| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,072.6 |
2,075.5 |
2.9 |
0.1% |
2,082.1 |
| High |
2,079.9 |
2,077.7 |
-2.2 |
-0.1% |
2,097.0 |
| Low |
2,057.6 |
2,043.0 |
-14.6 |
-0.7% |
2,039.8 |
| Close |
2,075.2 |
2,074.8 |
-0.4 |
0.0% |
2,075.2 |
| Range |
22.3 |
34.7 |
12.4 |
55.6% |
57.2 |
| ATR |
54.9 |
53.5 |
-1.4 |
-2.6% |
0.0 |
| Volume |
149,940 |
155,784 |
5,844 |
3.9% |
801,129 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.3 |
2,156.7 |
2,093.9 |
|
| R3 |
2,134.6 |
2,122.0 |
2,084.3 |
|
| R2 |
2,099.9 |
2,099.9 |
2,081.2 |
|
| R1 |
2,087.3 |
2,087.3 |
2,078.0 |
2,076.3 |
| PP |
2,065.2 |
2,065.2 |
2,065.2 |
2,059.6 |
| S1 |
2,052.6 |
2,052.6 |
2,071.6 |
2,041.6 |
| S2 |
2,030.5 |
2,030.5 |
2,068.4 |
|
| S3 |
1,995.8 |
2,017.9 |
2,065.3 |
|
| S4 |
1,961.1 |
1,983.2 |
2,055.7 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.3 |
2,215.9 |
2,106.7 |
|
| R3 |
2,185.1 |
2,158.7 |
2,090.9 |
|
| R2 |
2,127.9 |
2,127.9 |
2,085.7 |
|
| R1 |
2,101.5 |
2,101.5 |
2,080.4 |
2,086.1 |
| PP |
2,070.7 |
2,070.7 |
2,070.7 |
2,063.0 |
| S1 |
2,044.3 |
2,044.3 |
2,070.0 |
2,028.9 |
| S2 |
2,013.5 |
2,013.5 |
2,064.7 |
|
| S3 |
1,956.3 |
1,987.1 |
2,059.5 |
|
| S4 |
1,899.1 |
1,929.9 |
2,043.7 |
|
|
| 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 |
2,039.8 |
57.2 |
2.8% |
35.9 |
1.7% |
61% |
False |
False |
155,333 |
| 10 |
2,097.0 |
1,911.8 |
185.2 |
8.9% |
45.4 |
2.2% |
88% |
False |
False |
194,706 |
| 20 |
2,097.0 |
1,911.8 |
185.2 |
8.9% |
55.9 |
2.7% |
88% |
False |
False |
137,071 |
| 40 |
2,100.7 |
1,881.7 |
219.0 |
10.6% |
57.7 |
2.8% |
88% |
False |
False |
68,748 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.4% |
59.2 |
2.9% |
48% |
False |
False |
45,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.2 |
|
2.618 |
2,168.5 |
|
1.618 |
2,133.8 |
|
1.000 |
2,112.4 |
|
0.618 |
2,099.1 |
|
HIGH |
2,077.7 |
|
0.618 |
2,064.4 |
|
0.500 |
2,060.4 |
|
0.382 |
2,056.3 |
|
LOW |
2,043.0 |
|
0.618 |
2,021.6 |
|
1.000 |
2,008.3 |
|
1.618 |
1,986.9 |
|
2.618 |
1,952.2 |
|
4.250 |
1,895.5 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.0 |
2,069.8 |
| PP |
2,065.2 |
2,064.8 |
| S1 |
2,060.4 |
2,059.9 |
|