| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,462.75 |
14,765.00 |
302.25 |
2.1% |
14,404.00 |
| High |
14,769.75 |
14,840.50 |
70.75 |
0.5% |
14,840.50 |
| Low |
14,433.50 |
14,572.50 |
139.00 |
1.0% |
14,183.75 |
| Close |
14,763.75 |
14,755.75 |
-8.00 |
-0.1% |
14,755.75 |
| Range |
336.25 |
268.00 |
-68.25 |
-20.3% |
656.75 |
| ATR |
440.72 |
428.38 |
-12.34 |
-2.8% |
0.00 |
| Volume |
512,267 |
553,931 |
41,664 |
8.1% |
2,720,875 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,527.00 |
15,409.25 |
14,903.25 |
|
| R3 |
15,259.00 |
15,141.25 |
14,829.50 |
|
| R2 |
14,991.00 |
14,991.00 |
14,805.00 |
|
| R1 |
14,873.25 |
14,873.25 |
14,780.25 |
14,798.00 |
| PP |
14,723.00 |
14,723.00 |
14,723.00 |
14,685.25 |
| S1 |
14,605.25 |
14,605.25 |
14,731.25 |
14,530.00 |
| S2 |
14,455.00 |
14,455.00 |
14,706.50 |
|
| S3 |
14,187.00 |
14,337.25 |
14,682.00 |
|
| S4 |
13,919.00 |
14,069.25 |
14,608.25 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,563.50 |
16,316.50 |
15,117.00 |
|
| R3 |
15,906.75 |
15,659.75 |
14,936.25 |
|
| R2 |
15,250.00 |
15,250.00 |
14,876.25 |
|
| R1 |
15,003.00 |
15,003.00 |
14,816.00 |
15,126.50 |
| PP |
14,593.25 |
14,593.25 |
14,593.25 |
14,655.00 |
| S1 |
14,346.25 |
14,346.25 |
14,695.50 |
14,469.75 |
| S2 |
13,936.50 |
13,936.50 |
14,635.25 |
|
| S3 |
13,279.75 |
13,689.50 |
14,575.25 |
|
| S4 |
12,623.00 |
13,032.75 |
14,394.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,840.50 |
14,183.75 |
656.75 |
4.5% |
305.25 |
2.1% |
87% |
True |
False |
544,175 |
| 10 |
14,840.50 |
12,942.50 |
1,898.00 |
12.9% |
389.50 |
2.6% |
96% |
True |
False |
555,711 |
| 20 |
14,840.50 |
12,942.50 |
1,898.00 |
12.9% |
440.50 |
3.0% |
96% |
True |
False |
304,100 |
| 40 |
15,261.25 |
12,942.50 |
2,318.75 |
15.7% |
450.50 |
3.1% |
78% |
False |
False |
153,062 |
| 60 |
16,561.00 |
12,942.50 |
3,618.50 |
24.5% |
444.75 |
3.0% |
50% |
False |
False |
102,646 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
25.2% |
420.75 |
2.9% |
49% |
False |
False |
77,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,979.50 |
|
2.618 |
15,542.00 |
|
1.618 |
15,274.00 |
|
1.000 |
15,108.50 |
|
0.618 |
15,006.00 |
|
HIGH |
14,840.50 |
|
0.618 |
14,738.00 |
|
0.500 |
14,706.50 |
|
0.382 |
14,675.00 |
|
LOW |
14,572.50 |
|
0.618 |
14,407.00 |
|
1.000 |
14,304.50 |
|
1.618 |
14,139.00 |
|
2.618 |
13,871.00 |
|
4.250 |
13,433.50 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,739.25 |
14,716.25 |
| PP |
14,723.00 |
14,676.50 |
| S1 |
14,706.50 |
14,637.00 |
|