| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,945.0 |
1,965.1 |
20.1 |
1.0% |
1,985.0 |
| High |
1,971.5 |
2,042.1 |
70.6 |
3.6% |
2,048.9 |
| Low |
1,916.8 |
1,962.2 |
45.4 |
2.4% |
1,922.6 |
| Close |
1,969.1 |
2,032.4 |
63.3 |
3.2% |
1,978.3 |
| Range |
54.7 |
79.9 |
25.2 |
46.1% |
126.3 |
| ATR |
65.4 |
66.4 |
1.0 |
1.6% |
0.0 |
| Volume |
148,927 |
86,295 |
-62,632 |
-42.1% |
1,200,195 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.9 |
2,222.1 |
2,076.3 |
|
| R3 |
2,172.0 |
2,142.2 |
2,054.4 |
|
| R2 |
2,092.1 |
2,092.1 |
2,047.0 |
|
| R1 |
2,062.3 |
2,062.3 |
2,039.7 |
2,077.2 |
| PP |
2,012.2 |
2,012.2 |
2,012.2 |
2,019.7 |
| S1 |
1,982.4 |
1,982.4 |
2,025.1 |
1,997.3 |
| S2 |
1,932.3 |
1,932.3 |
2,017.8 |
|
| S3 |
1,852.4 |
1,902.5 |
2,010.4 |
|
| S4 |
1,772.5 |
1,822.6 |
1,988.5 |
|
|
| 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 |
1,916.8 |
132.1 |
6.5% |
63.8 |
3.1% |
88% |
False |
False |
201,782 |
| 10 |
2,071.3 |
1,916.8 |
154.5 |
7.6% |
65.5 |
3.2% |
75% |
False |
False |
213,590 |
| 20 |
2,086.2 |
1,883.1 |
203.1 |
10.0% |
67.9 |
3.3% |
74% |
False |
False |
229,816 |
| 40 |
2,108.4 |
1,883.1 |
225.3 |
11.1% |
67.3 |
3.3% |
66% |
False |
False |
260,201 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.0% |
60.6 |
3.0% |
37% |
False |
False |
242,235 |
| 80 |
2,375.5 |
1,883.1 |
492.4 |
24.2% |
62.2 |
3.1% |
30% |
False |
False |
207,193 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.3% |
57.6 |
2.8% |
26% |
False |
False |
165,790 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
28.3% |
54.1 |
2.7% |
26% |
False |
False |
138,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,381.7 |
|
2.618 |
2,251.3 |
|
1.618 |
2,171.4 |
|
1.000 |
2,122.0 |
|
0.618 |
2,091.5 |
|
HIGH |
2,042.1 |
|
0.618 |
2,011.6 |
|
0.500 |
2,002.2 |
|
0.382 |
1,992.7 |
|
LOW |
1,962.2 |
|
0.618 |
1,912.8 |
|
1.000 |
1,882.3 |
|
1.618 |
1,832.9 |
|
2.618 |
1,753.0 |
|
4.250 |
1,622.6 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.3 |
2,014.8 |
| PP |
2,012.2 |
1,997.1 |
| S1 |
2,002.2 |
1,979.5 |
|