| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
15,100.50 |
14,918.75 |
-181.75 |
-1.2% |
14,756.00 |
| High |
15,180.75 |
14,960.00 |
-220.75 |
-1.5% |
15,268.75 |
| Low |
14,855.50 |
14,725.00 |
-130.50 |
-0.9% |
14,658.75 |
| Close |
14,868.75 |
14,863.75 |
-5.00 |
0.0% |
14,863.75 |
| Range |
325.25 |
235.00 |
-90.25 |
-27.7% |
610.00 |
| ATR |
396.88 |
385.32 |
-11.56 |
-2.9% |
0.00 |
| Volume |
560,785 |
539,029 |
-21,756 |
-3.9% |
2,698,406 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,554.50 |
15,444.25 |
14,993.00 |
|
| R3 |
15,319.50 |
15,209.25 |
14,928.50 |
|
| R2 |
15,084.50 |
15,084.50 |
14,906.75 |
|
| R1 |
14,974.25 |
14,974.25 |
14,885.25 |
14,912.00 |
| PP |
14,849.50 |
14,849.50 |
14,849.50 |
14,818.50 |
| S1 |
14,739.25 |
14,739.25 |
14,842.25 |
14,677.00 |
| S2 |
14,614.50 |
14,614.50 |
14,820.75 |
|
| S3 |
14,379.50 |
14,504.25 |
14,799.00 |
|
| S4 |
14,144.50 |
14,269.25 |
14,734.50 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,760.50 |
16,422.00 |
15,199.25 |
|
| R3 |
16,150.50 |
15,812.00 |
15,031.50 |
|
| R2 |
15,540.50 |
15,540.50 |
14,975.50 |
|
| R1 |
15,202.00 |
15,202.00 |
14,919.75 |
15,371.25 |
| PP |
14,930.50 |
14,930.50 |
14,930.50 |
15,015.00 |
| S1 |
14,592.00 |
14,592.00 |
14,807.75 |
14,761.25 |
| S2 |
14,320.50 |
14,320.50 |
14,752.00 |
|
| S3 |
13,710.50 |
13,982.00 |
14,696.00 |
|
| S4 |
13,100.50 |
13,372.00 |
14,528.25 |
|
|
| 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 |
14,658.75 |
610.00 |
4.1% |
292.25 |
2.0% |
34% |
False |
False |
539,681 |
| 10 |
15,268.75 |
14,183.75 |
1,085.00 |
7.3% |
298.75 |
2.0% |
63% |
False |
False |
541,928 |
| 20 |
15,268.75 |
12,942.50 |
2,326.25 |
15.7% |
405.50 |
2.7% |
83% |
False |
False |
438,207 |
| 40 |
15,268.75 |
12,942.50 |
2,326.25 |
15.7% |
426.75 |
2.9% |
83% |
False |
False |
220,291 |
| 60 |
16,007.50 |
12,942.50 |
3,065.00 |
20.6% |
445.50 |
3.0% |
63% |
False |
False |
147,558 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
25.0% |
411.00 |
2.8% |
52% |
False |
False |
110,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,958.75 |
|
2.618 |
15,575.25 |
|
1.618 |
15,340.25 |
|
1.000 |
15,195.00 |
|
0.618 |
15,105.25 |
|
HIGH |
14,960.00 |
|
0.618 |
14,870.25 |
|
0.500 |
14,842.50 |
|
0.382 |
14,814.75 |
|
LOW |
14,725.00 |
|
0.618 |
14,579.75 |
|
1.000 |
14,490.00 |
|
1.618 |
14,344.75 |
|
2.618 |
14,109.75 |
|
4.250 |
13,726.25 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,856.75 |
14,993.50 |
| PP |
14,849.50 |
14,950.25 |
| S1 |
14,842.50 |
14,907.00 |
|