| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,981.00 |
15,222.00 |
241.00 |
1.6% |
14,404.00 |
| High |
15,268.75 |
15,262.25 |
-6.50 |
0.0% |
14,840.50 |
| Low |
14,956.50 |
15,012.25 |
55.75 |
0.4% |
14,183.75 |
| Close |
15,237.75 |
15,071.50 |
-166.25 |
-1.1% |
14,755.75 |
| Range |
312.25 |
250.00 |
-62.25 |
-19.9% |
656.75 |
| ATR |
414.11 |
402.39 |
-11.72 |
-2.8% |
0.00 |
| Volume |
552,951 |
513,516 |
-39,435 |
-7.1% |
2,720,875 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,865.25 |
15,718.50 |
15,209.00 |
|
| R3 |
15,615.25 |
15,468.50 |
15,140.25 |
|
| R2 |
15,365.25 |
15,365.25 |
15,117.25 |
|
| R1 |
15,218.50 |
15,218.50 |
15,094.50 |
15,167.00 |
| PP |
15,115.25 |
15,115.25 |
15,115.25 |
15,089.50 |
| S1 |
14,968.50 |
14,968.50 |
15,048.50 |
14,917.00 |
| S2 |
14,865.25 |
14,865.25 |
15,025.75 |
|
| S3 |
14,615.25 |
14,718.50 |
15,002.75 |
|
| S4 |
14,365.25 |
14,468.50 |
14,934.00 |
|
|
| 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% |
301.00 |
2.0% |
76% |
False |
False |
532,958 |
| 10 |
15,268.75 |
13,819.00 |
1,449.75 |
9.6% |
321.50 |
2.1% |
86% |
False |
False |
540,535 |
| 20 |
15,268.75 |
12,942.50 |
2,326.25 |
15.4% |
416.75 |
2.8% |
92% |
False |
False |
383,611 |
| 40 |
15,268.75 |
12,942.50 |
2,326.25 |
15.4% |
434.00 |
2.9% |
92% |
False |
False |
192,871 |
| 60 |
16,558.75 |
12,942.50 |
3,616.25 |
24.0% |
451.75 |
3.0% |
59% |
False |
False |
129,270 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
24.6% |
414.50 |
2.7% |
57% |
False |
False |
97,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,324.75 |
|
2.618 |
15,916.75 |
|
1.618 |
15,666.75 |
|
1.000 |
15,512.25 |
|
0.618 |
15,416.75 |
|
HIGH |
15,262.25 |
|
0.618 |
15,166.75 |
|
0.500 |
15,137.25 |
|
0.382 |
15,107.75 |
|
LOW |
15,012.25 |
|
0.618 |
14,857.75 |
|
1.000 |
14,762.25 |
|
1.618 |
14,607.75 |
|
2.618 |
14,357.75 |
|
4.250 |
13,949.75 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,137.25 |
15,035.50 |
| PP |
15,115.25 |
14,999.75 |
| S1 |
15,093.50 |
14,963.75 |
|