| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,065.3 |
2,083.4 |
18.1 |
0.9% |
1,980.0 |
| High |
2,097.0 |
2,088.4 |
-8.6 |
-0.4% |
2,086.9 |
| Low |
2,053.1 |
2,044.2 |
-8.9 |
-0.4% |
1,911.8 |
| Close |
2,082.3 |
2,047.4 |
-34.9 |
-1.7% |
2,080.2 |
| Range |
43.9 |
44.2 |
0.3 |
0.7% |
175.1 |
| ATR |
60.3 |
59.2 |
-1.2 |
-1.9% |
0.0 |
| Volume |
164,205 |
163,386 |
-819 |
-0.5% |
1,412,078 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.6 |
2,164.2 |
2,071.7 |
|
| R3 |
2,148.4 |
2,120.0 |
2,059.6 |
|
| R2 |
2,104.2 |
2,104.2 |
2,055.5 |
|
| R1 |
2,075.8 |
2,075.8 |
2,051.5 |
2,067.9 |
| PP |
2,060.0 |
2,060.0 |
2,060.0 |
2,056.1 |
| S1 |
2,031.6 |
2,031.6 |
2,043.3 |
2,023.7 |
| S2 |
2,015.8 |
2,015.8 |
2,039.3 |
|
| S3 |
1,971.6 |
1,987.4 |
2,035.2 |
|
| S4 |
1,927.4 |
1,943.2 |
2,023.1 |
|
|
| 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 |
2,097.0 |
2,012.6 |
84.4 |
4.1% |
45.3 |
2.2% |
41% |
False |
False |
178,619 |
| 10 |
2,097.0 |
1,911.8 |
185.2 |
9.0% |
54.7 |
2.7% |
73% |
False |
False |
226,079 |
| 20 |
2,097.0 |
1,881.7 |
215.3 |
10.5% |
64.8 |
3.2% |
77% |
False |
False |
114,784 |
| 40 |
2,100.7 |
1,881.7 |
219.0 |
10.7% |
61.9 |
3.0% |
76% |
False |
False |
57,547 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.7% |
59.1 |
2.9% |
41% |
False |
False |
38,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,276.3 |
|
2.618 |
2,204.1 |
|
1.618 |
2,159.9 |
|
1.000 |
2,132.6 |
|
0.618 |
2,115.7 |
|
HIGH |
2,088.4 |
|
0.618 |
2,071.5 |
|
0.500 |
2,066.3 |
|
0.382 |
2,061.1 |
|
LOW |
2,044.2 |
|
0.618 |
2,016.9 |
|
1.000 |
2,000.0 |
|
1.618 |
1,972.7 |
|
2.618 |
1,928.5 |
|
4.250 |
1,856.4 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.3 |
2,070.6 |
| PP |
2,060.0 |
2,062.9 |
| S1 |
2,053.7 |
2,055.1 |
|