| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,626.4470 |
2,775.1080 |
148.6610 |
5.7% |
2,608.4920 |
| High |
2,787.9580 |
2,834.8510 |
46.8930 |
1.7% |
2,769.8890 |
| Low |
2,607.0280 |
2,745.1470 |
138.1190 |
5.3% |
2,447.7690 |
| Close |
2,775.1080 |
2,808.2490 |
33.1410 |
1.2% |
2,573.0240 |
| Range |
180.9300 |
89.7040 |
-91.2260 |
-50.4% |
322.1200 |
| ATR |
200.7369 |
192.8060 |
-7.9309 |
-4.0% |
0.0000 |
| Volume |
506,789 |
471,797 |
-34,992 |
-6.9% |
1,327,294 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,065.1943 |
3,026.4257 |
2,857.5862 |
|
| R3 |
2,975.4903 |
2,936.7217 |
2,832.9176 |
|
| R2 |
2,885.7863 |
2,885.7863 |
2,824.6947 |
|
| R1 |
2,847.0177 |
2,847.0177 |
2,816.4719 |
2,866.4020 |
| PP |
2,796.0823 |
2,796.0823 |
2,796.0823 |
2,805.7745 |
| S1 |
2,757.3137 |
2,757.3137 |
2,800.0261 |
2,776.6980 |
| S2 |
2,706.3783 |
2,706.3783 |
2,791.8033 |
|
| S3 |
2,616.6743 |
2,667.6097 |
2,783.5804 |
|
| S4 |
2,526.9703 |
2,577.9057 |
2,758.9118 |
|
|
| 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 |
2,834.8510 |
2,496.0060 |
338.8450 |
12.1% |
137.4318 |
4.9% |
92% |
True |
False |
355,657 |
| 10 |
2,849.0810 |
2,447.7690 |
401.3120 |
14.3% |
169.8583 |
6.0% |
90% |
False |
False |
325,671 |
| 20 |
3,160.3550 |
2,304.2910 |
856.0640 |
30.5% |
196.8644 |
7.0% |
59% |
False |
False |
416,955 |
| 40 |
3,279.5970 |
2,163.3160 |
1,116.2810 |
39.8% |
215.8906 |
7.7% |
58% |
False |
False |
444,411 |
| 60 |
4,149.8130 |
2,163.3160 |
1,986.4970 |
70.7% |
211.3690 |
7.5% |
32% |
False |
False |
415,940 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
93.2% |
247.2407 |
8.8% |
25% |
False |
False |
408,921 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.2% |
254.0862 |
9.0% |
24% |
False |
False |
400,461 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
96.2% |
250.6213 |
8.9% |
24% |
False |
False |
400,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,216.0930 |
|
2.618 |
3,069.6961 |
|
1.618 |
2,979.9921 |
|
1.000 |
2,924.5550 |
|
0.618 |
2,890.2881 |
|
HIGH |
2,834.8510 |
|
0.618 |
2,800.5841 |
|
0.500 |
2,789.9990 |
|
0.382 |
2,779.4139 |
|
LOW |
2,745.1470 |
|
0.618 |
2,689.7099 |
|
1.000 |
2,655.4430 |
|
1.618 |
2,600.0059 |
|
2.618 |
2,510.3019 |
|
4.250 |
2,363.9050 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.1657 |
2,763.4080 |
| PP |
2,796.0823 |
2,718.5670 |
| S1 |
2,789.9990 |
2,673.7260 |
|