| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,039.0 |
2,058.0 |
19.0 |
0.9% |
1,983.0 |
| High |
2,067.1 |
2,063.3 |
-3.8 |
-0.2% |
2,067.1 |
| Low |
2,016.8 |
2,047.6 |
30.8 |
1.5% |
1,916.8 |
| Close |
2,064.8 |
2,062.7 |
-2.1 |
-0.1% |
2,062.7 |
| Range |
50.3 |
15.7 |
-34.6 |
-68.8% |
150.3 |
| ATR |
65.3 |
61.8 |
-3.4 |
-5.3% |
0.0 |
| Volume |
43,808 |
2,978 |
-40,830 |
-93.2% |
588,132 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.0 |
2,099.5 |
2,071.3 |
|
| R3 |
2,089.3 |
2,083.8 |
2,067.0 |
|
| R2 |
2,073.6 |
2,073.6 |
2,065.6 |
|
| R1 |
2,068.1 |
2,068.1 |
2,064.1 |
2,070.8 |
| PP |
2,057.9 |
2,057.9 |
2,057.9 |
2,059.2 |
| S1 |
2,052.4 |
2,052.4 |
2,061.3 |
2,055.1 |
| S2 |
2,042.2 |
2,042.2 |
2,059.8 |
|
| S3 |
2,026.5 |
2,036.7 |
2,058.4 |
|
| S4 |
2,010.8 |
2,021.0 |
2,054.1 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.4 |
2,414.9 |
2,145.4 |
|
| R3 |
2,316.1 |
2,264.6 |
2,104.0 |
|
| R2 |
2,165.8 |
2,165.8 |
2,090.2 |
|
| R1 |
2,114.3 |
2,114.3 |
2,076.5 |
2,140.0 |
| PP |
2,015.5 |
2,015.5 |
2,015.5 |
2,028.4 |
| S1 |
1,964.0 |
1,964.0 |
2,048.9 |
1,989.7 |
| S2 |
1,865.2 |
1,865.2 |
2,035.1 |
|
| S3 |
1,714.9 |
1,813.7 |
2,021.4 |
|
| S4 |
1,564.6 |
1,663.4 |
1,980.0 |
|
|
| 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% |
55.0 |
2.7% |
97% |
False |
False |
117,626 |
| 10 |
2,067.1 |
1,916.8 |
150.3 |
7.3% |
61.1 |
3.0% |
97% |
False |
False |
178,832 |
| 20 |
2,071.3 |
1,883.1 |
188.2 |
9.1% |
66.6 |
3.2% |
95% |
False |
False |
215,051 |
| 40 |
2,103.9 |
1,883.1 |
220.8 |
10.7% |
65.3 |
3.2% |
81% |
False |
False |
246,450 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
19.7% |
59.4 |
2.9% |
44% |
False |
False |
234,707 |
| 80 |
2,343.5 |
1,883.1 |
460.4 |
22.3% |
61.8 |
3.0% |
39% |
False |
False |
207,762 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
27.9% |
57.5 |
2.8% |
31% |
False |
False |
166,256 |
| 120 |
2,458.2 |
1,883.1 |
575.1 |
27.9% |
54.0 |
2.6% |
31% |
False |
False |
138,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.0 |
|
2.618 |
2,104.4 |
|
1.618 |
2,088.7 |
|
1.000 |
2,079.0 |
|
0.618 |
2,073.0 |
|
HIGH |
2,063.3 |
|
0.618 |
2,057.3 |
|
0.500 |
2,055.5 |
|
0.382 |
2,053.6 |
|
LOW |
2,047.6 |
|
0.618 |
2,037.9 |
|
1.000 |
2,031.9 |
|
1.618 |
2,022.2 |
|
2.618 |
2,006.5 |
|
4.250 |
1,980.9 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.3 |
2,046.7 |
| PP |
2,057.9 |
2,030.7 |
| S1 |
2,055.5 |
2,014.7 |
|