| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,044.5 |
2,009.7 |
-34.8 |
-1.7% |
1,997.6 |
| High |
2,064.7 |
2,066.1 |
1.4 |
0.1% |
2,040.6 |
| Low |
1,990.4 |
1,991.3 |
0.9 |
0.0% |
1,883.1 |
| Close |
2,006.7 |
2,056.1 |
49.4 |
2.5% |
2,039.0 |
| Range |
74.3 |
74.8 |
0.5 |
0.7% |
157.5 |
| ATR |
66.1 |
66.7 |
0.6 |
0.9% |
0.0 |
| Volume |
245,547 |
217,026 |
-28,521 |
-11.6% |
1,109,703 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.2 |
2,234.0 |
2,097.2 |
|
| R3 |
2,187.4 |
2,159.2 |
2,076.7 |
|
| R2 |
2,112.6 |
2,112.6 |
2,069.8 |
|
| R1 |
2,084.4 |
2,084.4 |
2,063.0 |
2,098.5 |
| PP |
2,037.8 |
2,037.8 |
2,037.8 |
2,044.9 |
| S1 |
2,009.6 |
2,009.6 |
2,049.2 |
2,023.7 |
| S2 |
1,963.0 |
1,963.0 |
2,042.4 |
|
| S3 |
1,888.2 |
1,934.8 |
2,035.5 |
|
| S4 |
1,813.4 |
1,860.0 |
2,015.0 |
|
|
| 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 |
2,066.1 |
1,883.1 |
183.0 |
8.9% |
85.1 |
4.1% |
95% |
True |
False |
277,861 |
| 10 |
2,086.2 |
1,883.1 |
203.1 |
9.9% |
70.3 |
3.4% |
85% |
False |
False |
246,043 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
10.7% |
61.4 |
3.0% |
78% |
False |
False |
237,339 |
| 40 |
2,288.6 |
1,883.1 |
405.5 |
19.7% |
64.6 |
3.1% |
43% |
False |
False |
267,440 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
19.7% |
60.0 |
2.9% |
43% |
False |
False |
240,409 |
| 80 |
2,458.2 |
1,883.1 |
575.1 |
28.0% |
58.7 |
2.9% |
30% |
False |
False |
180,529 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.0% |
54.2 |
2.6% |
30% |
False |
False |
144,452 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
28.0% |
52.0 |
2.5% |
30% |
False |
False |
120,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,384.0 |
|
2.618 |
2,261.9 |
|
1.618 |
2,187.1 |
|
1.000 |
2,140.9 |
|
0.618 |
2,112.3 |
|
HIGH |
2,066.1 |
|
0.618 |
2,037.5 |
|
0.500 |
2,028.7 |
|
0.382 |
2,019.9 |
|
LOW |
1,991.3 |
|
0.618 |
1,945.1 |
|
1.000 |
1,916.5 |
|
1.618 |
1,870.3 |
|
2.618 |
1,795.5 |
|
4.250 |
1,673.4 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.0 |
2,043.7 |
| PP |
2,037.8 |
2,031.3 |
| S1 |
2,028.7 |
2,018.9 |
|