| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,659.0 |
3,820.0 |
161.0 |
4.4% |
3,440.5 |
| High |
3,847.5 |
3,836.0 |
-11.5 |
-0.3% |
3,742.0 |
| Low |
3,654.5 |
3,758.5 |
104.0 |
2.8% |
3,309.0 |
| Close |
3,809.0 |
3,802.5 |
-6.5 |
-0.2% |
3,608.0 |
| Range |
193.0 |
77.5 |
-115.5 |
-59.8% |
433.0 |
| ATR |
151.8 |
146.5 |
-5.3 |
-3.5% |
0.0 |
| Volume |
1,580,299 |
1,108,269 |
-472,030 |
-29.9% |
1,188,071 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,031.5 |
3,994.5 |
3,845.1 |
|
| R3 |
3,954.0 |
3,917.0 |
3,823.8 |
|
| R2 |
3,876.5 |
3,876.5 |
3,816.7 |
|
| R1 |
3,839.5 |
3,839.5 |
3,809.6 |
3,819.3 |
| PP |
3,799.0 |
3,799.0 |
3,799.0 |
3,788.9 |
| S1 |
3,762.0 |
3,762.0 |
3,795.4 |
3,741.8 |
| S2 |
3,721.5 |
3,721.5 |
3,788.3 |
|
| S3 |
3,644.0 |
3,684.5 |
3,781.2 |
|
| S4 |
3,566.5 |
3,607.0 |
3,759.9 |
|
|
| 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% |
141.0 |
3.7% |
86% |
False |
False |
1,349,581 |
| 10 |
3,847.5 |
3,309.0 |
538.5 |
14.2% |
174.2 |
4.6% |
92% |
False |
False |
753,528 |
| 20 |
4,044.5 |
3,309.0 |
735.5 |
19.3% |
159.4 |
4.2% |
67% |
False |
False |
395,459 |
| 40 |
4,189.0 |
3,309.0 |
880.0 |
23.1% |
121.1 |
3.2% |
56% |
False |
False |
204,576 |
| 60 |
4,302.0 |
3,309.0 |
993.0 |
26.1% |
93.4 |
2.5% |
50% |
False |
False |
138,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,165.4 |
|
2.618 |
4,038.9 |
|
1.618 |
3,961.4 |
|
1.000 |
3,913.5 |
|
0.618 |
3,883.9 |
|
HIGH |
3,836.0 |
|
0.618 |
3,806.4 |
|
0.500 |
3,797.3 |
|
0.382 |
3,788.1 |
|
LOW |
3,758.5 |
|
0.618 |
3,710.6 |
|
1.000 |
3,681.0 |
|
1.618 |
3,633.1 |
|
2.618 |
3,555.6 |
|
4.250 |
3,429.1 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,800.8 |
3,768.8 |
| PP |
3,799.0 |
3,735.2 |
| S1 |
3,797.3 |
3,701.5 |
|