| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,992.8 |
2,000.3 |
7.5 |
0.4% |
1,978.5 |
| High |
2,015.1 |
2,004.0 |
-11.1 |
-0.6% |
2,078.8 |
| Low |
1,975.0 |
1,960.6 |
-14.4 |
-0.7% |
1,960.6 |
| Close |
2,000.4 |
1,985.0 |
-15.4 |
-0.8% |
1,985.0 |
| Range |
40.1 |
43.4 |
3.3 |
8.2% |
118.2 |
| ATR |
41.4 |
41.6 |
0.1 |
0.3% |
0.0 |
| Volume |
303,267 |
262,088 |
-41,179 |
-13.6% |
1,745,536 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.4 |
2,092.6 |
2,008.9 |
|
| R3 |
2,070.0 |
2,049.2 |
1,996.9 |
|
| R2 |
2,026.6 |
2,026.6 |
1,993.0 |
|
| R1 |
2,005.8 |
2,005.8 |
1,989.0 |
1,994.5 |
| PP |
1,983.2 |
1,983.2 |
1,983.2 |
1,977.6 |
| S1 |
1,962.4 |
1,962.4 |
1,981.0 |
1,951.1 |
| S2 |
1,939.8 |
1,939.8 |
1,977.0 |
|
| S3 |
1,896.4 |
1,919.0 |
1,973.1 |
|
| S4 |
1,853.0 |
1,875.6 |
1,961.1 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.7 |
2,292.1 |
2,050.0 |
|
| R3 |
2,244.5 |
2,173.9 |
2,017.5 |
|
| R2 |
2,126.3 |
2,126.3 |
2,006.7 |
|
| R1 |
2,055.7 |
2,055.7 |
1,995.8 |
2,091.0 |
| PP |
2,008.1 |
2,008.1 |
2,008.1 |
2,025.8 |
| S1 |
1,937.5 |
1,937.5 |
1,974.2 |
1,972.8 |
| S2 |
1,889.9 |
1,889.9 |
1,963.3 |
|
| S3 |
1,771.7 |
1,819.3 |
1,952.5 |
|
| S4 |
1,653.5 |
1,701.1 |
1,920.0 |
|
|
| 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 |
1,960.6 |
118.2 |
6.0% |
61.5 |
3.1% |
21% |
False |
True |
349,107 |
| 10 |
2,078.8 |
1,892.2 |
186.6 |
9.4% |
50.0 |
2.5% |
50% |
False |
False |
286,852 |
| 20 |
2,078.8 |
1,821.1 |
257.7 |
13.0% |
43.5 |
2.2% |
64% |
False |
False |
263,377 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.0% |
31.5 |
1.6% |
69% |
False |
False |
196,710 |
| 60 |
2,078.8 |
1,755.4 |
323.4 |
16.3% |
27.4 |
1.4% |
71% |
False |
False |
136,345 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.3% |
26.1 |
1.3% |
71% |
False |
False |
103,487 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.3% |
25.2 |
1.3% |
71% |
False |
False |
83,422 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
17.8% |
24.6 |
1.2% |
73% |
False |
False |
69,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.5 |
|
2.618 |
2,117.6 |
|
1.618 |
2,074.2 |
|
1.000 |
2,047.4 |
|
0.618 |
2,030.8 |
|
HIGH |
2,004.0 |
|
0.618 |
1,987.4 |
|
0.500 |
1,982.3 |
|
0.382 |
1,977.2 |
|
LOW |
1,960.6 |
|
0.618 |
1,933.8 |
|
1.000 |
1,917.2 |
|
1.618 |
1,890.4 |
|
2.618 |
1,847.0 |
|
4.250 |
1,776.2 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.1 |
2,014.6 |
| PP |
1,983.2 |
2,004.7 |
| S1 |
1,982.3 |
1,994.9 |
|