| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,390.00 |
14,654.00 |
264.00 |
1.8% |
13,334.50 |
| High |
14,690.75 |
14,682.25 |
-8.50 |
-0.1% |
14,442.75 |
| Low |
14,293.50 |
14,441.00 |
147.50 |
1.0% |
12,942.50 |
| Close |
14,654.00 |
14,447.00 |
-207.00 |
-1.4% |
14,413.50 |
| Range |
397.25 |
241.25 |
-156.00 |
-39.3% |
1,500.25 |
| ATR |
464.72 |
448.76 |
-15.96 |
-3.4% |
0.00 |
| Volume |
509,918 |
555,130 |
45,212 |
8.9% |
2,836,238 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,247.25 |
15,088.25 |
14,579.75 |
|
| R3 |
15,006.00 |
14,847.00 |
14,513.25 |
|
| R2 |
14,764.75 |
14,764.75 |
14,491.25 |
|
| R1 |
14,605.75 |
14,605.75 |
14,469.00 |
14,564.50 |
| PP |
14,523.50 |
14,523.50 |
14,523.50 |
14,502.75 |
| S1 |
14,364.50 |
14,364.50 |
14,425.00 |
14,323.50 |
| S2 |
14,282.25 |
14,282.25 |
14,402.75 |
|
| S3 |
14,041.00 |
14,123.25 |
14,380.75 |
|
| S4 |
13,799.75 |
13,882.00 |
14,314.25 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,433.75 |
17,923.75 |
15,238.75 |
|
| R3 |
16,933.50 |
16,423.50 |
14,826.00 |
|
| R2 |
15,433.25 |
15,433.25 |
14,688.50 |
|
| R1 |
14,923.25 |
14,923.25 |
14,551.00 |
15,178.25 |
| PP |
13,933.00 |
13,933.00 |
13,933.00 |
14,060.50 |
| S1 |
13,423.00 |
13,423.00 |
14,276.00 |
13,678.00 |
| S2 |
12,432.75 |
12,432.75 |
14,138.50 |
|
| S3 |
10,932.50 |
11,922.75 |
14,001.00 |
|
| S4 |
9,432.25 |
10,422.50 |
13,588.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,690.75 |
13,819.00 |
871.75 |
6.0% |
342.25 |
2.4% |
72% |
False |
False |
548,113 |
| 10 |
14,690.75 |
12,942.50 |
1,748.25 |
12.1% |
425.25 |
2.9% |
86% |
False |
False |
495,254 |
| 20 |
14,690.75 |
12,942.50 |
1,748.25 |
12.1% |
479.25 |
3.3% |
86% |
False |
False |
251,241 |
| 40 |
15,261.25 |
12,942.50 |
2,318.75 |
16.1% |
466.50 |
3.2% |
65% |
False |
False |
126,527 |
| 60 |
16,654.00 |
12,942.50 |
3,711.50 |
25.7% |
441.00 |
3.1% |
41% |
False |
False |
84,893 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
25.7% |
420.50 |
2.9% |
41% |
False |
False |
63,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,707.50 |
|
2.618 |
15,313.75 |
|
1.618 |
15,072.50 |
|
1.000 |
14,923.50 |
|
0.618 |
14,831.25 |
|
HIGH |
14,682.25 |
|
0.618 |
14,590.00 |
|
0.500 |
14,561.50 |
|
0.382 |
14,533.25 |
|
LOW |
14,441.00 |
|
0.618 |
14,292.00 |
|
1.000 |
14,199.75 |
|
1.618 |
14,050.75 |
|
2.618 |
13,809.50 |
|
4.250 |
13,415.75 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,561.50 |
14,443.75 |
| PP |
14,523.50 |
14,440.50 |
| S1 |
14,485.25 |
14,437.25 |
|