| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,672.0 |
3,588.0 |
-84.0 |
-2.3% |
3,440.5 |
| High |
3,679.0 |
3,742.0 |
63.0 |
1.7% |
3,742.0 |
| Low |
3,542.5 |
3,523.0 |
-19.5 |
-0.6% |
3,309.0 |
| Close |
3,559.5 |
3,608.0 |
48.5 |
1.4% |
3,608.0 |
| Range |
136.5 |
219.0 |
82.5 |
60.4% |
433.0 |
| ATR |
149.5 |
154.4 |
5.0 |
3.3% |
0.0 |
| Volume |
277,758 |
527,842 |
250,084 |
90.0% |
1,188,071 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,281.3 |
4,163.7 |
3,728.5 |
|
| R3 |
4,062.3 |
3,944.7 |
3,668.2 |
|
| R2 |
3,843.3 |
3,843.3 |
3,648.2 |
|
| R1 |
3,725.7 |
3,725.7 |
3,628.1 |
3,784.5 |
| PP |
3,624.3 |
3,624.3 |
3,624.3 |
3,653.8 |
| S1 |
3,506.7 |
3,506.7 |
3,587.9 |
3,565.5 |
| S2 |
3,405.3 |
3,405.3 |
3,567.9 |
|
| S3 |
3,186.3 |
3,287.7 |
3,547.8 |
|
| S4 |
2,967.3 |
3,068.7 |
3,487.6 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,852.0 |
4,663.0 |
3,846.2 |
|
| R3 |
4,419.0 |
4,230.0 |
3,727.1 |
|
| R2 |
3,986.0 |
3,986.0 |
3,687.4 |
|
| R1 |
3,797.0 |
3,797.0 |
3,647.7 |
3,891.5 |
| PP |
3,553.0 |
3,553.0 |
3,553.0 |
3,600.3 |
| S1 |
3,364.0 |
3,364.0 |
3,568.3 |
3,458.5 |
| S2 |
3,120.0 |
3,120.0 |
3,528.6 |
|
| S3 |
2,687.0 |
2,931.0 |
3,488.9 |
|
| S4 |
2,254.0 |
2,498.0 |
3,369.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,742.0 |
3,309.0 |
433.0 |
12.0% |
216.7 |
6.0% |
69% |
True |
False |
237,614 |
| 10 |
3,849.0 |
3,309.0 |
540.0 |
15.0% |
185.7 |
5.1% |
55% |
False |
False |
150,299 |
| 20 |
4,072.0 |
3,309.0 |
763.0 |
21.1% |
149.9 |
4.2% |
39% |
False |
False |
86,416 |
| 40 |
4,215.0 |
3,309.0 |
906.0 |
25.1% |
112.9 |
3.1% |
33% |
False |
False |
50,667 |
| 60 |
4,302.0 |
3,309.0 |
993.0 |
27.5% |
90.3 |
2.5% |
30% |
False |
False |
35,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,672.8 |
|
2.618 |
4,315.3 |
|
1.618 |
4,096.3 |
|
1.000 |
3,961.0 |
|
0.618 |
3,877.3 |
|
HIGH |
3,742.0 |
|
0.618 |
3,658.3 |
|
0.500 |
3,632.5 |
|
0.382 |
3,606.7 |
|
LOW |
3,523.0 |
|
0.618 |
3,387.7 |
|
1.000 |
3,304.0 |
|
1.618 |
3,168.7 |
|
2.618 |
2,949.7 |
|
4.250 |
2,592.3 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,632.5 |
3,604.8 |
| PP |
3,624.3 |
3,601.7 |
| S1 |
3,616.2 |
3,598.5 |
|