| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,988.7 |
1,953.7 |
-35.0 |
-1.8% |
1,978.5 |
| High |
1,994.8 |
1,956.9 |
-37.9 |
-1.9% |
2,078.8 |
| Low |
1,952.0 |
1,908.1 |
-43.9 |
-2.2% |
1,960.6 |
| Close |
1,960.8 |
1,929.7 |
-31.1 |
-1.6% |
1,985.0 |
| Range |
42.8 |
48.8 |
6.0 |
14.0% |
118.2 |
| ATR |
41.7 |
42.5 |
0.8 |
1.9% |
0.0 |
| Volume |
162,203 |
220,374 |
58,171 |
35.9% |
1,745,536 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.0 |
2,052.6 |
1,956.5 |
|
| R3 |
2,029.2 |
2,003.8 |
1,943.1 |
|
| R2 |
1,980.4 |
1,980.4 |
1,938.6 |
|
| R1 |
1,955.0 |
1,955.0 |
1,934.2 |
1,943.3 |
| PP |
1,931.6 |
1,931.6 |
1,931.6 |
1,925.7 |
| S1 |
1,906.2 |
1,906.2 |
1,925.2 |
1,894.5 |
| S2 |
1,882.8 |
1,882.8 |
1,920.8 |
|
| S3 |
1,834.0 |
1,857.4 |
1,916.3 |
|
| S4 |
1,785.2 |
1,808.6 |
1,902.9 |
|
|
| 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 |
2,068.5 |
1,908.1 |
160.4 |
8.3% |
52.5 |
2.7% |
13% |
False |
True |
261,655 |
| 10 |
2,078.8 |
1,908.1 |
170.7 |
8.8% |
49.9 |
2.6% |
13% |
False |
True |
277,782 |
| 20 |
2,078.8 |
1,845.4 |
233.4 |
12.1% |
44.6 |
2.3% |
36% |
False |
False |
259,000 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.5% |
33.0 |
1.7% |
50% |
False |
False |
203,482 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.5% |
28.0 |
1.5% |
50% |
False |
False |
142,570 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.8% |
26.7 |
1.4% |
54% |
False |
False |
108,194 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.8% |
25.7 |
1.3% |
54% |
False |
False |
87,220 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
18.3% |
25.0 |
1.3% |
58% |
False |
False |
72,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.3 |
|
2.618 |
2,084.7 |
|
1.618 |
2,035.9 |
|
1.000 |
2,005.7 |
|
0.618 |
1,987.1 |
|
HIGH |
1,956.9 |
|
0.618 |
1,938.3 |
|
0.500 |
1,932.5 |
|
0.382 |
1,926.7 |
|
LOW |
1,908.1 |
|
0.618 |
1,877.9 |
|
1.000 |
1,859.3 |
|
1.618 |
1,829.1 |
|
2.618 |
1,780.3 |
|
4.250 |
1,700.7 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,932.5 |
1,956.1 |
| PP |
1,931.6 |
1,947.3 |
| S1 |
1,930.6 |
1,938.5 |
|