| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,756.00 |
14,981.00 |
225.00 |
1.5% |
14,404.00 |
| High |
14,997.00 |
15,268.75 |
271.75 |
1.8% |
14,840.50 |
| Low |
14,658.75 |
14,956.50 |
297.75 |
2.0% |
14,183.75 |
| Close |
14,985.25 |
15,237.75 |
252.50 |
1.7% |
14,755.75 |
| Range |
338.25 |
312.25 |
-26.00 |
-7.7% |
656.75 |
| ATR |
421.95 |
414.11 |
-7.84 |
-1.9% |
0.00 |
| Volume |
532,125 |
552,951 |
20,826 |
3.9% |
2,720,875 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,091.00 |
15,976.75 |
15,409.50 |
|
| R3 |
15,778.75 |
15,664.50 |
15,323.50 |
|
| R2 |
15,466.50 |
15,466.50 |
15,295.00 |
|
| R1 |
15,352.25 |
15,352.25 |
15,266.25 |
15,409.50 |
| PP |
15,154.25 |
15,154.25 |
15,154.25 |
15,183.00 |
| S1 |
15,040.00 |
15,040.00 |
15,209.25 |
15,097.00 |
| S2 |
14,842.00 |
14,842.00 |
15,180.50 |
|
| S3 |
14,529.75 |
14,727.75 |
15,152.00 |
|
| S4 |
14,217.50 |
14,415.50 |
15,066.00 |
|
|
| 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 |
15,268.75 |
14,433.50 |
835.25 |
5.5% |
299.25 |
2.0% |
96% |
True |
False |
541,280 |
| 10 |
15,268.75 |
13,417.25 |
1,851.50 |
12.2% |
357.50 |
2.3% |
98% |
True |
False |
554,285 |
| 20 |
15,268.75 |
12,942.50 |
2,326.25 |
15.3% |
423.00 |
2.8% |
99% |
True |
False |
358,054 |
| 40 |
15,268.75 |
12,942.50 |
2,326.25 |
15.3% |
437.75 |
2.9% |
99% |
True |
False |
180,064 |
| 60 |
16,558.75 |
12,942.50 |
3,616.25 |
23.7% |
451.00 |
3.0% |
63% |
False |
False |
120,724 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
24.4% |
418.25 |
2.7% |
62% |
False |
False |
90,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,595.75 |
|
2.618 |
16,086.25 |
|
1.618 |
15,774.00 |
|
1.000 |
15,581.00 |
|
0.618 |
15,461.75 |
|
HIGH |
15,268.75 |
|
0.618 |
15,149.50 |
|
0.500 |
15,112.50 |
|
0.382 |
15,075.75 |
|
LOW |
14,956.50 |
|
0.618 |
14,763.50 |
|
1.000 |
14,644.25 |
|
1.618 |
14,451.25 |
|
2.618 |
14,139.00 |
|
4.250 |
13,629.50 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,196.00 |
15,132.00 |
| PP |
15,154.25 |
15,026.25 |
| S1 |
15,112.50 |
14,920.50 |
|