| 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 |
7,381.5 |
7,428.5 |
47.0 |
0.6% |
7,145.5 |
| High |
7,441.5 |
7,468.5 |
27.0 |
0.4% |
7,401.0 |
| Low |
7,365.5 |
7,373.0 |
7.5 |
0.1% |
7,017.5 |
| Close |
7,409.0 |
7,409.0 |
0.0 |
0.0% |
7,348.0 |
| Range |
76.0 |
95.5 |
19.5 |
25.7% |
383.5 |
| ATR |
142.1 |
138.7 |
-3.3 |
-2.3% |
0.0 |
| Volume |
68,235 |
79,718 |
11,483 |
16.8% |
1,157,307 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,703.5 |
7,651.5 |
7,461.5 |
|
| R3 |
7,608.0 |
7,556.0 |
7,435.5 |
|
| R2 |
7,512.5 |
7,512.5 |
7,426.5 |
|
| R1 |
7,460.5 |
7,460.5 |
7,418.0 |
7,439.0 |
| PP |
7,417.0 |
7,417.0 |
7,417.0 |
7,406.0 |
| S1 |
7,365.0 |
7,365.0 |
7,400.0 |
7,343.0 |
| S2 |
7,321.5 |
7,321.5 |
7,391.5 |
|
| S3 |
7,226.0 |
7,269.5 |
7,382.5 |
|
| S4 |
7,130.5 |
7,174.0 |
7,356.5 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,406.0 |
8,260.5 |
7,559.0 |
|
| R3 |
8,022.5 |
7,877.0 |
7,453.5 |
|
| R2 |
7,639.0 |
7,639.0 |
7,418.5 |
|
| R1 |
7,493.5 |
7,493.5 |
7,383.0 |
7,566.0 |
| PP |
7,255.5 |
7,255.5 |
7,255.5 |
7,292.0 |
| S1 |
7,110.0 |
7,110.0 |
7,313.0 |
7,183.0 |
| S2 |
6,872.0 |
6,872.0 |
7,277.5 |
|
| S3 |
6,488.5 |
6,726.5 |
7,242.5 |
|
| S4 |
6,105.0 |
6,343.0 |
7,137.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,468.5 |
7,206.0 |
262.5 |
3.5% |
110.5 |
1.5% |
77% |
True |
False |
87,139 |
| 10 |
7,468.5 |
7,010.0 |
458.5 |
6.2% |
123.5 |
1.7% |
87% |
True |
False |
146,007 |
| 20 |
7,468.5 |
6,703.5 |
765.0 |
10.3% |
153.0 |
2.1% |
92% |
True |
False |
76,486 |
| 40 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
104.0 |
1.4% |
83% |
False |
False |
38,318 |
| 60 |
7,556.5 |
6,703.5 |
853.0 |
11.5% |
74.0 |
1.0% |
83% |
False |
False |
25,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,874.5 |
|
2.618 |
7,718.5 |
|
1.618 |
7,623.0 |
|
1.000 |
7,564.0 |
|
0.618 |
7,527.5 |
|
HIGH |
7,468.5 |
|
0.618 |
7,432.0 |
|
0.500 |
7,421.0 |
|
0.382 |
7,409.5 |
|
LOW |
7,373.0 |
|
0.618 |
7,314.0 |
|
1.000 |
7,277.5 |
|
1.618 |
7,218.5 |
|
2.618 |
7,123.0 |
|
4.250 |
6,967.0 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,421.0 |
7,406.0 |
| PP |
7,417.0 |
7,403.5 |
| S1 |
7,413.0 |
7,400.5 |
|