| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
15,222.00 |
15,100.50 |
-121.50 |
-0.8% |
14,404.00 |
| High |
15,262.25 |
15,180.75 |
-81.50 |
-0.5% |
14,840.50 |
| Low |
15,012.25 |
14,855.50 |
-156.75 |
-1.0% |
14,183.75 |
| Close |
15,071.50 |
14,868.75 |
-202.75 |
-1.3% |
14,755.75 |
| Range |
250.00 |
325.25 |
75.25 |
30.1% |
656.75 |
| ATR |
402.39 |
396.88 |
-5.51 |
-1.4% |
0.00 |
| Volume |
513,516 |
560,785 |
47,269 |
9.2% |
2,720,875 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,944.00 |
15,731.75 |
15,047.75 |
|
| R3 |
15,618.75 |
15,406.50 |
14,958.25 |
|
| R2 |
15,293.50 |
15,293.50 |
14,928.50 |
|
| R1 |
15,081.25 |
15,081.25 |
14,898.50 |
15,024.75 |
| PP |
14,968.25 |
14,968.25 |
14,968.25 |
14,940.00 |
| S1 |
14,756.00 |
14,756.00 |
14,839.00 |
14,699.50 |
| S2 |
14,643.00 |
14,643.00 |
14,809.00 |
|
| S3 |
14,317.75 |
14,430.75 |
14,779.25 |
|
| S4 |
13,992.50 |
14,105.50 |
14,689.75 |
|
|
| 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 |
14,572.50 |
696.25 |
4.7% |
298.75 |
2.0% |
43% |
False |
False |
542,661 |
| 10 |
15,268.75 |
13,966.50 |
1,302.25 |
8.8% |
322.75 |
2.2% |
69% |
False |
False |
543,902 |
| 20 |
15,268.75 |
12,942.50 |
2,326.25 |
15.6% |
411.50 |
2.8% |
83% |
False |
False |
411,492 |
| 40 |
15,268.75 |
12,942.50 |
2,326.25 |
15.6% |
431.25 |
2.9% |
83% |
False |
False |
206,849 |
| 60 |
16,257.50 |
12,942.50 |
3,315.00 |
22.3% |
450.25 |
3.0% |
58% |
False |
False |
138,603 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
25.0% |
414.50 |
2.8% |
52% |
False |
False |
104,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,563.00 |
|
2.618 |
16,032.25 |
|
1.618 |
15,707.00 |
|
1.000 |
15,506.00 |
|
0.618 |
15,381.75 |
|
HIGH |
15,180.75 |
|
0.618 |
15,056.50 |
|
0.500 |
15,018.00 |
|
0.382 |
14,979.75 |
|
LOW |
14,855.50 |
|
0.618 |
14,654.50 |
|
1.000 |
14,530.25 |
|
1.618 |
14,329.25 |
|
2.618 |
14,004.00 |
|
4.250 |
13,473.25 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,018.00 |
15,062.00 |
| PP |
14,968.25 |
14,997.75 |
| S1 |
14,918.50 |
14,933.25 |
|