| 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 |
2,060.2 |
1,992.8 |
-67.4 |
-3.3% |
1,921.0 |
| High |
2,068.5 |
2,015.1 |
-53.4 |
-2.6% |
1,974.9 |
| Low |
1,981.0 |
1,975.0 |
-6.0 |
-0.3% |
1,892.2 |
| Close |
1,988.2 |
2,000.4 |
12.2 |
0.6% |
1,966.6 |
| Range |
87.5 |
40.1 |
-47.4 |
-54.2% |
82.7 |
| ATR |
41.6 |
41.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
360,345 |
303,267 |
-57,078 |
-15.8% |
1,122,986 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.1 |
2,098.9 |
2,022.5 |
|
| R3 |
2,077.0 |
2,058.8 |
2,011.4 |
|
| R2 |
2,036.9 |
2,036.9 |
2,007.8 |
|
| R1 |
2,018.7 |
2,018.7 |
2,004.1 |
2,027.8 |
| PP |
1,996.8 |
1,996.8 |
1,996.8 |
2,001.4 |
| S1 |
1,978.6 |
1,978.6 |
1,996.7 |
1,987.7 |
| S2 |
1,956.7 |
1,956.7 |
1,993.0 |
|
| S3 |
1,916.6 |
1,938.5 |
1,989.4 |
|
| S4 |
1,876.5 |
1,898.4 |
1,978.3 |
|
|
| 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 |
1,931.5 |
147.3 |
7.4% |
61.5 |
3.1% |
47% |
False |
False |
344,996 |
| 10 |
2,078.8 |
1,884.4 |
194.4 |
9.7% |
49.7 |
2.5% |
60% |
False |
False |
283,621 |
| 20 |
2,078.8 |
1,821.1 |
257.7 |
12.9% |
42.4 |
2.1% |
70% |
False |
False |
261,645 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
14.9% |
30.7 |
1.5% |
74% |
False |
False |
191,295 |
| 60 |
2,078.8 |
1,755.4 |
323.4 |
16.2% |
27.0 |
1.4% |
76% |
False |
False |
132,088 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.2% |
25.7 |
1.3% |
76% |
False |
False |
100,359 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.2% |
24.9 |
1.2% |
76% |
False |
False |
80,814 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
17.7% |
24.4 |
1.2% |
78% |
False |
False |
67,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,185.5 |
|
2.618 |
2,120.1 |
|
1.618 |
2,080.0 |
|
1.000 |
2,055.2 |
|
0.618 |
2,039.9 |
|
HIGH |
2,015.1 |
|
0.618 |
1,999.8 |
|
0.500 |
1,995.1 |
|
0.382 |
1,990.3 |
|
LOW |
1,975.0 |
|
0.618 |
1,950.2 |
|
1.000 |
1,934.9 |
|
1.618 |
1,910.1 |
|
2.618 |
1,870.0 |
|
4.250 |
1,804.6 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,998.6 |
2,026.9 |
| PP |
1,996.8 |
2,018.1 |
| S1 |
1,995.1 |
2,009.2 |
|