| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,940.1 |
1,961.7 |
21.6 |
1.1% |
1,978.0 |
| High |
1,967.3 |
2,038.1 |
70.8 |
3.6% |
2,044.9 |
| Low |
1,911.8 |
1,958.1 |
46.3 |
2.4% |
1,919.9 |
| Close |
1,964.7 |
2,028.3 |
63.6 |
3.2% |
1,974.3 |
| Range |
55.5 |
80.0 |
24.5 |
44.1% |
125.0 |
| ATR |
64.4 |
65.5 |
1.1 |
1.7% |
0.0 |
| Volume |
305,330 |
299,569 |
-5,761 |
-1.9% |
367,100 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,248.2 |
2,218.2 |
2,072.3 |
|
| R3 |
2,168.2 |
2,138.2 |
2,050.3 |
|
| R2 |
2,088.2 |
2,088.2 |
2,043.0 |
|
| R1 |
2,058.2 |
2,058.2 |
2,035.6 |
2,073.2 |
| PP |
2,008.2 |
2,008.2 |
2,008.2 |
2,015.7 |
| S1 |
1,978.2 |
1,978.2 |
2,021.0 |
1,993.2 |
| S2 |
1,928.2 |
1,928.2 |
2,013.6 |
|
| S3 |
1,848.2 |
1,898.2 |
2,006.3 |
|
| S4 |
1,768.2 |
1,818.2 |
1,984.3 |
|
|
| 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 |
6.6% |
64.2 |
3.2% |
88% |
False |
False |
273,539 |
| 10 |
2,067.3 |
1,911.8 |
155.5 |
7.7% |
65.3 |
3.2% |
75% |
False |
False |
139,760 |
| 20 |
2,082.5 |
1,881.7 |
200.8 |
9.9% |
67.0 |
3.3% |
73% |
False |
False |
70,222 |
| 40 |
2,105.3 |
1,881.7 |
223.6 |
11.0% |
66.0 |
3.3% |
66% |
False |
False |
35,294 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.9% |
58.9 |
2.9% |
36% |
False |
False |
23,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,378.1 |
|
2.618 |
2,247.5 |
|
1.618 |
2,167.5 |
|
1.000 |
2,118.1 |
|
0.618 |
2,087.5 |
|
HIGH |
2,038.1 |
|
0.618 |
2,007.5 |
|
0.500 |
1,998.1 |
|
0.382 |
1,988.7 |
|
LOW |
1,958.1 |
|
0.618 |
1,908.7 |
|
1.000 |
1,878.1 |
|
1.618 |
1,828.7 |
|
2.618 |
1,748.7 |
|
4.250 |
1,618.1 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.2 |
2,010.5 |
| PP |
2,008.2 |
1,992.7 |
| S1 |
1,998.1 |
1,975.0 |
|