| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,918.4 |
1,933.5 |
15.1 |
0.8% |
1,922.4 |
| High |
1,937.0 |
1,949.9 |
12.9 |
0.7% |
1,967.2 |
| Low |
1,914.5 |
1,919.1 |
4.6 |
0.2% |
1,909.8 |
| Close |
1,933.5 |
1,949.2 |
15.7 |
0.8% |
1,954.2 |
| Range |
22.5 |
30.8 |
8.3 |
36.9% |
57.4 |
| ATR |
37.4 |
37.0 |
-0.5 |
-1.3% |
0.0 |
| Volume |
17,765 |
3,617 |
-14,148 |
-79.6% |
782,107 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,031.8 |
2,021.3 |
1,966.1 |
|
| R3 |
2,001.0 |
1,990.5 |
1,957.7 |
|
| R2 |
1,970.2 |
1,970.2 |
1,954.8 |
|
| R1 |
1,959.7 |
1,959.7 |
1,952.0 |
1,965.0 |
| PP |
1,939.4 |
1,939.4 |
1,939.4 |
1,942.0 |
| S1 |
1,928.9 |
1,928.9 |
1,946.4 |
1,934.2 |
| S2 |
1,908.6 |
1,908.6 |
1,943.6 |
|
| S3 |
1,877.8 |
1,898.1 |
1,940.7 |
|
| S4 |
1,847.0 |
1,867.3 |
1,932.3 |
|
|
| 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 |
1,965.1 |
1,888.3 |
76.8 |
3.9% |
32.2 |
1.7% |
79% |
False |
False |
95,740 |
| 10 |
1,967.2 |
1,888.3 |
78.9 |
4.0% |
30.7 |
1.6% |
77% |
False |
False |
126,378 |
| 20 |
2,078.8 |
1,888.3 |
190.5 |
9.8% |
40.5 |
2.1% |
32% |
False |
False |
198,936 |
| 40 |
2,078.8 |
1,788.5 |
290.3 |
14.9% |
36.0 |
1.8% |
55% |
False |
False |
206,425 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.3% |
30.5 |
1.6% |
57% |
False |
False |
168,358 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.6% |
27.5 |
1.4% |
60% |
False |
False |
127,545 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.6% |
26.8 |
1.4% |
60% |
False |
False |
103,087 |
| 120 |
2,078.8 |
1,753.7 |
325.1 |
16.7% |
25.8 |
1.3% |
60% |
False |
False |
86,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.8 |
|
2.618 |
2,030.5 |
|
1.618 |
1,999.7 |
|
1.000 |
1,980.7 |
|
0.618 |
1,968.9 |
|
HIGH |
1,949.9 |
|
0.618 |
1,938.1 |
|
0.500 |
1,934.5 |
|
0.382 |
1,930.9 |
|
LOW |
1,919.1 |
|
0.618 |
1,900.1 |
|
1.000 |
1,888.3 |
|
1.618 |
1,869.3 |
|
2.618 |
1,838.5 |
|
4.250 |
1,788.2 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.3 |
1,939.2 |
| PP |
1,939.4 |
1,929.1 |
| S1 |
1,934.5 |
1,919.1 |
|