| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,944.1 |
1,957.8 |
13.7 |
0.7% |
1,922.4 |
| High |
1,967.2 |
1,965.1 |
-2.1 |
-0.1% |
1,967.2 |
| Low |
1,937.4 |
1,942.6 |
5.2 |
0.3% |
1,909.8 |
| Close |
1,962.2 |
1,954.2 |
-8.0 |
-0.4% |
1,954.2 |
| Range |
29.8 |
22.5 |
-7.3 |
-24.5% |
57.4 |
| ATR |
38.0 |
36.9 |
-1.1 |
-2.9% |
0.0 |
| Volume |
181,204 |
147,904 |
-33,300 |
-18.4% |
782,107 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.5 |
2,010.3 |
1,966.6 |
|
| R3 |
1,999.0 |
1,987.8 |
1,960.4 |
|
| R2 |
1,976.5 |
1,976.5 |
1,958.3 |
|
| R1 |
1,965.3 |
1,965.3 |
1,956.3 |
1,959.7 |
| PP |
1,954.0 |
1,954.0 |
1,954.0 |
1,951.1 |
| S1 |
1,942.8 |
1,942.8 |
1,952.1 |
1,937.2 |
| S2 |
1,931.5 |
1,931.5 |
1,950.1 |
|
| S3 |
1,909.0 |
1,920.3 |
1,948.0 |
|
| S4 |
1,886.5 |
1,897.8 |
1,941.8 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.9 |
2,092.5 |
1,985.8 |
|
| R3 |
2,058.5 |
2,035.1 |
1,970.0 |
|
| R2 |
2,001.1 |
2,001.1 |
1,964.7 |
|
| R1 |
1,977.7 |
1,977.7 |
1,959.5 |
1,989.4 |
| PP |
1,943.7 |
1,943.7 |
1,943.7 |
1,949.6 |
| S1 |
1,920.3 |
1,920.3 |
1,948.9 |
1,932.0 |
| S2 |
1,886.3 |
1,886.3 |
1,943.7 |
|
| S3 |
1,828.9 |
1,862.9 |
1,938.4 |
|
| S4 |
1,771.5 |
1,805.5 |
1,922.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,967.2 |
1,909.8 |
57.4 |
2.9% |
28.0 |
1.4% |
77% |
False |
False |
156,421 |
| 10 |
1,994.8 |
1,895.2 |
99.6 |
5.1% |
32.2 |
1.6% |
59% |
False |
False |
166,085 |
| 20 |
2,078.8 |
1,892.2 |
186.6 |
9.5% |
41.1 |
2.1% |
33% |
False |
False |
226,468 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.3% |
34.2 |
1.7% |
58% |
False |
False |
213,367 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.3% |
29.7 |
1.5% |
58% |
False |
False |
163,387 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.5% |
26.7 |
1.4% |
61% |
False |
False |
123,651 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.5% |
26.4 |
1.4% |
61% |
False |
False |
99,892 |
| 120 |
2,078.8 |
1,749.5 |
329.3 |
16.9% |
25.3 |
1.3% |
62% |
False |
False |
83,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,060.7 |
|
2.618 |
2,024.0 |
|
1.618 |
2,001.5 |
|
1.000 |
1,987.6 |
|
0.618 |
1,979.0 |
|
HIGH |
1,965.1 |
|
0.618 |
1,956.5 |
|
0.500 |
1,953.9 |
|
0.382 |
1,951.2 |
|
LOW |
1,942.6 |
|
0.618 |
1,928.7 |
|
1.000 |
1,920.1 |
|
1.618 |
1,906.2 |
|
2.618 |
1,883.7 |
|
4.250 |
1,847.0 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.1 |
1,949.9 |
| PP |
1,954.0 |
1,945.7 |
| S1 |
1,953.9 |
1,941.4 |
|