| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,006.25 |
14,196.00 |
189.75 |
1.4% |
13,951.00 |
| High |
14,286.50 |
14,389.00 |
102.50 |
0.7% |
14,197.75 |
| Low |
13,914.25 |
13,958.75 |
44.50 |
0.3% |
13,031.00 |
| Close |
14,238.75 |
14,030.25 |
-208.50 |
-1.5% |
14,183.00 |
| Range |
372.25 |
430.25 |
58.00 |
15.6% |
1,166.75 |
| ATR |
475.67 |
472.43 |
-3.24 |
-0.7% |
0.00 |
| Volume |
2,381 |
3,166 |
785 |
33.0% |
15,458 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,416.75 |
15,153.75 |
14,267.00 |
|
| R3 |
14,986.50 |
14,723.50 |
14,148.50 |
|
| R2 |
14,556.25 |
14,556.25 |
14,109.25 |
|
| R1 |
14,293.25 |
14,293.25 |
14,069.75 |
14,209.50 |
| PP |
14,126.00 |
14,126.00 |
14,126.00 |
14,084.25 |
| S1 |
13,863.00 |
13,863.00 |
13,990.75 |
13,779.50 |
| S2 |
13,695.75 |
13,695.75 |
13,951.25 |
|
| S3 |
13,265.50 |
13,432.75 |
13,912.00 |
|
| S4 |
12,835.25 |
13,002.50 |
13,793.50 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,304.25 |
16,910.25 |
14,824.75 |
|
| R3 |
16,137.50 |
15,743.50 |
14,503.75 |
|
| R2 |
14,970.75 |
14,970.75 |
14,397.00 |
|
| R1 |
14,576.75 |
14,576.75 |
14,290.00 |
14,773.75 |
| PP |
13,804.00 |
13,804.00 |
13,804.00 |
13,902.50 |
| S1 |
13,410.00 |
13,410.00 |
14,076.00 |
13,607.00 |
| S2 |
12,637.25 |
12,637.25 |
13,969.00 |
|
| S3 |
11,470.50 |
12,243.25 |
13,862.25 |
|
| S4 |
10,303.75 |
11,076.50 |
13,541.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,389.00 |
13,708.00 |
681.00 |
4.9% |
447.00 |
3.2% |
47% |
True |
False |
2,916 |
| 10 |
14,621.75 |
13,031.00 |
1,590.75 |
11.3% |
520.50 |
3.7% |
63% |
False |
False |
2,992 |
| 20 |
15,070.75 |
13,031.00 |
2,039.75 |
14.5% |
451.00 |
3.2% |
49% |
False |
False |
2,205 |
| 40 |
16,257.50 |
13,031.00 |
3,226.50 |
23.0% |
469.50 |
3.3% |
31% |
False |
False |
2,158 |
| 60 |
16,654.00 |
13,031.00 |
3,623.00 |
25.8% |
415.50 |
3.0% |
28% |
False |
False |
1,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,217.50 |
|
2.618 |
15,515.50 |
|
1.618 |
15,085.25 |
|
1.000 |
14,819.25 |
|
0.618 |
14,655.00 |
|
HIGH |
14,389.00 |
|
0.618 |
14,224.75 |
|
0.500 |
14,174.00 |
|
0.382 |
14,123.00 |
|
LOW |
13,958.75 |
|
0.618 |
13,692.75 |
|
1.000 |
13,528.50 |
|
1.618 |
13,262.50 |
|
2.618 |
12,832.25 |
|
4.250 |
12,130.25 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,174.00 |
14,146.25 |
| PP |
14,126.00 |
14,107.50 |
| S1 |
14,078.00 |
14,069.00 |
|