| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1,933.5 |
1,935.0 |
1.5 |
0.1% |
1,958.7 |
| High |
1,949.9 |
1,938.0 |
-11.9 |
-0.6% |
1,959.8 |
| Low |
1,919.1 |
1,917.0 |
-2.1 |
-0.1% |
1,888.3 |
| Close |
1,949.2 |
1,919.1 |
-30.1 |
-1.5% |
1,919.1 |
| Range |
30.8 |
21.0 |
-9.8 |
-31.8% |
71.5 |
| ATR |
37.0 |
36.6 |
-0.3 |
-0.9% |
0.0 |
| Volume |
3,617 |
1,016 |
-2,601 |
-71.9% |
331,816 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.7 |
1,974.4 |
1,930.7 |
|
| R3 |
1,966.7 |
1,953.4 |
1,924.9 |
|
| R2 |
1,945.7 |
1,945.7 |
1,923.0 |
|
| R1 |
1,932.4 |
1,932.4 |
1,921.0 |
1,928.6 |
| PP |
1,924.7 |
1,924.7 |
1,924.7 |
1,922.8 |
| S1 |
1,911.4 |
1,911.4 |
1,917.2 |
1,907.6 |
| S2 |
1,903.7 |
1,903.7 |
1,915.3 |
|
| S3 |
1,882.7 |
1,890.4 |
1,913.3 |
|
| S4 |
1,861.7 |
1,869.4 |
1,907.6 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.9 |
2,099.5 |
1,958.4 |
|
| R3 |
2,065.4 |
2,028.0 |
1,938.8 |
|
| R2 |
1,993.9 |
1,993.9 |
1,932.2 |
|
| R1 |
1,956.5 |
1,956.5 |
1,925.7 |
1,939.5 |
| PP |
1,922.4 |
1,922.4 |
1,922.4 |
1,913.9 |
| S1 |
1,885.0 |
1,885.0 |
1,912.5 |
1,868.0 |
| S2 |
1,850.9 |
1,850.9 |
1,906.0 |
|
| S3 |
1,779.4 |
1,813.5 |
1,899.4 |
|
| S4 |
1,707.9 |
1,742.0 |
1,879.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,959.8 |
1,888.3 |
71.5 |
3.7% |
31.9 |
1.7% |
43% |
False |
False |
66,363 |
| 10 |
1,967.2 |
1,888.3 |
78.9 |
4.1% |
29.9 |
1.6% |
39% |
False |
False |
111,392 |
| 20 |
2,078.8 |
1,888.3 |
190.5 |
9.9% |
39.4 |
2.1% |
16% |
False |
False |
186,910 |
| 40 |
2,078.8 |
1,792.1 |
286.7 |
14.9% |
36.0 |
1.9% |
44% |
False |
False |
202,108 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.5% |
30.5 |
1.6% |
46% |
False |
False |
168,202 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.9% |
27.5 |
1.4% |
51% |
False |
False |
127,492 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.9% |
26.9 |
1.4% |
51% |
False |
False |
103,050 |
| 120 |
2,078.8 |
1,755.2 |
323.6 |
16.9% |
25.9 |
1.4% |
51% |
False |
False |
86,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,027.3 |
|
2.618 |
1,993.0 |
|
1.618 |
1,972.0 |
|
1.000 |
1,959.0 |
|
0.618 |
1,951.0 |
|
HIGH |
1,938.0 |
|
0.618 |
1,930.0 |
|
0.500 |
1,927.5 |
|
0.382 |
1,925.0 |
|
LOW |
1,917.0 |
|
0.618 |
1,904.0 |
|
1.000 |
1,896.0 |
|
1.618 |
1,883.0 |
|
2.618 |
1,862.0 |
|
4.250 |
1,827.8 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,927.5 |
1,932.2 |
| PP |
1,924.7 |
1,927.8 |
| S1 |
1,921.9 |
1,923.5 |
|