| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,965.1 |
2,039.0 |
73.9 |
3.8% |
1,985.0 |
| High |
2,042.1 |
2,067.1 |
25.0 |
1.2% |
2,048.9 |
| Low |
1,962.2 |
2,016.8 |
54.6 |
2.8% |
1,922.6 |
| Close |
2,032.4 |
2,064.8 |
32.4 |
1.6% |
1,978.3 |
| Range |
79.9 |
50.3 |
-29.6 |
-37.0% |
126.3 |
| ATR |
66.4 |
65.3 |
-1.2 |
-1.7% |
0.0 |
| Volume |
86,295 |
43,808 |
-42,487 |
-49.2% |
1,200,195 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.5 |
2,182.9 |
2,092.5 |
|
| R3 |
2,150.2 |
2,132.6 |
2,078.6 |
|
| R2 |
2,099.9 |
2,099.9 |
2,074.0 |
|
| R1 |
2,082.3 |
2,082.3 |
2,069.4 |
2,091.1 |
| PP |
2,049.6 |
2,049.6 |
2,049.6 |
2,054.0 |
| S1 |
2,032.0 |
2,032.0 |
2,060.2 |
2,040.8 |
| S2 |
1,999.3 |
1,999.3 |
2,055.6 |
|
| S3 |
1,949.0 |
1,981.7 |
2,051.0 |
|
| S4 |
1,898.7 |
1,931.4 |
2,037.1 |
|
|
| 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 |
2,067.1 |
1,916.8 |
150.3 |
7.3% |
66.3 |
3.2% |
98% |
True |
False |
163,957 |
| 10 |
2,067.1 |
1,916.8 |
150.3 |
7.3% |
65.0 |
3.1% |
98% |
True |
False |
199,982 |
| 20 |
2,079.6 |
1,883.1 |
196.5 |
9.5% |
68.8 |
3.3% |
92% |
False |
False |
224,076 |
| 40 |
2,104.3 |
1,883.1 |
221.2 |
10.7% |
67.2 |
3.3% |
82% |
False |
False |
253,789 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
19.6% |
60.3 |
2.9% |
45% |
False |
False |
238,093 |
| 80 |
2,370.9 |
1,883.1 |
487.8 |
23.6% |
62.2 |
3.0% |
37% |
False |
False |
207,730 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
27.9% |
57.7 |
2.8% |
32% |
False |
False |
166,228 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
27.9% |
54.3 |
2.6% |
32% |
False |
False |
138,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,280.9 |
|
2.618 |
2,198.8 |
|
1.618 |
2,148.5 |
|
1.000 |
2,117.4 |
|
0.618 |
2,098.2 |
|
HIGH |
2,067.1 |
|
0.618 |
2,047.9 |
|
0.500 |
2,042.0 |
|
0.382 |
2,036.0 |
|
LOW |
2,016.8 |
|
0.618 |
1,985.7 |
|
1.000 |
1,966.5 |
|
1.618 |
1,935.4 |
|
2.618 |
1,885.1 |
|
4.250 |
1,803.0 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.2 |
2,040.5 |
| PP |
2,049.6 |
2,016.2 |
| S1 |
2,042.0 |
1,992.0 |
|