| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,008.4 |
1,980.0 |
-28.4 |
-1.4% |
1,978.0 |
| High |
2,044.9 |
2,002.1 |
-42.8 |
-2.1% |
2,044.9 |
| Low |
1,973.0 |
1,926.2 |
-46.8 |
-2.4% |
1,919.9 |
| Close |
1,974.3 |
1,936.7 |
-37.6 |
-1.9% |
1,974.3 |
| Range |
71.9 |
75.9 |
4.0 |
5.6% |
125.0 |
| ATR |
64.3 |
65.1 |
0.8 |
1.3% |
0.0 |
| Volume |
267,080 |
421,922 |
154,842 |
58.0% |
367,100 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.7 |
2,135.6 |
1,978.4 |
|
| R3 |
2,106.8 |
2,059.7 |
1,957.6 |
|
| R2 |
2,030.9 |
2,030.9 |
1,950.6 |
|
| R1 |
1,983.8 |
1,983.8 |
1,943.7 |
1,969.4 |
| PP |
1,955.0 |
1,955.0 |
1,955.0 |
1,947.8 |
| S1 |
1,907.9 |
1,907.9 |
1,929.7 |
1,893.5 |
| S2 |
1,879.1 |
1,879.1 |
1,922.8 |
|
| S3 |
1,803.2 |
1,832.0 |
1,915.8 |
|
| S4 |
1,727.3 |
1,756.1 |
1,895.0 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,354.7 |
2,289.5 |
2,043.1 |
|
| R3 |
2,229.7 |
2,164.5 |
2,008.7 |
|
| R2 |
2,104.7 |
2,104.7 |
1,997.2 |
|
| R1 |
2,039.5 |
2,039.5 |
1,985.8 |
2,009.6 |
| PP |
1,979.7 |
1,979.7 |
1,979.7 |
1,964.8 |
| S1 |
1,914.5 |
1,914.5 |
1,962.8 |
1,884.6 |
| S2 |
1,854.7 |
1,854.7 |
1,951.4 |
|
| S3 |
1,729.7 |
1,789.5 |
1,939.9 |
|
| S4 |
1,604.7 |
1,664.5 |
1,905.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,044.9 |
1,919.9 |
125.0 |
6.5% |
68.3 |
3.5% |
13% |
False |
False |
157,440 |
| 10 |
2,067.3 |
1,919.9 |
147.4 |
7.6% |
66.5 |
3.4% |
11% |
False |
False |
79,437 |
| 20 |
2,082.5 |
1,881.7 |
200.8 |
10.4% |
65.7 |
3.4% |
27% |
False |
False |
40,003 |
| 40 |
2,164.8 |
1,881.7 |
283.1 |
14.6% |
65.6 |
3.4% |
19% |
False |
False |
20,185 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
20.8% |
58.7 |
3.0% |
14% |
False |
False |
13,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,324.7 |
|
2.618 |
2,200.8 |
|
1.618 |
2,124.9 |
|
1.000 |
2,078.0 |
|
0.618 |
2,049.0 |
|
HIGH |
2,002.1 |
|
0.618 |
1,973.1 |
|
0.500 |
1,964.2 |
|
0.382 |
1,955.2 |
|
LOW |
1,926.2 |
|
0.618 |
1,879.3 |
|
1.000 |
1,850.3 |
|
1.618 |
1,803.4 |
|
2.618 |
1,727.5 |
|
4.250 |
1,603.6 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.2 |
1,985.6 |
| PP |
1,955.0 |
1,969.3 |
| S1 |
1,945.9 |
1,953.0 |
|