| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,949.9700 |
2,911.9950 |
-37.9750 |
-1.3% |
2,573.0240 |
| High |
2,984.2160 |
3,045.7050 |
61.4890 |
2.1% |
2,984.1570 |
| Low |
2,820.4810 |
2,886.5690 |
66.0880 |
2.3% |
2,496.0060 |
| Close |
2,911.9950 |
3,002.8520 |
90.8570 |
3.1% |
2,950.3000 |
| Range |
163.7350 |
159.1360 |
-4.5990 |
-2.8% |
488.1510 |
| ATR |
192.1182 |
189.7624 |
-2.3559 |
-1.2% |
0.0000 |
| Volume |
3,441 |
4,493 |
1,052 |
30.6% |
1,909,355 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,455.7833 |
3,388.4537 |
3,090.3768 |
|
| R3 |
3,296.6473 |
3,229.3177 |
3,046.6144 |
|
| R2 |
3,137.5113 |
3,137.5113 |
3,032.0269 |
|
| R1 |
3,070.1817 |
3,070.1817 |
3,017.4395 |
3,103.8465 |
| PP |
2,978.3753 |
2,978.3753 |
2,978.3753 |
2,995.2078 |
| S1 |
2,911.0457 |
2,911.0457 |
2,988.2645 |
2,944.7105 |
| S2 |
2,819.2393 |
2,819.2393 |
2,973.6771 |
|
| S3 |
2,660.1033 |
2,751.9097 |
2,959.0896 |
|
| S4 |
2,500.9673 |
2,592.7737 |
2,915.3272 |
|
|
| 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 |
3,045.7050 |
2,607.0280 |
438.6770 |
14.6% |
161.4498 |
5.4% |
90% |
True |
False |
301,685 |
| 10 |
3,045.7050 |
2,496.0060 |
549.6990 |
18.3% |
160.8283 |
5.4% |
92% |
True |
False |
323,451 |
| 20 |
3,045.7050 |
2,304.2910 |
741.4140 |
24.7% |
191.3751 |
6.4% |
94% |
True |
False |
385,402 |
| 40 |
3,279.5970 |
2,304.2910 |
975.3060 |
32.5% |
199.4308 |
6.6% |
72% |
False |
False |
419,686 |
| 60 |
4,136.7400 |
2,163.3160 |
1,973.4240 |
65.7% |
211.2220 |
7.0% |
43% |
False |
False |
404,261 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
87.1% |
242.3856 |
8.1% |
32% |
False |
False |
403,984 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
90.0% |
251.3147 |
8.4% |
31% |
False |
False |
400,305 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
90.0% |
248.4013 |
8.3% |
31% |
False |
False |
385,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,722.0330 |
|
2.618 |
3,462.3230 |
|
1.618 |
3,303.1870 |
|
1.000 |
3,204.8410 |
|
0.618 |
3,144.0510 |
|
HIGH |
3,045.7050 |
|
0.618 |
2,984.9150 |
|
0.500 |
2,966.1370 |
|
0.382 |
2,947.3590 |
|
LOW |
2,886.5690 |
|
0.618 |
2,788.2230 |
|
1.000 |
2,727.4330 |
|
1.618 |
2,629.0870 |
|
2.618 |
2,469.9510 |
|
4.250 |
2,210.2410 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,990.6137 |
2,971.2543 |
| PP |
2,978.3753 |
2,939.6567 |
| S1 |
2,966.1370 |
2,908.0590 |
|