| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,446.5 |
3,567.5 |
121.0 |
3.5% |
3,862.0 |
| High |
3,654.5 |
3,805.5 |
151.0 |
4.1% |
3,934.5 |
| Low |
3,405.5 |
3,546.0 |
140.5 |
4.1% |
3,528.0 |
| Close |
3,521.0 |
3,741.0 |
220.0 |
6.2% |
3,558.5 |
| Range |
249.0 |
259.5 |
10.5 |
4.2% |
406.5 |
| ATR |
146.5 |
156.4 |
9.9 |
6.7% |
0.0 |
| Volume |
1,868,085 |
1,658,716 |
-209,369 |
-11.2% |
7,154,012 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,476.0 |
4,368.0 |
3,883.7 |
|
| R3 |
4,216.5 |
4,108.5 |
3,812.4 |
|
| R2 |
3,957.0 |
3,957.0 |
3,788.6 |
|
| R1 |
3,849.0 |
3,849.0 |
3,764.8 |
3,903.0 |
| PP |
3,697.5 |
3,697.5 |
3,697.5 |
3,724.5 |
| S1 |
3,589.5 |
3,589.5 |
3,717.2 |
3,643.5 |
| S2 |
3,438.0 |
3,438.0 |
3,693.4 |
|
| S3 |
3,178.5 |
3,330.0 |
3,669.6 |
|
| S4 |
2,919.0 |
3,070.5 |
3,598.3 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,893.2 |
4,632.3 |
3,782.1 |
|
| R3 |
4,486.7 |
4,225.8 |
3,670.3 |
|
| R2 |
4,080.2 |
4,080.2 |
3,633.0 |
|
| R1 |
3,819.3 |
3,819.3 |
3,595.8 |
3,746.5 |
| PP |
3,673.7 |
3,673.7 |
3,673.7 |
3,637.3 |
| S1 |
3,412.8 |
3,412.8 |
3,521.2 |
3,340.0 |
| S2 |
3,267.2 |
3,267.2 |
3,484.0 |
|
| S3 |
2,860.7 |
3,006.3 |
3,446.7 |
|
| S4 |
2,454.2 |
2,599.8 |
3,334.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,840.0 |
3,380.0 |
460.0 |
12.3% |
208.7 |
5.6% |
78% |
False |
False |
1,678,629 |
| 10 |
3,994.5 |
3,380.0 |
614.5 |
16.4% |
190.4 |
5.1% |
59% |
False |
False |
1,628,992 |
| 20 |
4,230.5 |
3,380.0 |
850.5 |
22.7% |
144.3 |
3.9% |
42% |
False |
False |
1,270,754 |
| 40 |
4,324.5 |
3,380.0 |
944.5 |
25.2% |
115.2 |
3.1% |
38% |
False |
False |
1,051,876 |
| 60 |
4,381.5 |
3,380.0 |
1,001.5 |
26.8% |
97.6 |
2.6% |
36% |
False |
False |
903,415 |
| 80 |
4,392.5 |
3,380.0 |
1,012.5 |
27.1% |
90.2 |
2.4% |
36% |
False |
False |
694,763 |
| 100 |
4,392.5 |
3,380.0 |
1,012.5 |
27.1% |
77.5 |
2.1% |
36% |
False |
False |
556,415 |
| 120 |
4,392.5 |
3,380.0 |
1,012.5 |
27.1% |
73.0 |
2.0% |
36% |
False |
False |
464,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,908.4 |
|
2.618 |
4,484.9 |
|
1.618 |
4,225.4 |
|
1.000 |
4,065.0 |
|
0.618 |
3,965.9 |
|
HIGH |
3,805.5 |
|
0.618 |
3,706.4 |
|
0.500 |
3,675.8 |
|
0.382 |
3,645.1 |
|
LOW |
3,546.0 |
|
0.618 |
3,385.6 |
|
1.000 |
3,286.5 |
|
1.618 |
3,126.1 |
|
2.618 |
2,866.6 |
|
4.250 |
2,443.1 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,719.3 |
3,691.6 |
| PP |
3,697.5 |
3,642.2 |
| S1 |
3,675.8 |
3,592.8 |
|