| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
2,089.6 |
2,068.5 |
-21.1 |
-1.0% |
2,075.5 |
| High |
2,102.6 |
2,089.9 |
-12.7 |
-0.6% |
2,137.1 |
| Low |
2,062.8 |
2,062.9 |
0.1 |
0.0% |
2,043.0 |
| Close |
2,066.4 |
2,088.3 |
21.9 |
1.1% |
2,088.3 |
| Range |
39.8 |
27.0 |
-12.8 |
-32.2% |
94.1 |
| ATR |
53.2 |
51.3 |
-1.9 |
-3.5% |
0.0 |
| Volume |
216,810 |
187,687 |
-29,123 |
-13.4% |
981,127 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.4 |
2,151.8 |
2,103.2 |
|
| R3 |
2,134.4 |
2,124.8 |
2,095.7 |
|
| R2 |
2,107.4 |
2,107.4 |
2,093.3 |
|
| R1 |
2,097.8 |
2,097.8 |
2,090.8 |
2,102.6 |
| PP |
2,080.4 |
2,080.4 |
2,080.4 |
2,082.8 |
| S1 |
2,070.8 |
2,070.8 |
2,085.8 |
2,075.6 |
| S2 |
2,053.4 |
2,053.4 |
2,083.4 |
|
| S3 |
2,026.4 |
2,043.8 |
2,080.9 |
|
| S4 |
1,999.4 |
2,016.8 |
2,073.5 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.8 |
2,324.1 |
2,140.1 |
|
| R3 |
2,277.7 |
2,230.0 |
2,114.2 |
|
| R2 |
2,183.6 |
2,183.6 |
2,105.6 |
|
| R1 |
2,135.9 |
2,135.9 |
2,096.9 |
2,159.8 |
| PP |
2,089.5 |
2,089.5 |
2,089.5 |
2,101.4 |
| S1 |
2,041.8 |
2,041.8 |
2,079.7 |
2,065.7 |
| S2 |
1,995.4 |
1,995.4 |
2,071.0 |
|
| S3 |
1,901.3 |
1,947.7 |
2,062.4 |
|
| S4 |
1,807.2 |
1,853.6 |
2,036.5 |
|
|
| 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 |
2,043.0 |
94.1 |
4.5% |
44.0 |
2.1% |
48% |
False |
False |
196,225 |
| 10 |
2,137.1 |
2,039.8 |
97.3 |
4.7% |
40.7 |
2.0% |
50% |
False |
False |
178,225 |
| 20 |
2,137.1 |
1,911.8 |
225.3 |
10.8% |
52.3 |
2.5% |
78% |
False |
False |
178,071 |
| 40 |
2,137.1 |
1,881.7 |
255.4 |
12.2% |
56.5 |
2.7% |
81% |
False |
False |
89,351 |
| 60 |
2,217.8 |
1,881.7 |
336.1 |
16.1% |
59.2 |
2.8% |
61% |
False |
False |
59,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.7 |
|
2.618 |
2,160.6 |
|
1.618 |
2,133.6 |
|
1.000 |
2,116.9 |
|
0.618 |
2,106.6 |
|
HIGH |
2,089.9 |
|
0.618 |
2,079.6 |
|
0.500 |
2,076.4 |
|
0.382 |
2,073.2 |
|
LOW |
2,062.9 |
|
0.618 |
2,046.2 |
|
1.000 |
2,035.9 |
|
1.618 |
2,019.2 |
|
2.618 |
1,992.2 |
|
4.250 |
1,948.2 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.3 |
2,097.3 |
| PP |
2,080.4 |
2,094.3 |
| S1 |
2,076.4 |
2,091.3 |
|