| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,455.0 |
3,672.0 |
217.0 |
6.3% |
3,806.0 |
| High |
3,724.0 |
3,679.0 |
-45.0 |
-1.2% |
3,849.0 |
| Low |
3,455.0 |
3,542.5 |
87.5 |
2.5% |
3,457.0 |
| Close |
3,659.5 |
3,559.5 |
-100.0 |
-2.7% |
3,483.5 |
| Range |
269.0 |
136.5 |
-132.5 |
-49.3% |
392.0 |
| ATR |
150.5 |
149.5 |
-1.0 |
-0.7% |
0.0 |
| Volume |
86,564 |
277,758 |
191,194 |
220.9% |
314,925 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,003.2 |
3,917.8 |
3,634.6 |
|
| R3 |
3,866.7 |
3,781.3 |
3,597.0 |
|
| R2 |
3,730.2 |
3,730.2 |
3,584.5 |
|
| R1 |
3,644.8 |
3,644.8 |
3,572.0 |
3,619.3 |
| PP |
3,593.7 |
3,593.7 |
3,593.7 |
3,580.9 |
| S1 |
3,508.3 |
3,508.3 |
3,547.0 |
3,482.8 |
| S2 |
3,457.2 |
3,457.2 |
3,534.5 |
|
| S3 |
3,320.7 |
3,371.8 |
3,522.0 |
|
| S4 |
3,184.2 |
3,235.3 |
3,484.4 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,772.5 |
4,520.0 |
3,699.1 |
|
| R3 |
4,380.5 |
4,128.0 |
3,591.3 |
|
| R2 |
3,988.5 |
3,988.5 |
3,555.4 |
|
| R1 |
3,736.0 |
3,736.0 |
3,519.4 |
3,666.3 |
| PP |
3,596.5 |
3,596.5 |
3,596.5 |
3,561.6 |
| S1 |
3,344.0 |
3,344.0 |
3,447.6 |
3,274.3 |
| S2 |
3,204.5 |
3,204.5 |
3,411.6 |
|
| S3 |
2,812.5 |
2,952.0 |
3,375.7 |
|
| S4 |
2,420.5 |
2,560.0 |
3,267.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,724.0 |
3,309.0 |
415.0 |
11.7% |
207.4 |
5.8% |
60% |
False |
False |
157,476 |
| 10 |
3,900.0 |
3,309.0 |
591.0 |
16.6% |
179.5 |
5.0% |
42% |
False |
False |
99,227 |
| 20 |
4,090.5 |
3,309.0 |
781.5 |
22.0% |
144.5 |
4.1% |
32% |
False |
False |
60,041 |
| 40 |
4,215.0 |
3,309.0 |
906.0 |
25.5% |
108.2 |
3.0% |
28% |
False |
False |
37,482 |
| 60 |
4,302.0 |
3,309.0 |
993.0 |
27.9% |
87.7 |
2.5% |
25% |
False |
False |
26,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,259.1 |
|
2.618 |
4,036.4 |
|
1.618 |
3,899.9 |
|
1.000 |
3,815.5 |
|
0.618 |
3,763.4 |
|
HIGH |
3,679.0 |
|
0.618 |
3,626.9 |
|
0.500 |
3,610.8 |
|
0.382 |
3,594.6 |
|
LOW |
3,542.5 |
|
0.618 |
3,458.1 |
|
1.000 |
3,406.0 |
|
1.618 |
3,321.6 |
|
2.618 |
3,185.1 |
|
4.250 |
2,962.4 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,610.8 |
3,548.7 |
| PP |
3,593.7 |
3,537.8 |
| S1 |
3,576.6 |
3,527.0 |
|