| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,051.2 |
2,032.5 |
-18.7 |
-0.9% |
2,012.4 |
| High |
2,071.3 |
2,036.4 |
-34.9 |
-1.7% |
2,071.3 |
| Low |
2,015.4 |
1,981.7 |
-33.7 |
-1.7% |
1,971.7 |
| Close |
2,030.6 |
1,999.8 |
-30.8 |
-1.5% |
1,999.8 |
| Range |
55.9 |
54.7 |
-1.2 |
-2.1% |
99.6 |
| ATR |
65.9 |
65.1 |
-0.8 |
-1.2% |
0.0 |
| Volume |
179,884 |
214,478 |
34,594 |
19.2% |
1,197,259 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.1 |
2,139.6 |
2,029.9 |
|
| R3 |
2,115.4 |
2,084.9 |
2,014.8 |
|
| R2 |
2,060.7 |
2,060.7 |
2,009.8 |
|
| R1 |
2,030.2 |
2,030.2 |
2,004.8 |
2,018.1 |
| PP |
2,006.0 |
2,006.0 |
2,006.0 |
1,999.9 |
| S1 |
1,975.5 |
1,975.5 |
1,994.8 |
1,963.4 |
| S2 |
1,951.3 |
1,951.3 |
1,989.8 |
|
| S3 |
1,896.6 |
1,920.8 |
1,984.8 |
|
| S4 |
1,841.9 |
1,866.1 |
1,969.7 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.1 |
2,256.0 |
2,054.6 |
|
| R3 |
2,213.5 |
2,156.4 |
2,027.2 |
|
| R2 |
2,113.9 |
2,113.9 |
2,018.1 |
|
| R1 |
2,056.8 |
2,056.8 |
2,008.9 |
2,035.6 |
| PP |
2,014.3 |
2,014.3 |
2,014.3 |
2,003.6 |
| S1 |
1,957.2 |
1,957.2 |
1,990.7 |
1,936.0 |
| S2 |
1,914.7 |
1,914.7 |
1,981.5 |
|
| S3 |
1,815.1 |
1,857.6 |
1,972.4 |
|
| S4 |
1,715.5 |
1,758.0 |
1,945.0 |
|
|
| 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 |
1,971.7 |
99.6 |
5.0% |
69.4 |
3.5% |
28% |
False |
False |
239,451 |
| 10 |
2,071.3 |
1,883.1 |
188.2 |
9.4% |
72.2 |
3.6% |
62% |
False |
False |
251,270 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
11.0% |
62.1 |
3.1% |
53% |
False |
False |
231,860 |
| 40 |
2,220.5 |
1,883.1 |
337.4 |
16.9% |
64.2 |
3.2% |
35% |
False |
False |
266,535 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.3% |
59.5 |
3.0% |
29% |
False |
False |
246,810 |
| 80 |
2,439.3 |
1,883.1 |
556.2 |
27.8% |
58.7 |
2.9% |
21% |
False |
False |
185,452 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.8% |
54.7 |
2.7% |
20% |
False |
False |
148,384 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
28.8% |
52.4 |
2.6% |
20% |
False |
False |
123,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,268.9 |
|
2.618 |
2,179.6 |
|
1.618 |
2,124.9 |
|
1.000 |
2,091.1 |
|
0.618 |
2,070.2 |
|
HIGH |
2,036.4 |
|
0.618 |
2,015.5 |
|
0.500 |
2,009.1 |
|
0.382 |
2,002.6 |
|
LOW |
1,981.7 |
|
0.618 |
1,947.9 |
|
1.000 |
1,927.0 |
|
1.618 |
1,893.2 |
|
2.618 |
1,838.5 |
|
4.250 |
1,749.2 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.1 |
2,026.5 |
| PP |
2,006.0 |
2,017.6 |
| S1 |
2,002.9 |
2,008.7 |
|