| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,765.00 |
14,756.00 |
-9.00 |
-0.1% |
14,404.00 |
| High |
14,840.50 |
14,997.00 |
156.50 |
1.1% |
14,840.50 |
| Low |
14,572.50 |
14,658.75 |
86.25 |
0.6% |
14,183.75 |
| Close |
14,755.75 |
14,985.25 |
229.50 |
1.6% |
14,755.75 |
| Range |
268.00 |
338.25 |
70.25 |
26.2% |
656.75 |
| ATR |
428.38 |
421.95 |
-6.44 |
-1.5% |
0.00 |
| Volume |
553,931 |
532,125 |
-21,806 |
-3.9% |
2,720,875 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,895.00 |
15,778.50 |
15,171.25 |
|
| R3 |
15,556.75 |
15,440.25 |
15,078.25 |
|
| R2 |
15,218.50 |
15,218.50 |
15,047.25 |
|
| R1 |
15,102.00 |
15,102.00 |
15,016.25 |
15,160.25 |
| PP |
14,880.25 |
14,880.25 |
14,880.25 |
14,909.50 |
| S1 |
14,763.75 |
14,763.75 |
14,954.25 |
14,822.00 |
| S2 |
14,542.00 |
14,542.00 |
14,923.25 |
|
| S3 |
14,203.75 |
14,425.50 |
14,892.25 |
|
| S4 |
13,865.50 |
14,087.25 |
14,799.25 |
|
|
| 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 |
14,997.00 |
14,293.50 |
703.50 |
4.7% |
316.25 |
2.1% |
98% |
True |
False |
532,674 |
| 10 |
14,997.00 |
12,942.50 |
2,054.50 |
13.7% |
380.50 |
2.5% |
99% |
True |
False |
554,230 |
| 20 |
14,997.00 |
12,942.50 |
2,054.50 |
13.7% |
428.25 |
2.9% |
99% |
True |
False |
330,526 |
| 40 |
15,261.25 |
12,942.50 |
2,318.75 |
15.5% |
443.75 |
3.0% |
88% |
False |
False |
166,285 |
| 60 |
16,558.75 |
12,942.50 |
3,616.25 |
24.1% |
448.00 |
3.0% |
56% |
False |
False |
111,512 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
24.8% |
417.75 |
2.8% |
55% |
False |
False |
83,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,434.50 |
|
2.618 |
15,882.50 |
|
1.618 |
15,544.25 |
|
1.000 |
15,335.25 |
|
0.618 |
15,206.00 |
|
HIGH |
14,997.00 |
|
0.618 |
14,867.75 |
|
0.500 |
14,828.00 |
|
0.382 |
14,788.00 |
|
LOW |
14,658.75 |
|
0.618 |
14,449.75 |
|
1.000 |
14,320.50 |
|
1.618 |
14,111.50 |
|
2.618 |
13,773.25 |
|
4.250 |
13,221.25 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,932.75 |
14,895.25 |
| PP |
14,880.25 |
14,805.25 |
| S1 |
14,828.00 |
14,715.25 |
|