| 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 |
3,654.0 |
3,659.0 |
5.0 |
0.1% |
3,440.5 |
| High |
3,681.5 |
3,847.5 |
166.0 |
4.5% |
3,742.0 |
| Low |
3,555.5 |
3,654.5 |
99.0 |
2.8% |
3,309.0 |
| Close |
3,655.5 |
3,809.0 |
153.5 |
4.2% |
3,608.0 |
| Range |
126.0 |
193.0 |
67.0 |
53.2% |
433.0 |
| ATR |
148.6 |
151.8 |
3.2 |
2.1% |
0.0 |
| Volume |
1,993,118 |
1,580,299 |
-412,819 |
-20.7% |
1,188,071 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,349.3 |
4,272.2 |
3,915.2 |
|
| R3 |
4,156.3 |
4,079.2 |
3,862.1 |
|
| R2 |
3,963.3 |
3,963.3 |
3,844.4 |
|
| R1 |
3,886.2 |
3,886.2 |
3,826.7 |
3,924.8 |
| PP |
3,770.3 |
3,770.3 |
3,770.3 |
3,789.6 |
| S1 |
3,693.2 |
3,693.2 |
3,791.3 |
3,731.8 |
| S2 |
3,577.3 |
3,577.3 |
3,773.6 |
|
| S3 |
3,384.3 |
3,500.2 |
3,755.9 |
|
| S4 |
3,191.3 |
3,307.2 |
3,702.9 |
|
|
| 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 |
3,847.5 |
3,523.0 |
324.5 |
8.5% |
152.8 |
4.0% |
88% |
True |
False |
1,183,478 |
| 10 |
3,847.5 |
3,309.0 |
538.5 |
14.1% |
178.4 |
4.7% |
93% |
True |
False |
650,518 |
| 20 |
4,061.5 |
3,309.0 |
752.5 |
19.8% |
158.6 |
4.2% |
66% |
False |
False |
340,413 |
| 40 |
4,211.0 |
3,309.0 |
902.0 |
23.7% |
120.5 |
3.2% |
55% |
False |
False |
176,883 |
| 60 |
4,302.0 |
3,309.0 |
993.0 |
26.1% |
92.9 |
2.4% |
50% |
False |
False |
120,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,667.8 |
|
2.618 |
4,352.8 |
|
1.618 |
4,159.8 |
|
1.000 |
4,040.5 |
|
0.618 |
3,966.8 |
|
HIGH |
3,847.5 |
|
0.618 |
3,773.8 |
|
0.500 |
3,751.0 |
|
0.382 |
3,728.2 |
|
LOW |
3,654.5 |
|
0.618 |
3,535.2 |
|
1.000 |
3,461.5 |
|
1.618 |
3,342.2 |
|
2.618 |
3,149.2 |
|
4.250 |
2,834.3 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,789.7 |
3,773.2 |
| PP |
3,770.3 |
3,737.3 |
| S1 |
3,751.0 |
3,701.5 |
|