| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,082.1 |
2,065.3 |
-16.8 |
-0.8% |
1,980.0 |
| High |
2,090.4 |
2,097.0 |
6.6 |
0.3% |
2,086.9 |
| Low |
2,047.9 |
2,053.1 |
5.2 |
0.3% |
1,911.8 |
| Close |
2,062.8 |
2,082.3 |
19.5 |
0.9% |
2,080.2 |
| Range |
42.5 |
43.9 |
1.4 |
3.3% |
175.1 |
| ATR |
61.6 |
60.3 |
-1.3 |
-2.1% |
0.0 |
| Volume |
180,248 |
164,205 |
-16,043 |
-8.9% |
1,412,078 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.2 |
2,189.6 |
2,106.4 |
|
| R3 |
2,165.3 |
2,145.7 |
2,094.4 |
|
| R2 |
2,121.4 |
2,121.4 |
2,090.3 |
|
| R1 |
2,101.8 |
2,101.8 |
2,086.3 |
2,111.6 |
| PP |
2,077.5 |
2,077.5 |
2,077.5 |
2,082.4 |
| S1 |
2,057.9 |
2,057.9 |
2,078.3 |
2,067.7 |
| S2 |
2,033.6 |
2,033.6 |
2,074.3 |
|
| S3 |
1,989.7 |
2,014.0 |
2,070.2 |
|
| S4 |
1,945.8 |
1,970.1 |
2,058.2 |
|
|
| 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 |
2,097.0 |
1,958.1 |
138.9 |
6.7% |
52.4 |
2.5% |
89% |
True |
False |
205,855 |
| 10 |
2,097.0 |
1,911.8 |
185.2 |
8.9% |
57.4 |
2.8% |
92% |
True |
False |
211,479 |
| 20 |
2,097.0 |
1,881.7 |
215.3 |
10.3% |
66.1 |
3.2% |
93% |
True |
False |
106,638 |
| 40 |
2,100.7 |
1,881.7 |
219.0 |
10.5% |
62.7 |
3.0% |
92% |
False |
False |
53,476 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.4% |
59.0 |
2.8% |
50% |
False |
False |
35,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,283.6 |
|
2.618 |
2,211.9 |
|
1.618 |
2,168.0 |
|
1.000 |
2,140.9 |
|
0.618 |
2,124.1 |
|
HIGH |
2,097.0 |
|
0.618 |
2,080.2 |
|
0.500 |
2,075.1 |
|
0.382 |
2,069.9 |
|
LOW |
2,053.1 |
|
0.618 |
2,026.0 |
|
1.000 |
2,009.2 |
|
1.618 |
1,982.1 |
|
2.618 |
1,938.2 |
|
4.250 |
1,866.5 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.9 |
2,077.9 |
| PP |
2,077.5 |
2,073.5 |
| S1 |
2,075.1 |
2,069.1 |
|