| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,012.4 |
2,044.5 |
32.1 |
1.6% |
1,997.6 |
| High |
2,059.2 |
2,064.7 |
5.5 |
0.3% |
2,040.6 |
| Low |
1,971.7 |
1,990.4 |
18.7 |
0.9% |
1,883.1 |
| Close |
2,044.5 |
2,006.7 |
-37.8 |
-1.8% |
2,039.0 |
| Range |
87.5 |
74.3 |
-13.2 |
-15.1% |
157.5 |
| ATR |
65.4 |
66.1 |
0.6 |
1.0% |
0.0 |
| Volume |
340,324 |
245,547 |
-94,777 |
-27.8% |
1,109,703 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.5 |
2,199.4 |
2,047.6 |
|
| R3 |
2,169.2 |
2,125.1 |
2,027.1 |
|
| R2 |
2,094.9 |
2,094.9 |
2,020.3 |
|
| R1 |
2,050.8 |
2,050.8 |
2,013.5 |
2,035.7 |
| PP |
2,020.6 |
2,020.6 |
2,020.6 |
2,013.1 |
| S1 |
1,976.5 |
1,976.5 |
1,999.9 |
1,961.4 |
| S2 |
1,946.3 |
1,946.3 |
1,993.1 |
|
| S3 |
1,872.0 |
1,902.2 |
1,986.3 |
|
| S4 |
1,797.7 |
1,827.9 |
1,965.8 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.1 |
2,407.0 |
2,125.6 |
|
| R3 |
2,302.6 |
2,249.5 |
2,082.3 |
|
| R2 |
2,145.1 |
2,145.1 |
2,067.9 |
|
| R1 |
2,092.0 |
2,092.0 |
2,053.4 |
2,118.6 |
| PP |
1,987.6 |
1,987.6 |
1,987.6 |
2,000.8 |
| S1 |
1,934.5 |
1,934.5 |
2,024.6 |
1,961.1 |
| S2 |
1,830.1 |
1,830.1 |
2,010.1 |
|
| S3 |
1,672.6 |
1,777.0 |
1,995.7 |
|
| S4 |
1,515.1 |
1,619.5 |
1,952.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,064.7 |
1,883.1 |
181.6 |
9.0% |
84.4 |
4.2% |
68% |
True |
False |
279,757 |
| 10 |
2,086.2 |
1,883.1 |
203.1 |
10.1% |
69.3 |
3.5% |
61% |
False |
False |
242,638 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
11.0% |
60.4 |
3.0% |
56% |
False |
False |
239,487 |
| 40 |
2,288.6 |
1,883.1 |
405.5 |
20.2% |
63.7 |
3.2% |
30% |
False |
False |
267,580 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.2% |
60.2 |
3.0% |
30% |
False |
False |
236,832 |
| 80 |
2,458.2 |
1,883.1 |
575.1 |
28.7% |
58.2 |
2.9% |
21% |
False |
False |
177,818 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.7% |
53.9 |
2.7% |
21% |
False |
False |
142,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,380.5 |
|
2.618 |
2,259.2 |
|
1.618 |
2,184.9 |
|
1.000 |
2,139.0 |
|
0.618 |
2,110.6 |
|
HIGH |
2,064.7 |
|
0.618 |
2,036.3 |
|
0.500 |
2,027.6 |
|
0.382 |
2,018.8 |
|
LOW |
1,990.4 |
|
0.618 |
1,944.5 |
|
1.000 |
1,916.1 |
|
1.618 |
1,870.2 |
|
2.618 |
1,795.9 |
|
4.250 |
1,674.6 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.6 |
2,015.4 |
| PP |
2,020.6 |
2,012.5 |
| S1 |
2,013.7 |
2,009.6 |
|