| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,961.7 |
2,034.9 |
73.2 |
3.7% |
1,978.0 |
| High |
2,038.1 |
2,062.7 |
24.6 |
1.2% |
2,044.9 |
| Low |
1,958.1 |
2,012.6 |
54.5 |
2.8% |
1,919.9 |
| Close |
2,028.3 |
2,060.3 |
32.0 |
1.6% |
1,974.3 |
| Range |
80.0 |
50.1 |
-29.9 |
-37.4% |
125.0 |
| ATR |
65.5 |
64.4 |
-1.1 |
-1.7% |
0.0 |
| Volume |
299,569 |
193,385 |
-106,184 |
-35.4% |
367,100 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.5 |
2,178.0 |
2,087.9 |
|
| R3 |
2,145.4 |
2,127.9 |
2,074.1 |
|
| R2 |
2,095.3 |
2,095.3 |
2,069.5 |
|
| R1 |
2,077.8 |
2,077.8 |
2,064.9 |
2,086.6 |
| PP |
2,045.2 |
2,045.2 |
2,045.2 |
2,049.6 |
| S1 |
2,027.7 |
2,027.7 |
2,055.7 |
2,036.5 |
| S2 |
1,995.1 |
1,995.1 |
2,051.1 |
|
| S3 |
1,945.0 |
1,977.6 |
2,046.5 |
|
| S4 |
1,894.9 |
1,927.5 |
2,032.7 |
|
|
| 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 |
2,062.7 |
1,911.8 |
150.9 |
7.3% |
66.7 |
3.2% |
98% |
True |
False |
297,457 |
| 10 |
2,062.7 |
1,911.8 |
150.9 |
7.3% |
64.8 |
3.1% |
98% |
True |
False |
159,028 |
| 20 |
2,075.8 |
1,881.7 |
194.1 |
9.4% |
68.0 |
3.3% |
92% |
False |
False |
79,882 |
| 40 |
2,100.7 |
1,881.7 |
219.0 |
10.6% |
66.0 |
3.2% |
82% |
False |
False |
40,098 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.6% |
58.6 |
2.8% |
44% |
False |
False |
26,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,275.6 |
|
2.618 |
2,193.9 |
|
1.618 |
2,143.8 |
|
1.000 |
2,112.8 |
|
0.618 |
2,093.7 |
|
HIGH |
2,062.7 |
|
0.618 |
2,043.6 |
|
0.500 |
2,037.7 |
|
0.382 |
2,031.7 |
|
LOW |
2,012.6 |
|
0.618 |
1,981.6 |
|
1.000 |
1,962.5 |
|
1.618 |
1,931.5 |
|
2.618 |
1,881.4 |
|
4.250 |
1,799.7 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.8 |
2,036.0 |
| PP |
2,045.2 |
2,011.6 |
| S1 |
2,037.7 |
1,987.3 |
|