| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
13,887.0 |
13,980.0 |
93.0 |
0.7% |
12,676.0 |
| High |
14,030.0 |
14,574.0 |
544.0 |
3.9% |
14,112.0 |
| Low |
13,591.0 |
13,961.0 |
370.0 |
2.7% |
12,448.0 |
| Close |
13,933.0 |
14,467.0 |
534.0 |
3.8% |
13,659.0 |
| Range |
439.0 |
613.0 |
174.0 |
39.6% |
1,664.0 |
| ATR |
525.8 |
534.0 |
8.2 |
1.6% |
0.0 |
| Volume |
55,173 |
48,008 |
-7,165 |
-13.0% |
15,931 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,173.0 |
15,933.0 |
14,804.2 |
|
| R3 |
15,560.0 |
15,320.0 |
14,635.6 |
|
| R2 |
14,947.0 |
14,947.0 |
14,579.4 |
|
| R1 |
14,707.0 |
14,707.0 |
14,523.2 |
14,827.0 |
| PP |
14,334.0 |
14,334.0 |
14,334.0 |
14,394.0 |
| S1 |
14,094.0 |
14,094.0 |
14,410.8 |
14,214.0 |
| S2 |
13,721.0 |
13,721.0 |
14,354.6 |
|
| S3 |
13,108.0 |
13,481.0 |
14,298.4 |
|
| S4 |
12,495.0 |
12,868.0 |
14,129.9 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,398.3 |
17,692.7 |
14,574.2 |
|
| R3 |
16,734.3 |
16,028.7 |
14,116.6 |
|
| R2 |
15,070.3 |
15,070.3 |
13,964.1 |
|
| R1 |
14,364.7 |
14,364.7 |
13,811.5 |
14,717.5 |
| PP |
13,406.3 |
13,406.3 |
13,406.3 |
13,582.8 |
| S1 |
12,700.7 |
12,700.7 |
13,506.5 |
13,053.5 |
| S2 |
11,742.3 |
11,742.3 |
13,353.9 |
|
| S3 |
10,078.3 |
11,036.7 |
13,201.4 |
|
| S4 |
8,414.3 |
9,372.7 |
12,743.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,574.0 |
13,313.0 |
1,261.0 |
8.7% |
543.0 |
3.8% |
92% |
True |
False |
30,377 |
| 10 |
14,574.0 |
12,448.0 |
2,126.0 |
14.7% |
626.4 |
4.3% |
95% |
True |
False |
15,829 |
| 20 |
15,444.0 |
12,448.0 |
2,996.0 |
20.7% |
549.9 |
3.8% |
67% |
False |
False |
8,089 |
| 40 |
15,930.0 |
12,448.0 |
3,482.0 |
24.1% |
401.7 |
2.8% |
58% |
False |
False |
4,092 |
| 60 |
16,307.0 |
12,448.0 |
3,859.0 |
26.7% |
310.3 |
2.1% |
52% |
False |
False |
2,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,179.3 |
|
2.618 |
16,178.8 |
|
1.618 |
15,565.8 |
|
1.000 |
15,187.0 |
|
0.618 |
14,952.8 |
|
HIGH |
14,574.0 |
|
0.618 |
14,339.8 |
|
0.500 |
14,267.5 |
|
0.382 |
14,195.2 |
|
LOW |
13,961.0 |
|
0.618 |
13,582.2 |
|
1.000 |
13,348.0 |
|
1.618 |
12,969.2 |
|
2.618 |
12,356.2 |
|
4.250 |
11,355.8 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,400.5 |
14,338.8 |
| PP |
14,334.0 |
14,210.7 |
| S1 |
14,267.5 |
14,082.5 |
|