| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,052.7 |
2,082.1 |
29.4 |
1.4% |
1,980.0 |
| High |
2,086.9 |
2,090.4 |
3.5 |
0.2% |
2,086.9 |
| Low |
2,041.2 |
2,047.9 |
6.7 |
0.3% |
1,911.8 |
| Close |
2,080.2 |
2,062.8 |
-17.4 |
-0.8% |
2,080.2 |
| Range |
45.7 |
42.5 |
-3.2 |
-7.0% |
175.1 |
| ATR |
63.1 |
61.6 |
-1.5 |
-2.3% |
0.0 |
| Volume |
191,872 |
180,248 |
-11,624 |
-6.1% |
1,412,078 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.5 |
2,171.2 |
2,086.2 |
|
| R3 |
2,152.0 |
2,128.7 |
2,074.5 |
|
| R2 |
2,109.5 |
2,109.5 |
2,070.6 |
|
| R1 |
2,086.2 |
2,086.2 |
2,066.7 |
2,076.6 |
| PP |
2,067.0 |
2,067.0 |
2,067.0 |
2,062.3 |
| S1 |
2,043.7 |
2,043.7 |
2,058.9 |
2,034.1 |
| S2 |
2,024.5 |
2,024.5 |
2,055.0 |
|
| S3 |
1,982.0 |
2,001.2 |
2,051.1 |
|
| S4 |
1,939.5 |
1,958.7 |
2,039.4 |
|
|
| 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 |
2,090.4 |
1,911.8 |
178.6 |
8.7% |
54.8 |
2.7% |
85% |
True |
False |
234,080 |
| 10 |
2,090.4 |
1,911.8 |
178.6 |
8.7% |
61.5 |
3.0% |
85% |
True |
False |
195,760 |
| 20 |
2,090.4 |
1,881.7 |
208.7 |
10.1% |
67.1 |
3.3% |
87% |
True |
False |
98,460 |
| 40 |
2,100.7 |
1,881.7 |
219.0 |
10.6% |
64.4 |
3.1% |
83% |
False |
False |
49,386 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.6% |
58.7 |
2.8% |
45% |
False |
False |
33,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,271.0 |
|
2.618 |
2,201.7 |
|
1.618 |
2,159.2 |
|
1.000 |
2,132.9 |
|
0.618 |
2,116.7 |
|
HIGH |
2,090.4 |
|
0.618 |
2,074.2 |
|
0.500 |
2,069.2 |
|
0.382 |
2,064.1 |
|
LOW |
2,047.9 |
|
0.618 |
2,021.6 |
|
1.000 |
2,005.4 |
|
1.618 |
1,979.1 |
|
2.618 |
1,936.6 |
|
4.250 |
1,867.3 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.2 |
2,059.0 |
| PP |
2,067.0 |
2,055.3 |
| S1 |
2,064.9 |
2,051.5 |
|