| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,775.1080 |
2,808.2460 |
33.1380 |
1.2% |
2,573.0240 |
| High |
2,834.8510 |
2,984.1570 |
149.3060 |
5.3% |
2,984.1570 |
| Low |
2,745.1470 |
2,770.4130 |
25.2660 |
0.9% |
2,496.0060 |
| Close |
2,808.2490 |
2,950.3000 |
142.0510 |
5.1% |
2,950.3000 |
| Range |
89.7040 |
213.7440 |
124.0400 |
138.3% |
488.1510 |
| ATR |
192.8060 |
194.3016 |
1.4956 |
0.8% |
0.0000 |
| Volume |
471,797 |
521,908 |
50,111 |
10.6% |
1,909,355 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,542.8553 |
3,460.3217 |
3,067.8592 |
|
| R3 |
3,329.1113 |
3,246.5777 |
3,009.0796 |
|
| R2 |
3,115.3673 |
3,115.3673 |
2,989.4864 |
|
| R1 |
3,032.8337 |
3,032.8337 |
2,969.8932 |
3,074.1005 |
| PP |
2,901.6233 |
2,901.6233 |
2,901.6233 |
2,922.2568 |
| S1 |
2,819.0897 |
2,819.0897 |
2,930.7068 |
2,860.3565 |
| S2 |
2,687.8793 |
2,687.8793 |
2,911.1136 |
|
| S3 |
2,474.1353 |
2,605.3457 |
2,891.5204 |
|
| S4 |
2,260.3913 |
2,391.6017 |
2,832.7408 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,274.6073 |
4,100.6047 |
3,218.7831 |
|
| R3 |
3,786.4563 |
3,612.4537 |
3,084.5415 |
|
| R2 |
3,298.3053 |
3,298.3053 |
3,039.7944 |
|
| R1 |
3,124.3027 |
3,124.3027 |
2,995.0472 |
3,211.3040 |
| PP |
2,810.1543 |
2,810.1543 |
2,810.1543 |
2,853.6550 |
| S1 |
2,636.1517 |
2,636.1517 |
2,905.5528 |
2,723.1530 |
| S2 |
2,322.0033 |
2,322.0033 |
2,860.8057 |
|
| S3 |
1,833.8523 |
2,148.0007 |
2,816.0585 |
|
| S4 |
1,345.7013 |
1,659.8497 |
2,681.8170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,984.1570 |
2,496.0060 |
488.1510 |
16.5% |
151.0598 |
5.1% |
93% |
True |
False |
381,871 |
| 10 |
2,984.1570 |
2,447.7690 |
536.3880 |
18.2% |
166.3620 |
5.6% |
94% |
True |
False |
323,664 |
| 20 |
3,038.6400 |
2,304.2910 |
734.3490 |
24.9% |
192.3198 |
6.5% |
88% |
False |
False |
442,770 |
| 40 |
3,279.5970 |
2,163.3160 |
1,116.2810 |
37.8% |
216.3837 |
7.3% |
71% |
False |
False |
448,165 |
| 60 |
4,149.8130 |
2,163.3160 |
1,986.4970 |
67.3% |
212.2098 |
7.2% |
40% |
False |
False |
417,288 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
88.7% |
244.8198 |
8.3% |
30% |
False |
False |
415,397 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.6% |
253.1796 |
8.6% |
29% |
False |
False |
405,679 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.6% |
248.8922 |
8.4% |
29% |
False |
False |
397,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,892.5690 |
|
2.618 |
3,543.7388 |
|
1.618 |
3,329.9948 |
|
1.000 |
3,197.9010 |
|
0.618 |
3,116.2508 |
|
HIGH |
2,984.1570 |
|
0.618 |
2,902.5068 |
|
0.500 |
2,877.2850 |
|
0.382 |
2,852.0632 |
|
LOW |
2,770.4130 |
|
0.618 |
2,638.3192 |
|
1.000 |
2,556.6690 |
|
1.618 |
2,424.5752 |
|
2.618 |
2,210.8312 |
|
4.250 |
1,862.0010 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.9617 |
2,898.7308 |
| PP |
2,901.6233 |
2,847.1617 |
| S1 |
2,877.2850 |
2,795.5925 |
|