| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,953.7 |
1,920.1 |
-33.6 |
-1.7% |
1,978.5 |
| High |
1,956.9 |
1,930.1 |
-26.8 |
-1.4% |
2,078.8 |
| Low |
1,908.1 |
1,895.2 |
-12.9 |
-0.7% |
1,960.6 |
| Close |
1,929.7 |
1,909.2 |
-20.5 |
-1.1% |
1,985.0 |
| Range |
48.8 |
34.9 |
-13.9 |
-28.5% |
118.2 |
| ATR |
42.5 |
41.9 |
-0.5 |
-1.3% |
0.0 |
| Volume |
220,374 |
195,460 |
-24,914 |
-11.3% |
1,745,536 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.2 |
1,997.6 |
1,928.4 |
|
| R3 |
1,981.3 |
1,962.7 |
1,918.8 |
|
| R2 |
1,946.4 |
1,946.4 |
1,915.6 |
|
| R1 |
1,927.8 |
1,927.8 |
1,912.4 |
1,919.7 |
| PP |
1,911.5 |
1,911.5 |
1,911.5 |
1,907.4 |
| S1 |
1,892.9 |
1,892.9 |
1,906.0 |
1,884.8 |
| S2 |
1,876.6 |
1,876.6 |
1,902.8 |
|
| S3 |
1,841.7 |
1,858.0 |
1,899.6 |
|
| S4 |
1,806.8 |
1,823.1 |
1,890.0 |
|
|
| 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 |
2,015.1 |
1,895.2 |
119.9 |
6.3% |
42.0 |
2.2% |
12% |
False |
True |
228,678 |
| 10 |
2,078.8 |
1,895.2 |
183.6 |
9.6% |
49.9 |
2.6% |
8% |
False |
True |
274,531 |
| 20 |
2,078.8 |
1,851.8 |
227.0 |
11.9% |
44.5 |
2.3% |
25% |
False |
False |
258,029 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.6% |
33.4 |
1.7% |
43% |
False |
False |
205,808 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.6% |
28.3 |
1.5% |
43% |
False |
False |
145,688 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.9% |
26.9 |
1.4% |
48% |
False |
False |
110,590 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.9% |
25.9 |
1.4% |
48% |
False |
False |
89,170 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
18.5% |
25.0 |
1.3% |
52% |
False |
False |
74,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.4 |
|
2.618 |
2,021.5 |
|
1.618 |
1,986.6 |
|
1.000 |
1,965.0 |
|
0.618 |
1,951.7 |
|
HIGH |
1,930.1 |
|
0.618 |
1,916.8 |
|
0.500 |
1,912.7 |
|
0.382 |
1,908.5 |
|
LOW |
1,895.2 |
|
0.618 |
1,873.6 |
|
1.000 |
1,860.3 |
|
1.618 |
1,838.7 |
|
2.618 |
1,803.8 |
|
4.250 |
1,746.9 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.7 |
1,945.0 |
| PP |
1,911.5 |
1,933.1 |
| S1 |
1,910.4 |
1,921.1 |
|