| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,012.0 |
1,983.0 |
-29.0 |
-1.4% |
1,985.0 |
| High |
2,048.9 |
2,005.8 |
-43.1 |
-2.1% |
2,048.9 |
| Low |
1,976.8 |
1,931.3 |
-45.5 |
-2.3% |
1,922.6 |
| Close |
1,978.3 |
1,941.5 |
-36.8 |
-1.9% |
1,978.3 |
| Range |
72.1 |
74.5 |
2.4 |
3.3% |
126.3 |
| ATR |
65.5 |
66.2 |
0.6 |
1.0% |
0.0 |
| Volume |
234,633 |
306,124 |
71,491 |
30.5% |
1,200,195 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.0 |
2,136.8 |
1,982.5 |
|
| R3 |
2,108.5 |
2,062.3 |
1,962.0 |
|
| R2 |
2,034.0 |
2,034.0 |
1,955.2 |
|
| R1 |
1,987.8 |
1,987.8 |
1,948.3 |
1,973.7 |
| PP |
1,959.5 |
1,959.5 |
1,959.5 |
1,952.5 |
| S1 |
1,913.3 |
1,913.3 |
1,934.7 |
1,899.2 |
| S2 |
1,885.0 |
1,885.0 |
1,927.8 |
|
| S3 |
1,810.5 |
1,838.8 |
1,921.0 |
|
| S4 |
1,736.0 |
1,764.3 |
1,900.5 |
|
|
| 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 |
6.5% |
68.4 |
3.5% |
15% |
False |
False |
254,042 |
| 10 |
2,071.3 |
1,922.6 |
148.7 |
7.7% |
67.0 |
3.4% |
13% |
False |
False |
236,325 |
| 20 |
2,086.2 |
1,883.1 |
203.1 |
10.5% |
66.8 |
3.4% |
29% |
False |
False |
239,348 |
| 40 |
2,168.6 |
1,883.1 |
285.5 |
14.7% |
67.0 |
3.5% |
20% |
False |
False |
268,230 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.9% |
61.0 |
3.1% |
14% |
False |
False |
248,735 |
| 80 |
2,403.3 |
1,883.1 |
520.2 |
26.8% |
61.5 |
3.2% |
11% |
False |
False |
204,266 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
29.6% |
56.8 |
2.9% |
10% |
False |
False |
163,439 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
29.6% |
53.8 |
2.8% |
10% |
False |
False |
136,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.4 |
|
2.618 |
2,200.8 |
|
1.618 |
2,126.3 |
|
1.000 |
2,080.3 |
|
0.618 |
2,051.8 |
|
HIGH |
2,005.8 |
|
0.618 |
1,977.3 |
|
0.500 |
1,968.6 |
|
0.382 |
1,959.8 |
|
LOW |
1,931.3 |
|
0.618 |
1,885.3 |
|
1.000 |
1,856.8 |
|
1.618 |
1,810.8 |
|
2.618 |
1,736.3 |
|
4.250 |
1,614.7 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,968.6 |
1,990.1 |
| PP |
1,959.5 |
1,973.9 |
| S1 |
1,950.5 |
1,957.7 |
|