| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,034.9 |
2,052.7 |
17.8 |
0.9% |
1,980.0 |
| High |
2,062.7 |
2,086.9 |
24.2 |
1.2% |
2,086.9 |
| Low |
2,012.6 |
2,041.2 |
28.6 |
1.4% |
1,911.8 |
| Close |
2,060.3 |
2,080.2 |
19.9 |
1.0% |
2,080.2 |
| Range |
50.1 |
45.7 |
-4.4 |
-8.8% |
175.1 |
| ATR |
64.4 |
63.1 |
-1.3 |
-2.1% |
0.0 |
| Volume |
193,385 |
191,872 |
-1,513 |
-0.8% |
1,412,078 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.5 |
2,189.1 |
2,105.3 |
|
| R3 |
2,160.8 |
2,143.4 |
2,092.8 |
|
| R2 |
2,115.1 |
2,115.1 |
2,088.6 |
|
| R1 |
2,097.7 |
2,097.7 |
2,084.4 |
2,106.4 |
| PP |
2,069.4 |
2,069.4 |
2,069.4 |
2,073.8 |
| S1 |
2,052.0 |
2,052.0 |
2,076.0 |
2,060.7 |
| S2 |
2,023.7 |
2,023.7 |
2,071.8 |
|
| S3 |
1,978.0 |
2,006.3 |
2,067.6 |
|
| S4 |
1,932.3 |
1,960.6 |
2,055.1 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.6 |
2,491.0 |
2,176.5 |
|
| R3 |
2,376.5 |
2,315.9 |
2,128.4 |
|
| R2 |
2,201.4 |
2,201.4 |
2,112.3 |
|
| R1 |
2,140.8 |
2,140.8 |
2,096.3 |
2,171.1 |
| PP |
2,026.3 |
2,026.3 |
2,026.3 |
2,041.5 |
| S1 |
1,965.7 |
1,965.7 |
2,064.1 |
1,996.0 |
| S2 |
1,851.2 |
1,851.2 |
2,048.1 |
|
| S3 |
1,676.1 |
1,790.6 |
2,032.0 |
|
| S4 |
1,501.0 |
1,615.5 |
1,983.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.9 |
1,911.8 |
175.1 |
8.4% |
61.4 |
3.0% |
96% |
True |
False |
282,415 |
| 10 |
2,086.9 |
1,911.8 |
175.1 |
8.4% |
63.9 |
3.1% |
96% |
True |
False |
177,917 |
| 20 |
2,086.9 |
1,881.7 |
205.2 |
9.9% |
67.5 |
3.2% |
97% |
True |
False |
89,464 |
| 40 |
2,100.7 |
1,881.7 |
219.0 |
10.5% |
64.8 |
3.1% |
91% |
False |
False |
44,889 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.4% |
58.5 |
2.8% |
49% |
False |
False |
30,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.1 |
|
2.618 |
2,206.5 |
|
1.618 |
2,160.8 |
|
1.000 |
2,132.6 |
|
0.618 |
2,115.1 |
|
HIGH |
2,086.9 |
|
0.618 |
2,069.4 |
|
0.500 |
2,064.1 |
|
0.382 |
2,058.7 |
|
LOW |
2,041.2 |
|
0.618 |
2,013.0 |
|
1.000 |
1,995.5 |
|
1.618 |
1,967.3 |
|
2.618 |
1,921.6 |
|
4.250 |
1,847.0 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.8 |
2,061.0 |
| PP |
2,069.4 |
2,041.7 |
| S1 |
2,064.1 |
2,022.5 |
|