| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,032.5 |
1,985.0 |
-47.5 |
-2.3% |
2,012.4 |
| High |
2,036.4 |
2,011.3 |
-25.1 |
-1.2% |
2,071.3 |
| Low |
1,981.7 |
1,943.3 |
-38.4 |
-1.9% |
1,971.7 |
| Close |
1,999.8 |
1,950.5 |
-49.3 |
-2.5% |
1,999.8 |
| Range |
54.7 |
68.0 |
13.3 |
24.3% |
99.6 |
| ATR |
65.1 |
65.3 |
0.2 |
0.3% |
0.0 |
| Volume |
214,478 |
236,105 |
21,627 |
10.1% |
1,197,259 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.4 |
2,129.4 |
1,987.9 |
|
| R3 |
2,104.4 |
2,061.4 |
1,969.2 |
|
| R2 |
2,036.4 |
2,036.4 |
1,963.0 |
|
| R1 |
1,993.4 |
1,993.4 |
1,956.7 |
1,980.9 |
| PP |
1,968.4 |
1,968.4 |
1,968.4 |
1,962.1 |
| S1 |
1,925.4 |
1,925.4 |
1,944.3 |
1,912.9 |
| S2 |
1,900.4 |
1,900.4 |
1,938.0 |
|
| S3 |
1,832.4 |
1,857.4 |
1,931.8 |
|
| S4 |
1,764.4 |
1,789.4 |
1,913.1 |
|
|
| 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 |
1,943.3 |
128.0 |
6.6% |
65.5 |
3.4% |
6% |
False |
True |
218,608 |
| 10 |
2,071.3 |
1,883.1 |
188.2 |
9.6% |
74.1 |
3.8% |
36% |
False |
False |
254,306 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
11.3% |
62.7 |
3.2% |
31% |
False |
False |
231,863 |
| 40 |
2,219.8 |
1,883.1 |
336.7 |
17.3% |
64.7 |
3.3% |
20% |
False |
False |
265,742 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.8% |
60.1 |
3.1% |
17% |
False |
False |
250,539 |
| 80 |
2,428.7 |
1,883.1 |
545.6 |
28.0% |
59.2 |
3.0% |
12% |
False |
False |
188,402 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
29.5% |
55.0 |
2.8% |
12% |
False |
False |
150,744 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
29.5% |
52.6 |
2.7% |
12% |
False |
False |
125,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,300.3 |
|
2.618 |
2,189.3 |
|
1.618 |
2,121.3 |
|
1.000 |
2,079.3 |
|
0.618 |
2,053.3 |
|
HIGH |
2,011.3 |
|
0.618 |
1,985.3 |
|
0.500 |
1,977.3 |
|
0.382 |
1,969.3 |
|
LOW |
1,943.3 |
|
0.618 |
1,901.3 |
|
1.000 |
1,875.3 |
|
1.618 |
1,833.3 |
|
2.618 |
1,765.3 |
|
4.250 |
1,654.3 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.3 |
2,007.3 |
| PP |
1,968.4 |
1,988.4 |
| S1 |
1,959.4 |
1,969.4 |
|