| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,074.9 |
2,128.2 |
53.3 |
2.6% |
2,082.1 |
| High |
2,137.1 |
2,131.7 |
-5.4 |
-0.3% |
2,097.0 |
| Low |
2,071.4 |
2,079.1 |
7.7 |
0.4% |
2,039.8 |
| Close |
2,131.3 |
2,088.5 |
-42.8 |
-2.0% |
2,075.2 |
| Range |
65.7 |
52.6 |
-13.1 |
-19.9% |
57.2 |
| ATR |
54.4 |
54.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
203,862 |
216,984 |
13,122 |
6.4% |
801,129 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.6 |
2,225.6 |
2,117.4 |
|
| R3 |
2,205.0 |
2,173.0 |
2,103.0 |
|
| R2 |
2,152.4 |
2,152.4 |
2,098.1 |
|
| R1 |
2,120.4 |
2,120.4 |
2,093.3 |
2,110.1 |
| PP |
2,099.8 |
2,099.8 |
2,099.8 |
2,094.6 |
| S1 |
2,067.8 |
2,067.8 |
2,083.7 |
2,057.5 |
| S2 |
2,047.2 |
2,047.2 |
2,078.9 |
|
| S3 |
1,994.6 |
2,015.2 |
2,074.0 |
|
| S4 |
1,942.0 |
1,962.6 |
2,059.6 |
|
|
| 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 |
2,137.1 |
2,039.8 |
97.3 |
4.7% |
42.0 |
2.0% |
50% |
False |
False |
173,984 |
| 10 |
2,137.1 |
2,012.6 |
124.5 |
6.0% |
43.6 |
2.1% |
61% |
False |
False |
176,301 |
| 20 |
2,137.1 |
1,911.8 |
225.3 |
10.8% |
54.4 |
2.6% |
78% |
False |
False |
158,031 |
| 40 |
2,137.1 |
1,881.7 |
255.4 |
12.2% |
57.2 |
2.7% |
81% |
False |
False |
79,254 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.3% |
60.1 |
2.9% |
51% |
False |
False |
52,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.3 |
|
2.618 |
2,269.4 |
|
1.618 |
2,216.8 |
|
1.000 |
2,184.3 |
|
0.618 |
2,164.2 |
|
HIGH |
2,131.7 |
|
0.618 |
2,111.6 |
|
0.500 |
2,105.4 |
|
0.382 |
2,099.2 |
|
LOW |
2,079.1 |
|
0.618 |
2,046.6 |
|
1.000 |
2,026.5 |
|
1.618 |
1,994.0 |
|
2.618 |
1,941.4 |
|
4.250 |
1,855.6 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.4 |
2,090.1 |
| PP |
2,099.8 |
2,089.5 |
| S1 |
2,094.1 |
2,089.0 |
|