2,381.4997 |
2,583.7535 |
|
| S4 |
2,136.5523 |
2,226.2507 |
2,541.0601 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,563.2540 |
3,390.2590 |
2,750.1900 |
|
| R3 |
3,241.1340 |
3,068.1390 |
2,661.6070 |
|
| R2 |
2,919.0140 |
2,919.0140 |
2,632.0793 |
|
| R1 |
2,746.0190 |
2,746.0190 |
2,602.5517 |
2,671.4565 |
| PP |
2,596.8940 |
2,596.8940 |
2,596.8940 |
2,559.6128 |
| S1 |
2,423.8990 |
2,423.8990 |
2,543.4963 |
2,349.3365 |
| S2 |
2,274.7740 |
2,274.7740 |
2,513.9687 |
|
| S3 |
1,952.6540 |
2,101.7790 |
2,484.4410 |
|
| S4 |
1,630.5340 |
1,779.6590 |
2,395.8580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,769.8890 |
2,496.0060 |
273.8830 |
10.4% |
160.2068 |
6.1% |
48% |
False |
False |
345,217 |
| 10 |
3,038.6400 |
2,447.7690 |
590.8710 |
22.5% |
174.4615 |
6.6% |
30% |
False |
False |
321,057 |
| 20 |
3,193.6840 |
2,304.2910 |
889.3930 |
33.9% |
202.0366 |
7.7% |
36% |
False |
False |
405,890 |
| 40 |
3,279.5970 |
2,163.3160 |
1,116.2810 |
42.5% |
216.5564 |
8.2% |
41% |
False |
False |
439,647 |
| 60 |
4,149.8130 |
2,163.3160 |
1,986.4970 |
75.6% |
216.7669 |
8.3% |
23% |
False |
False |
412,006 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
99.6% |
252.9600 |
9.6% |
18% |
False |
False |
411,376 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
102.9% |
257.3590 |
9.8% |
17% |
False |
False |
390,741 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
102.9% |
253.1494 |
9.6% |
17% |
False |
False |
407,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,327.6583 |
|
2.618 |
3,074.2919 |
|
1.618 |
2,919.0429 |
|
1.000 |
2,823.0990 |
|
0.618 |
2,763.7939 |
|
HIGH |
2,667.8500 |
|
0.618 |
2,608.5449 |
|
0.500 |
2,590.2255 |
|
0.382 |
2,571.9061 |
|
LOW |
2,512.6010 |
|
0.618 |
2,416.6571 |
|
1.000 |
2,357.3520 |
|
1.618 |
2,261.4081 |
|
2.618 |
2,106.1591 |
|
4.250 |
1,852.7928 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.3732 |
2,612.2570 |
| PP |
2,602.2993 |
2,598.0670 |
| S1 |
2,590.2255 |
2,583.8770 |
|