| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,009.7 |
2,051.2 |
41.5 |
2.1% |
1,997.6 |
| High |
2,066.1 |
2,071.3 |
5.2 |
0.3% |
2,040.6 |
| Low |
1,991.3 |
2,015.4 |
24.1 |
1.2% |
1,883.1 |
| Close |
2,056.1 |
2,030.6 |
-25.5 |
-1.2% |
2,039.0 |
| Range |
74.8 |
55.9 |
-18.9 |
-25.3% |
157.5 |
| ATR |
66.7 |
65.9 |
-0.8 |
-1.2% |
0.0 |
| Volume |
217,026 |
179,884 |
-37,142 |
-17.1% |
1,109,703 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.8 |
2,174.6 |
2,061.3 |
|
| R3 |
2,150.9 |
2,118.7 |
2,046.0 |
|
| R2 |
2,095.0 |
2,095.0 |
2,040.8 |
|
| R1 |
2,062.8 |
2,062.8 |
2,035.7 |
2,051.0 |
| PP |
2,039.1 |
2,039.1 |
2,039.1 |
2,033.2 |
| S1 |
2,006.9 |
2,006.9 |
2,025.5 |
1,995.1 |
| S2 |
1,983.2 |
1,983.2 |
2,020.4 |
|
| S3 |
1,927.3 |
1,951.0 |
2,015.2 |
|
| S4 |
1,871.4 |
1,895.1 |
1,999.9 |
|
|
| 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 |
2,071.3 |
1,966.0 |
105.3 |
5.2% |
73.4 |
3.6% |
61% |
True |
False |
243,936 |
| 10 |
2,079.6 |
1,883.1 |
196.5 |
9.7% |
72.6 |
3.6% |
75% |
False |
False |
248,169 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
10.9% |
61.5 |
3.0% |
67% |
False |
False |
234,046 |
| 40 |
2,276.4 |
1,883.1 |
393.3 |
19.4% |
65.0 |
3.2% |
38% |
False |
False |
267,377 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.0% |
59.8 |
2.9% |
36% |
False |
False |
243,332 |
| 80 |
2,458.2 |
1,883.1 |
575.1 |
28.3% |
58.8 |
2.9% |
26% |
False |
False |
182,774 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.3% |
54.5 |
2.7% |
26% |
False |
False |
146,240 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
28.3% |
52.1 |
2.6% |
26% |
False |
False |
121,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.9 |
|
2.618 |
2,217.6 |
|
1.618 |
2,161.7 |
|
1.000 |
2,127.2 |
|
0.618 |
2,105.8 |
|
HIGH |
2,071.3 |
|
0.618 |
2,049.9 |
|
0.500 |
2,043.4 |
|
0.382 |
2,036.8 |
|
LOW |
2,015.4 |
|
0.618 |
1,980.9 |
|
1.000 |
1,959.5 |
|
1.618 |
1,925.0 |
|
2.618 |
1,869.1 |
|
4.250 |
1,777.8 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.4 |
2,030.9 |
| PP |
2,039.1 |
2,030.8 |
| S1 |
2,034.9 |
2,030.7 |
|