| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
13,028.0 |
13,842.0 |
814.0 |
6.2% |
14,187.0 |
| High |
13,989.0 |
13,851.0 |
-138.0 |
-1.0% |
14,510.0 |
| Low |
12,957.0 |
13,333.0 |
376.0 |
2.9% |
12,948.0 |
| Close |
13,748.0 |
13,411.0 |
-337.0 |
-2.5% |
13,113.0 |
| Range |
1,032.0 |
518.0 |
-514.0 |
-49.8% |
1,562.0 |
| ATR |
554.4 |
551.8 |
-2.6 |
-0.5% |
0.0 |
| Volume |
115,075 |
85,609 |
-29,466 |
-25.6% |
484,886 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,085.7 |
14,766.3 |
13,695.9 |
|
| R3 |
14,567.7 |
14,248.3 |
13,553.5 |
|
| R2 |
14,049.7 |
14,049.7 |
13,506.0 |
|
| R1 |
13,730.3 |
13,730.3 |
13,458.5 |
13,631.0 |
| PP |
13,531.7 |
13,531.7 |
13,531.7 |
13,482.0 |
| S1 |
13,212.3 |
13,212.3 |
13,363.5 |
13,113.0 |
| S2 |
13,013.7 |
13,013.7 |
13,316.0 |
|
| S3 |
12,495.7 |
12,694.3 |
13,268.6 |
|
| S4 |
11,977.7 |
12,176.3 |
13,126.1 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,209.7 |
17,223.3 |
13,972.1 |
|
| R3 |
16,647.7 |
15,661.3 |
13,542.6 |
|
| R2 |
15,085.7 |
15,085.7 |
13,399.4 |
|
| R1 |
14,099.3 |
14,099.3 |
13,256.2 |
13,811.5 |
| PP |
13,523.7 |
13,523.7 |
13,523.7 |
13,379.8 |
| S1 |
12,537.3 |
12,537.3 |
12,969.8 |
12,249.5 |
| S2 |
11,961.7 |
11,961.7 |
12,826.6 |
|
| S3 |
10,399.7 |
10,975.3 |
12,683.5 |
|
| S4 |
8,837.7 |
9,413.3 |
12,253.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,989.0 |
12,425.0 |
1,564.0 |
11.7% |
758.0 |
5.7% |
63% |
False |
False |
106,455 |
| 10 |
14,663.0 |
12,425.0 |
2,238.0 |
16.7% |
660.7 |
4.9% |
44% |
False |
False |
101,472 |
| 20 |
15,611.0 |
12,425.0 |
3,186.0 |
23.8% |
530.9 |
4.0% |
31% |
False |
False |
97,545 |
| 40 |
16,078.0 |
12,425.0 |
3,653.0 |
27.2% |
412.8 |
3.1% |
27% |
False |
False |
92,336 |
| 60 |
16,274.0 |
12,425.0 |
3,849.0 |
28.7% |
342.8 |
2.6% |
26% |
False |
False |
79,889 |
| 80 |
16,284.0 |
12,425.0 |
3,859.0 |
28.8% |
316.2 |
2.4% |
26% |
False |
False |
60,238 |
| 100 |
16,284.0 |
12,425.0 |
3,859.0 |
28.8% |
268.9 |
2.0% |
26% |
False |
False |
48,258 |
| 120 |
16,284.0 |
12,425.0 |
3,859.0 |
28.8% |
253.4 |
1.9% |
26% |
False |
False |
40,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,052.5 |
|
2.618 |
15,207.1 |
|
1.618 |
14,689.1 |
|
1.000 |
14,369.0 |
|
0.618 |
14,171.1 |
|
HIGH |
13,851.0 |
|
0.618 |
13,653.1 |
|
0.500 |
13,592.0 |
|
0.382 |
13,530.9 |
|
LOW |
13,333.0 |
|
0.618 |
13,012.9 |
|
1.000 |
12,815.0 |
|
1.618 |
12,494.9 |
|
2.618 |
11,976.9 |
|
4.250 |
11,131.5 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,592.0 |
13,350.5 |
| PP |
13,531.7 |
13,290.0 |
| S1 |
13,471.3 |
13,229.5 |
|