| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,985.0 |
1,946.6 |
-38.4 |
-1.9% |
2,012.4 |
| High |
2,011.3 |
2,008.1 |
-3.2 |
-0.2% |
2,071.3 |
| Low |
1,943.3 |
1,922.6 |
-20.7 |
-1.1% |
1,971.7 |
| Close |
1,950.5 |
1,960.3 |
9.8 |
0.5% |
1,999.8 |
| Range |
68.0 |
85.5 |
17.5 |
25.7% |
99.6 |
| ATR |
65.3 |
66.8 |
1.4 |
2.2% |
0.0 |
| Volume |
236,105 |
292,627 |
56,522 |
23.9% |
1,197,259 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.2 |
2,175.7 |
2,007.3 |
|
| R3 |
2,134.7 |
2,090.2 |
1,983.8 |
|
| R2 |
2,049.2 |
2,049.2 |
1,976.0 |
|
| R1 |
2,004.7 |
2,004.7 |
1,968.1 |
2,027.0 |
| PP |
1,963.7 |
1,963.7 |
1,963.7 |
1,974.8 |
| S1 |
1,919.2 |
1,919.2 |
1,952.5 |
1,941.5 |
| S2 |
1,878.2 |
1,878.2 |
1,944.6 |
|
| S3 |
1,792.7 |
1,833.7 |
1,936.8 |
|
| S4 |
1,707.2 |
1,748.2 |
1,913.3 |
|
|
| 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 |
1,922.6 |
148.7 |
7.6% |
67.8 |
3.5% |
25% |
False |
True |
228,024 |
| 10 |
2,071.3 |
1,883.1 |
188.2 |
9.6% |
76.1 |
3.9% |
41% |
False |
False |
253,890 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
11.3% |
64.7 |
3.3% |
35% |
False |
False |
237,227 |
| 40 |
2,209.3 |
1,883.1 |
326.2 |
16.6% |
65.7 |
3.4% |
24% |
False |
False |
267,296 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.7% |
60.5 |
3.1% |
19% |
False |
False |
253,862 |
| 80 |
2,425.1 |
1,883.1 |
542.0 |
27.6% |
59.6 |
3.0% |
14% |
False |
False |
192,058 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
29.3% |
55.6 |
2.8% |
13% |
False |
False |
153,666 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
29.3% |
53.1 |
2.7% |
13% |
False |
False |
128,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,371.5 |
|
2.618 |
2,231.9 |
|
1.618 |
2,146.4 |
|
1.000 |
2,093.6 |
|
0.618 |
2,060.9 |
|
HIGH |
2,008.1 |
|
0.618 |
1,975.4 |
|
0.500 |
1,965.4 |
|
0.382 |
1,955.3 |
|
LOW |
1,922.6 |
|
0.618 |
1,869.8 |
|
1.000 |
1,837.1 |
|
1.618 |
1,784.3 |
|
2.618 |
1,698.8 |
|
4.250 |
1,559.2 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,965.4 |
1,979.5 |
| PP |
1,963.7 |
1,973.1 |
| S1 |
1,962.0 |
1,966.7 |
|