| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,957.8 |
1,958.7 |
0.9 |
0.0% |
1,922.4 |
| High |
1,965.1 |
1,959.8 |
-5.3 |
-0.3% |
1,967.2 |
| Low |
1,942.6 |
1,915.7 |
-26.9 |
-1.4% |
1,909.8 |
| Close |
1,954.2 |
1,939.8 |
-14.4 |
-0.7% |
1,954.2 |
| Range |
22.5 |
44.1 |
21.6 |
96.0% |
57.4 |
| ATR |
36.9 |
37.4 |
0.5 |
1.4% |
0.0 |
| Volume |
147,904 |
181,367 |
33,463 |
22.6% |
782,107 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.7 |
2,049.4 |
1,964.1 |
|
| R3 |
2,026.6 |
2,005.3 |
1,951.9 |
|
| R2 |
1,982.5 |
1,982.5 |
1,947.9 |
|
| R1 |
1,961.2 |
1,961.2 |
1,943.8 |
1,949.8 |
| PP |
1,938.4 |
1,938.4 |
1,938.4 |
1,932.8 |
| S1 |
1,917.1 |
1,917.1 |
1,935.8 |
1,905.7 |
| S2 |
1,894.3 |
1,894.3 |
1,931.7 |
|
| S3 |
1,850.2 |
1,873.0 |
1,927.7 |
|
| S4 |
1,806.1 |
1,828.9 |
1,915.5 |
|
|
| 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 |
3.0% |
31.9 |
1.6% |
52% |
False |
False |
163,412 |
| 10 |
1,967.2 |
1,895.2 |
72.0 |
3.7% |
32.3 |
1.7% |
62% |
False |
False |
168,001 |
| 20 |
2,078.8 |
1,895.2 |
183.6 |
9.5% |
41.1 |
2.1% |
24% |
False |
False |
223,073 |
| 40 |
2,078.8 |
1,785.8 |
293.0 |
15.1% |
34.8 |
1.8% |
53% |
False |
False |
212,473 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.4% |
30.1 |
1.6% |
53% |
False |
False |
166,301 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.7% |
27.0 |
1.4% |
57% |
False |
False |
125,867 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.7% |
26.7 |
1.4% |
57% |
False |
False |
101,695 |
| 120 |
2,078.8 |
1,749.5 |
329.3 |
17.0% |
25.6 |
1.3% |
58% |
False |
False |
85,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.2 |
|
2.618 |
2,075.3 |
|
1.618 |
2,031.2 |
|
1.000 |
2,003.9 |
|
0.618 |
1,987.1 |
|
HIGH |
1,959.8 |
|
0.618 |
1,943.0 |
|
0.500 |
1,937.8 |
|
0.382 |
1,932.5 |
|
LOW |
1,915.7 |
|
0.618 |
1,888.4 |
|
1.000 |
1,871.6 |
|
1.618 |
1,844.3 |
|
2.618 |
1,800.2 |
|
4.250 |
1,728.3 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,939.1 |
1,941.5 |
| PP |
1,938.4 |
1,940.9 |
| S1 |
1,937.8 |
1,940.4 |
|