| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,922.4 |
1,918.4 |
-4.0 |
-0.2% |
1,922.4 |
| High |
1,929.4 |
1,937.0 |
7.6 |
0.4% |
1,967.2 |
| Low |
1,888.3 |
1,914.5 |
26.2 |
1.4% |
1,909.8 |
| Close |
1,912.2 |
1,933.5 |
21.3 |
1.1% |
1,954.2 |
| Range |
41.1 |
22.5 |
-18.6 |
-45.3% |
57.4 |
| ATR |
38.4 |
37.4 |
-1.0 |
-2.5% |
0.0 |
| Volume |
128,051 |
17,765 |
-110,286 |
-86.1% |
782,107 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.8 |
1,987.2 |
1,945.9 |
|
| R3 |
1,973.3 |
1,964.7 |
1,939.7 |
|
| R2 |
1,950.8 |
1,950.8 |
1,937.6 |
|
| R1 |
1,942.2 |
1,942.2 |
1,935.6 |
1,946.5 |
| PP |
1,928.3 |
1,928.3 |
1,928.3 |
1,930.5 |
| S1 |
1,919.7 |
1,919.7 |
1,931.4 |
1,924.0 |
| S2 |
1,905.8 |
1,905.8 |
1,929.4 |
|
| S3 |
1,883.3 |
1,897.2 |
1,927.3 |
|
| S4 |
1,860.8 |
1,874.7 |
1,921.1 |
|
|
| 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 |
1,888.3 |
78.9 |
4.1% |
32.0 |
1.7% |
57% |
False |
False |
131,258 |
| 10 |
1,967.2 |
1,888.3 |
78.9 |
4.1% |
30.3 |
1.6% |
57% |
False |
False |
141,000 |
| 20 |
2,078.8 |
1,888.3 |
190.5 |
9.9% |
40.1 |
2.1% |
24% |
False |
False |
207,765 |
| 40 |
2,078.8 |
1,788.5 |
290.3 |
15.0% |
35.6 |
1.8% |
50% |
False |
False |
209,410 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.4% |
30.3 |
1.6% |
51% |
False |
False |
168,478 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.7% |
27.2 |
1.4% |
55% |
False |
False |
127,536 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.7% |
26.8 |
1.4% |
55% |
False |
False |
103,092 |
| 120 |
2,078.8 |
1,753.7 |
325.1 |
16.8% |
25.8 |
1.3% |
55% |
False |
False |
86,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,032.6 |
|
2.618 |
1,995.9 |
|
1.618 |
1,973.4 |
|
1.000 |
1,959.5 |
|
0.618 |
1,950.9 |
|
HIGH |
1,937.0 |
|
0.618 |
1,928.4 |
|
0.500 |
1,925.8 |
|
0.382 |
1,923.1 |
|
LOW |
1,914.5 |
|
0.618 |
1,900.6 |
|
1.000 |
1,892.0 |
|
1.618 |
1,878.1 |
|
2.618 |
1,855.6 |
|
4.250 |
1,818.9 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,930.9 |
1,930.4 |
| PP |
1,928.3 |
1,927.2 |
| S1 |
1,925.8 |
1,924.1 |
|