| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,951.4 |
2,014.1 |
62.7 |
3.2% |
2,012.4 |
| High |
2,023.1 |
2,015.4 |
-7.7 |
-0.4% |
2,071.3 |
| Low |
1,951.0 |
1,977.7 |
26.7 |
1.4% |
1,971.7 |
| Close |
2,014.3 |
2,010.9 |
-3.4 |
-0.2% |
1,999.8 |
| Range |
72.1 |
37.7 |
-34.4 |
-47.7% |
99.6 |
| ATR |
67.1 |
65.0 |
-2.1 |
-3.1% |
0.0 |
| Volume |
203,898 |
232,932 |
29,034 |
14.2% |
1,197,259 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.4 |
2,100.4 |
2,031.6 |
|
| R3 |
2,076.7 |
2,062.7 |
2,021.3 |
|
| R2 |
2,039.0 |
2,039.0 |
2,017.8 |
|
| R1 |
2,025.0 |
2,025.0 |
2,014.4 |
2,013.2 |
| PP |
2,001.3 |
2,001.3 |
2,001.3 |
1,995.4 |
| S1 |
1,987.3 |
1,987.3 |
2,007.4 |
1,975.5 |
| S2 |
1,963.6 |
1,963.6 |
2,004.0 |
|
| S3 |
1,925.9 |
1,949.6 |
2,000.5 |
|
| S4 |
1,888.2 |
1,911.9 |
1,990.2 |
|
|
| 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 |
2,036.4 |
1,922.6 |
113.8 |
5.7% |
63.6 |
3.2% |
78% |
False |
False |
236,008 |
| 10 |
2,071.3 |
1,922.6 |
148.7 |
7.4% |
68.5 |
3.4% |
59% |
False |
False |
239,972 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
11.0% |
66.2 |
3.3% |
58% |
False |
False |
241,532 |
| 40 |
2,209.3 |
1,883.1 |
326.2 |
16.2% |
65.7 |
3.3% |
39% |
False |
False |
265,457 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.2% |
60.5 |
3.0% |
32% |
False |
False |
250,685 |
| 80 |
2,425.1 |
1,883.1 |
542.0 |
27.0% |
60.4 |
3.0% |
24% |
False |
False |
197,514 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.6% |
56.1 |
2.8% |
22% |
False |
False |
158,033 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
28.6% |
53.6 |
2.7% |
22% |
False |
False |
131,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.6 |
|
2.618 |
2,114.1 |
|
1.618 |
2,076.4 |
|
1.000 |
2,053.1 |
|
0.618 |
2,038.7 |
|
HIGH |
2,015.4 |
|
0.618 |
2,001.0 |
|
0.500 |
1,996.6 |
|
0.382 |
1,992.1 |
|
LOW |
1,977.7 |
|
0.618 |
1,954.4 |
|
1.000 |
1,940.0 |
|
1.618 |
1,916.7 |
|
2.618 |
1,879.0 |
|
4.250 |
1,817.5 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.1 |
1,998.2 |
| PP |
2,001.3 |
1,985.5 |
| S1 |
1,996.6 |
1,972.9 |
|