| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,911.9950 |
3,002.8520 |
90.8570 |
3.1% |
2,573.0240 |
| High |
3,045.7050 |
3,042.1960 |
-3.5090 |
-0.1% |
2,984.1570 |
| Low |
2,886.5690 |
2,926.6320 |
40.0630 |
1.4% |
2,496.0060 |
| Close |
3,002.8520 |
2,982.7820 |
-20.0700 |
-0.7% |
2,950.3000 |
| Range |
159.1360 |
115.5640 |
-43.5720 |
-27.4% |
488.1510 |
| ATR |
189.7624 |
184.4625 |
-5.2999 |
-2.8% |
0.0000 |
| Volume |
4,493 |
398,518 |
394,025 |
8,769.8% |
1,909,355 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,330.5620 |
3,272.2360 |
3,046.3422 |
|
| R3 |
3,214.9980 |
3,156.6720 |
3,014.5621 |
|
| R2 |
3,099.4340 |
3,099.4340 |
3,003.9687 |
|
| R1 |
3,041.1080 |
3,041.1080 |
2,993.3754 |
3,012.4890 |
| PP |
2,983.8700 |
2,983.8700 |
2,983.8700 |
2,969.5605 |
| S1 |
2,925.5440 |
2,925.5440 |
2,972.1886 |
2,896.9250 |
| S2 |
2,868.3060 |
2,868.3060 |
2,961.5953 |
|
| S3 |
2,752.7420 |
2,809.9800 |
2,951.0019 |
|
| S4 |
2,637.1780 |
2,694.4160 |
2,919.2218 |
|
|
| 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 |
2,745.1470 |
300.5580 |
10.1% |
148.3766 |
5.0% |
79% |
False |
False |
280,031 |
| 10 |
3,045.7050 |
2,496.0060 |
549.6990 |
18.4% |
151.2528 |
5.1% |
89% |
False |
False |
319,666 |
| 20 |
3,045.7050 |
2,304.2910 |
741.4140 |
24.9% |
189.2374 |
6.3% |
92% |
False |
False |
381,494 |
| 40 |
3,279.5970 |
2,304.2910 |
975.3060 |
32.7% |
198.5057 |
6.7% |
70% |
False |
False |
410,821 |
| 60 |
4,075.5870 |
2,163.3160 |
1,912.2710 |
64.1% |
211.0162 |
7.1% |
43% |
False |
False |
410,867 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
87.7% |
236.0216 |
7.9% |
31% |
False |
False |
401,197 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
90.6% |
248.5197 |
8.3% |
30% |
False |
False |
396,860 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
90.6% |
247.3732 |
8.3% |
30% |
False |
False |
383,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,533.3430 |
|
2.618 |
3,344.7426 |
|
1.618 |
3,229.1786 |
|
1.000 |
3,157.7600 |
|
0.618 |
3,113.6146 |
|
HIGH |
3,042.1960 |
|
0.618 |
2,998.0506 |
|
0.500 |
2,984.4140 |
|
0.382 |
2,970.7774 |
|
LOW |
2,926.6320 |
|
0.618 |
2,855.2134 |
|
1.000 |
2,811.0680 |
|
1.618 |
2,739.6494 |
|
2.618 |
2,624.0854 |
|
4.250 |
2,435.4850 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.4140 |
2,966.2190 |
| PP |
2,983.8700 |
2,949.6560 |
| S1 |
2,983.3260 |
2,933.0930 |
|