| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
7,118.5 |
7,127.0 |
8.5 |
0.1% |
6,774.0 |
| High |
7,151.0 |
7,285.0 |
134.0 |
1.9% |
7,203.0 |
| Low |
7,017.5 |
7,110.0 |
92.5 |
1.3% |
6,703.5 |
| Close |
7,109.0 |
7,242.0 |
133.0 |
1.9% |
7,090.5 |
| Range |
133.5 |
175.0 |
41.5 |
31.1% |
499.5 |
| ATR |
150.9 |
152.7 |
1.8 |
1.2% |
0.0 |
| Volume |
451,844 |
151,126 |
-300,718 |
-66.6% |
86,351 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,737.5 |
7,664.5 |
7,338.0 |
|
| R3 |
7,562.5 |
7,489.5 |
7,290.0 |
|
| R2 |
7,387.5 |
7,387.5 |
7,274.0 |
|
| R1 |
7,314.5 |
7,314.5 |
7,258.0 |
7,351.0 |
| PP |
7,212.5 |
7,212.5 |
7,212.5 |
7,230.5 |
| S1 |
7,139.5 |
7,139.5 |
7,226.0 |
7,176.0 |
| S2 |
7,037.5 |
7,037.5 |
7,210.0 |
|
| S3 |
6,862.5 |
6,964.5 |
7,194.0 |
|
| S4 |
6,687.5 |
6,789.5 |
7,146.0 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,497.5 |
8,293.5 |
7,365.0 |
|
| R3 |
7,998.0 |
7,794.0 |
7,228.0 |
|
| R2 |
7,498.5 |
7,498.5 |
7,182.0 |
|
| R1 |
7,294.5 |
7,294.5 |
7,136.5 |
7,396.5 |
| PP |
6,999.0 |
6,999.0 |
6,999.0 |
7,050.0 |
| S1 |
6,795.0 |
6,795.0 |
7,044.5 |
6,897.0 |
| S2 |
6,499.5 |
6,499.5 |
6,999.0 |
|
| S3 |
6,000.0 |
6,295.5 |
6,953.0 |
|
| S4 |
5,500.5 |
5,796.0 |
6,816.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,285.0 |
7,010.0 |
275.0 |
3.8% |
136.5 |
1.9% |
84% |
True |
False |
204,874 |
| 10 |
7,380.0 |
6,703.5 |
676.5 |
9.3% |
180.5 |
2.5% |
80% |
False |
False |
109,252 |
| 20 |
7,460.0 |
6,703.5 |
756.5 |
10.4% |
145.5 |
2.0% |
71% |
False |
False |
54,706 |
| 40 |
7,556.5 |
6,703.5 |
853.0 |
11.8% |
95.0 |
1.3% |
63% |
False |
False |
27,427 |
| 60 |
7,556.5 |
6,703.5 |
853.0 |
11.8% |
64.5 |
0.9% |
63% |
False |
False |
18,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,029.0 |
|
2.618 |
7,743.0 |
|
1.618 |
7,568.0 |
|
1.000 |
7,460.0 |
|
0.618 |
7,393.0 |
|
HIGH |
7,285.0 |
|
0.618 |
7,218.0 |
|
0.500 |
7,197.5 |
|
0.382 |
7,177.0 |
|
LOW |
7,110.0 |
|
0.618 |
7,002.0 |
|
1.000 |
6,935.0 |
|
1.618 |
6,827.0 |
|
2.618 |
6,652.0 |
|
4.250 |
6,366.0 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,227.0 |
7,212.0 |
| PP |
7,212.5 |
7,181.5 |
| S1 |
7,197.5 |
7,151.0 |
|