| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,654.00 |
14,462.75 |
-191.25 |
-1.3% |
13,334.50 |
| High |
14,682.25 |
14,769.75 |
87.50 |
0.6% |
14,442.75 |
| Low |
14,441.00 |
14,433.50 |
-7.50 |
-0.1% |
12,942.50 |
| Close |
14,447.00 |
14,763.75 |
316.75 |
2.2% |
14,413.50 |
| Range |
241.25 |
336.25 |
95.00 |
39.4% |
1,500.25 |
| ATR |
448.76 |
440.72 |
-8.04 |
-1.8% |
0.00 |
| Volume |
555,130 |
512,267 |
-42,863 |
-7.7% |
2,836,238 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,664.50 |
15,550.25 |
14,948.75 |
|
| R3 |
15,328.25 |
15,214.00 |
14,856.25 |
|
| R2 |
14,992.00 |
14,992.00 |
14,825.50 |
|
| R1 |
14,877.75 |
14,877.75 |
14,794.50 |
14,935.00 |
| PP |
14,655.75 |
14,655.75 |
14,655.75 |
14,684.25 |
| S1 |
14,541.50 |
14,541.50 |
14,733.00 |
14,598.50 |
| S2 |
14,319.50 |
14,319.50 |
14,702.00 |
|
| S3 |
13,983.25 |
14,205.25 |
14,671.25 |
|
| S4 |
13,647.00 |
13,869.00 |
14,578.75 |
|
|
| 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 |
14,769.75 |
13,966.50 |
803.25 |
5.4% |
346.75 |
2.3% |
99% |
True |
False |
545,144 |
| 10 |
14,769.75 |
12,942.50 |
1,827.25 |
12.4% |
420.75 |
2.8% |
100% |
True |
False |
539,296 |
| 20 |
14,769.75 |
12,942.50 |
1,827.25 |
12.4% |
448.50 |
3.0% |
100% |
True |
False |
276,556 |
| 40 |
15,261.25 |
12,942.50 |
2,318.75 |
15.7% |
457.75 |
3.1% |
79% |
False |
False |
139,271 |
| 60 |
16,561.00 |
12,942.50 |
3,618.50 |
24.5% |
443.25 |
3.0% |
50% |
False |
False |
93,423 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
25.1% |
422.00 |
2.9% |
49% |
False |
False |
70,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,198.75 |
|
2.618 |
15,650.00 |
|
1.618 |
15,313.75 |
|
1.000 |
15,106.00 |
|
0.618 |
14,977.50 |
|
HIGH |
14,769.75 |
|
0.618 |
14,641.25 |
|
0.500 |
14,601.50 |
|
0.382 |
14,562.00 |
|
LOW |
14,433.50 |
|
0.618 |
14,225.75 |
|
1.000 |
14,097.25 |
|
1.618 |
13,889.50 |
|
2.618 |
13,553.25 |
|
4.250 |
13,004.50 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,709.75 |
14,686.50 |
| PP |
14,655.75 |
14,609.00 |
| S1 |
14,601.50 |
14,531.50 |
|