| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,946.6 |
1,951.4 |
4.8 |
0.2% |
2,012.4 |
| High |
2,008.1 |
2,023.1 |
15.0 |
0.7% |
2,071.3 |
| Low |
1,922.6 |
1,951.0 |
28.4 |
1.5% |
1,971.7 |
| Close |
1,960.3 |
2,014.3 |
54.0 |
2.8% |
1,999.8 |
| Range |
85.5 |
72.1 |
-13.4 |
-15.7% |
99.6 |
| ATR |
66.8 |
67.1 |
0.4 |
0.6% |
0.0 |
| Volume |
292,627 |
203,898 |
-88,729 |
-30.3% |
1,197,259 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.4 |
2,185.5 |
2,054.0 |
|
| R3 |
2,140.3 |
2,113.4 |
2,034.1 |
|
| R2 |
2,068.2 |
2,068.2 |
2,027.5 |
|
| R1 |
2,041.3 |
2,041.3 |
2,020.9 |
2,054.8 |
| PP |
1,996.1 |
1,996.1 |
1,996.1 |
2,002.9 |
| S1 |
1,969.2 |
1,969.2 |
2,007.7 |
1,982.7 |
| S2 |
1,924.0 |
1,924.0 |
2,001.1 |
|
| S3 |
1,851.9 |
1,897.1 |
1,994.5 |
|
| S4 |
1,779.8 |
1,825.0 |
1,974.6 |
|
|
| 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 |
7.4% |
67.2 |
3.3% |
62% |
False |
False |
225,398 |
| 10 |
2,071.3 |
1,883.1 |
188.2 |
9.3% |
76.2 |
3.8% |
70% |
False |
False |
251,630 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
11.0% |
66.2 |
3.3% |
59% |
False |
False |
239,019 |
| 40 |
2,209.3 |
1,883.1 |
326.2 |
16.2% |
66.0 |
3.3% |
40% |
False |
False |
264,636 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.1% |
60.9 |
3.0% |
32% |
False |
False |
252,889 |
| 80 |
2,425.1 |
1,883.1 |
542.0 |
26.9% |
60.1 |
3.0% |
24% |
False |
False |
194,603 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.6% |
56.0 |
2.8% |
23% |
False |
False |
155,704 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
28.6% |
53.5 |
2.7% |
23% |
False |
False |
129,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,329.5 |
|
2.618 |
2,211.9 |
|
1.618 |
2,139.8 |
|
1.000 |
2,095.2 |
|
0.618 |
2,067.7 |
|
HIGH |
2,023.1 |
|
0.618 |
1,995.6 |
|
0.500 |
1,987.1 |
|
0.382 |
1,978.5 |
|
LOW |
1,951.0 |
|
0.618 |
1,906.4 |
|
1.000 |
1,878.9 |
|
1.618 |
1,834.3 |
|
2.618 |
1,762.2 |
|
4.250 |
1,644.6 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.2 |
2,000.5 |
| PP |
1,996.1 |
1,986.7 |
| S1 |
1,987.1 |
1,972.9 |
|