| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,014.1 |
2,012.0 |
-2.1 |
-0.1% |
1,985.0 |
| High |
2,015.4 |
2,048.9 |
33.5 |
1.7% |
2,048.9 |
| Low |
1,977.7 |
1,976.8 |
-0.9 |
0.0% |
1,922.6 |
| Close |
2,010.9 |
1,978.3 |
-32.6 |
-1.6% |
1,978.3 |
| Range |
37.7 |
72.1 |
34.4 |
91.2% |
126.3 |
| ATR |
65.0 |
65.5 |
0.5 |
0.8% |
0.0 |
| Volume |
232,932 |
234,633 |
1,701 |
0.7% |
1,200,195 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,217.6 |
2,170.1 |
2,018.0 |
|
| R3 |
2,145.5 |
2,098.0 |
1,998.1 |
|
| R2 |
2,073.4 |
2,073.4 |
1,991.5 |
|
| R1 |
2,025.9 |
2,025.9 |
1,984.9 |
2,013.6 |
| PP |
2,001.3 |
2,001.3 |
2,001.3 |
1,995.2 |
| S1 |
1,953.8 |
1,953.8 |
1,971.7 |
1,941.5 |
| S2 |
1,929.2 |
1,929.2 |
1,965.1 |
|
| S3 |
1,857.1 |
1,881.7 |
1,958.5 |
|
| S4 |
1,785.0 |
1,809.6 |
1,938.6 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.2 |
2,296.5 |
2,047.8 |
|
| R3 |
2,235.9 |
2,170.2 |
2,013.0 |
|
| R2 |
2,109.6 |
2,109.6 |
2,001.5 |
|
| R1 |
2,043.9 |
2,043.9 |
1,989.9 |
2,013.6 |
| PP |
1,983.3 |
1,983.3 |
1,983.3 |
1,968.1 |
| S1 |
1,917.6 |
1,917.6 |
1,966.7 |
1,887.3 |
| S2 |
1,857.0 |
1,857.0 |
1,955.1 |
|
| S3 |
1,730.7 |
1,791.3 |
1,943.6 |
|
| S4 |
1,604.4 |
1,665.0 |
1,908.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,048.9 |
1,922.6 |
126.3 |
6.4% |
67.1 |
3.4% |
44% |
True |
False |
240,039 |
| 10 |
2,071.3 |
1,922.6 |
148.7 |
7.5% |
68.3 |
3.5% |
37% |
False |
False |
239,745 |
| 20 |
2,086.2 |
1,883.1 |
203.1 |
10.3% |
66.3 |
3.4% |
47% |
False |
False |
236,626 |
| 40 |
2,197.5 |
1,883.1 |
314.4 |
15.9% |
66.3 |
3.4% |
30% |
False |
False |
266,224 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.5% |
61.0 |
3.1% |
23% |
False |
False |
249,044 |
| 80 |
2,407.3 |
1,883.1 |
524.2 |
26.5% |
60.8 |
3.1% |
18% |
False |
False |
200,443 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
29.1% |
56.3 |
2.8% |
17% |
False |
False |
160,378 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
29.1% |
53.6 |
2.7% |
17% |
False |
False |
133,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.3 |
|
2.618 |
2,237.7 |
|
1.618 |
2,165.6 |
|
1.000 |
2,121.0 |
|
0.618 |
2,093.5 |
|
HIGH |
2,048.9 |
|
0.618 |
2,021.4 |
|
0.500 |
2,012.9 |
|
0.382 |
2,004.3 |
|
LOW |
1,976.8 |
|
0.618 |
1,932.2 |
|
1.000 |
1,904.7 |
|
1.618 |
1,860.1 |
|
2.618 |
1,788.0 |
|
4.250 |
1,670.4 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.9 |
2,000.0 |
| PP |
2,001.3 |
1,992.7 |
| S1 |
1,989.8 |
1,985.5 |
|