| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,978.5 |
2,001.0 |
22.5 |
1.1% |
1,921.0 |
| High |
2,007.5 |
2,078.8 |
71.3 |
3.6% |
1,974.9 |
| Low |
1,964.2 |
1,985.8 |
21.6 |
1.1% |
1,892.2 |
| Close |
1,995.9 |
2,043.3 |
47.4 |
2.4% |
1,966.6 |
| Range |
43.3 |
93.0 |
49.7 |
114.8% |
82.7 |
| ATR |
33.8 |
38.0 |
4.2 |
12.5% |
0.0 |
| Volume |
372,185 |
447,651 |
75,466 |
20.3% |
1,122,986 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.0 |
2,272.1 |
2,094.5 |
|
| R3 |
2,222.0 |
2,179.1 |
2,068.9 |
|
| R2 |
2,129.0 |
2,129.0 |
2,060.4 |
|
| R1 |
2,086.1 |
2,086.1 |
2,051.8 |
2,107.6 |
| PP |
2,036.0 |
2,036.0 |
2,036.0 |
2,046.7 |
| S1 |
1,993.1 |
1,993.1 |
2,034.8 |
2,014.6 |
| S2 |
1,943.0 |
1,943.0 |
2,026.3 |
|
| S3 |
1,850.0 |
1,900.1 |
2,017.7 |
|
| S4 |
1,757.0 |
1,807.1 |
1,992.2 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.7 |
2,162.3 |
2,012.1 |
|
| R3 |
2,110.0 |
2,079.6 |
1,989.3 |
|
| R2 |
2,027.3 |
2,027.3 |
1,981.8 |
|
| R1 |
1,996.9 |
1,996.9 |
1,974.2 |
2,012.1 |
| PP |
1,944.6 |
1,944.6 |
1,944.6 |
1,952.2 |
| S1 |
1,914.2 |
1,914.2 |
1,959.0 |
1,929.4 |
| S2 |
1,861.9 |
1,861.9 |
1,951.4 |
|
| S3 |
1,779.2 |
1,831.5 |
1,943.9 |
|
| S4 |
1,696.5 |
1,748.8 |
1,921.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,078.8 |
1,916.0 |
162.8 |
8.0% |
47.3 |
2.3% |
78% |
True |
False |
293,910 |
| 10 |
2,078.8 |
1,878.6 |
200.2 |
9.8% |
49.0 |
2.4% |
82% |
True |
False |
275,049 |
| 20 |
2,078.8 |
1,816.0 |
262.8 |
12.9% |
37.3 |
1.8% |
86% |
True |
False |
242,421 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
14.6% |
28.4 |
1.4% |
88% |
True |
False |
176,717 |
| 60 |
2,078.8 |
1,755.4 |
323.4 |
15.8% |
25.4 |
1.2% |
89% |
True |
False |
121,219 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
15.8% |
24.7 |
1.2% |
89% |
True |
False |
92,152 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
15.8% |
24.0 |
1.2% |
89% |
True |
False |
74,197 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
17.3% |
23.9 |
1.2% |
90% |
True |
False |
62,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.1 |
|
2.618 |
2,322.3 |
|
1.618 |
2,229.3 |
|
1.000 |
2,171.8 |
|
0.618 |
2,136.3 |
|
HIGH |
2,078.8 |
|
0.618 |
2,043.3 |
|
0.500 |
2,032.3 |
|
0.382 |
2,021.3 |
|
LOW |
1,985.8 |
|
0.618 |
1,928.3 |
|
1.000 |
1,892.8 |
|
1.618 |
1,835.3 |
|
2.618 |
1,742.3 |
|
4.250 |
1,590.6 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.6 |
2,030.6 |
| PP |
2,036.0 |
2,017.9 |
| S1 |
2,032.3 |
2,005.2 |
|