| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,980.0 |
1,940.1 |
-39.9 |
-2.0% |
1,978.0 |
| High |
2,002.1 |
1,967.3 |
-34.8 |
-1.7% |
2,044.9 |
| Low |
1,926.2 |
1,911.8 |
-14.4 |
-0.7% |
1,919.9 |
| Close |
1,936.7 |
1,964.7 |
28.0 |
1.4% |
1,974.3 |
| Range |
75.9 |
55.5 |
-20.4 |
-26.9% |
125.0 |
| ATR |
65.1 |
64.4 |
-0.7 |
-1.1% |
0.0 |
| Volume |
421,922 |
305,330 |
-116,592 |
-27.6% |
367,100 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.4 |
2,095.1 |
1,995.2 |
|
| R3 |
2,058.9 |
2,039.6 |
1,980.0 |
|
| R2 |
2,003.4 |
2,003.4 |
1,974.9 |
|
| R1 |
1,984.1 |
1,984.1 |
1,969.8 |
1,993.8 |
| PP |
1,947.9 |
1,947.9 |
1,947.9 |
1,952.8 |
| S1 |
1,928.6 |
1,928.6 |
1,959.6 |
1,938.3 |
| S2 |
1,892.4 |
1,892.4 |
1,954.5 |
|
| S3 |
1,836.9 |
1,873.1 |
1,949.4 |
|
| S4 |
1,781.4 |
1,817.6 |
1,934.2 |
|
|
| 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 |
1,911.8 |
133.1 |
6.8% |
62.3 |
3.2% |
40% |
False |
True |
217,103 |
| 10 |
2,067.3 |
1,911.8 |
155.5 |
7.9% |
64.7 |
3.3% |
34% |
False |
True |
109,897 |
| 20 |
2,082.5 |
1,881.7 |
200.8 |
10.2% |
66.2 |
3.4% |
41% |
False |
False |
55,257 |
| 40 |
2,164.8 |
1,881.7 |
283.1 |
14.4% |
66.0 |
3.4% |
29% |
False |
False |
27,810 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
20.5% |
58.7 |
3.0% |
21% |
False |
False |
18,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.2 |
|
2.618 |
2,112.6 |
|
1.618 |
2,057.1 |
|
1.000 |
2,022.8 |
|
0.618 |
2,001.6 |
|
HIGH |
1,967.3 |
|
0.618 |
1,946.1 |
|
0.500 |
1,939.6 |
|
0.382 |
1,933.0 |
|
LOW |
1,911.8 |
|
0.618 |
1,877.5 |
|
1.000 |
1,856.3 |
|
1.618 |
1,822.0 |
|
2.618 |
1,766.5 |
|
4.250 |
1,675.9 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,956.3 |
1,978.4 |
| PP |
1,947.9 |
1,973.8 |
| S1 |
1,939.6 |
1,969.3 |
|