| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,983.0 |
1,945.0 |
-38.0 |
-1.9% |
1,985.0 |
| High |
2,005.8 |
1,971.5 |
-34.3 |
-1.7% |
2,048.9 |
| Low |
1,931.3 |
1,916.8 |
-14.5 |
-0.8% |
1,922.6 |
| Close |
1,941.5 |
1,969.1 |
27.6 |
1.4% |
1,978.3 |
| Range |
74.5 |
54.7 |
-19.8 |
-26.6% |
126.3 |
| ATR |
66.2 |
65.4 |
-0.8 |
-1.2% |
0.0 |
| Volume |
306,124 |
148,927 |
-157,197 |
-51.4% |
1,200,195 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.6 |
2,097.5 |
1,999.2 |
|
| R3 |
2,061.9 |
2,042.8 |
1,984.1 |
|
| R2 |
2,007.2 |
2,007.2 |
1,979.1 |
|
| R1 |
1,988.1 |
1,988.1 |
1,974.1 |
1,997.7 |
| PP |
1,952.5 |
1,952.5 |
1,952.5 |
1,957.2 |
| S1 |
1,933.4 |
1,933.4 |
1,964.1 |
1,943.0 |
| S2 |
1,897.8 |
1,897.8 |
1,959.1 |
|
| S3 |
1,843.1 |
1,878.7 |
1,954.1 |
|
| S4 |
1,788.4 |
1,824.0 |
1,939.0 |
|
|
| 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 |
1,916.8 |
132.1 |
6.7% |
62.2 |
3.2% |
40% |
False |
True |
225,302 |
| 10 |
2,071.3 |
1,916.8 |
154.5 |
7.8% |
65.0 |
3.3% |
34% |
False |
True |
226,663 |
| 20 |
2,086.2 |
1,883.1 |
203.1 |
10.3% |
67.2 |
3.4% |
42% |
False |
False |
234,651 |
| 40 |
2,168.6 |
1,883.1 |
285.5 |
14.5% |
67.3 |
3.4% |
30% |
False |
False |
265,690 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.6% |
60.5 |
3.1% |
21% |
False |
False |
246,367 |
| 80 |
2,384.1 |
1,883.1 |
501.0 |
25.4% |
61.7 |
3.1% |
17% |
False |
False |
206,120 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
29.2% |
57.0 |
2.9% |
15% |
False |
False |
164,928 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
29.2% |
53.8 |
2.7% |
15% |
False |
False |
137,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.0 |
|
2.618 |
2,114.7 |
|
1.618 |
2,060.0 |
|
1.000 |
2,026.2 |
|
0.618 |
2,005.3 |
|
HIGH |
1,971.5 |
|
0.618 |
1,950.6 |
|
0.500 |
1,944.2 |
|
0.382 |
1,937.7 |
|
LOW |
1,916.8 |
|
0.618 |
1,883.0 |
|
1.000 |
1,862.1 |
|
1.618 |
1,828.3 |
|
2.618 |
1,773.6 |
|
4.250 |
1,684.3 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.8 |
1,982.9 |
| PP |
1,952.5 |
1,978.3 |
| S1 |
1,944.2 |
1,973.7 |
|