| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,790.0 |
3,792.0 |
2.0 |
0.1% |
3,819.0 |
| High |
3,822.0 |
3,865.0 |
43.0 |
1.1% |
3,866.0 |
| Low |
3,769.0 |
3,783.0 |
14.0 |
0.4% |
3,760.0 |
| Close |
3,786.0 |
3,816.0 |
30.0 |
0.8% |
3,786.0 |
| Range |
53.0 |
82.0 |
29.0 |
54.7% |
106.0 |
| ATR |
121.2 |
118.4 |
-2.8 |
-2.3% |
0.0 |
| Volume |
606,339 |
671,219 |
64,880 |
10.7% |
3,278,134 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,067.3 |
4,023.7 |
3,861.1 |
|
| R3 |
3,985.3 |
3,941.7 |
3,838.6 |
|
| R2 |
3,903.3 |
3,903.3 |
3,831.0 |
|
| R1 |
3,859.7 |
3,859.7 |
3,823.5 |
3,881.5 |
| PP |
3,821.3 |
3,821.3 |
3,821.3 |
3,832.3 |
| S1 |
3,777.7 |
3,777.7 |
3,808.5 |
3,799.5 |
| S2 |
3,739.3 |
3,739.3 |
3,801.0 |
|
| S3 |
3,657.3 |
3,695.7 |
3,793.5 |
|
| S4 |
3,575.3 |
3,613.7 |
3,770.9 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,122.0 |
4,060.0 |
3,844.3 |
|
| R3 |
4,016.0 |
3,954.0 |
3,815.2 |
|
| R2 |
3,910.0 |
3,910.0 |
3,805.4 |
|
| R1 |
3,848.0 |
3,848.0 |
3,795.7 |
3,826.0 |
| PP |
3,804.0 |
3,804.0 |
3,804.0 |
3,793.0 |
| S1 |
3,742.0 |
3,742.0 |
3,776.3 |
3,720.0 |
| S2 |
3,698.0 |
3,698.0 |
3,766.6 |
|
| S3 |
3,592.0 |
3,636.0 |
3,756.9 |
|
| S4 |
3,486.0 |
3,530.0 |
3,727.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,866.0 |
3,760.0 |
106.0 |
2.8% |
74.8 |
2.0% |
53% |
False |
False |
686,102 |
| 10 |
3,866.0 |
3,555.5 |
310.5 |
8.1% |
94.6 |
2.5% |
84% |
False |
False |
967,753 |
| 20 |
3,866.0 |
3,309.0 |
557.0 |
14.6% |
137.2 |
3.6% |
91% |
False |
False |
635,064 |
| 40 |
4,189.0 |
3,309.0 |
880.0 |
23.1% |
116.0 |
3.0% |
58% |
False |
False |
328,127 |
| 60 |
4,302.0 |
3,309.0 |
993.0 |
26.0% |
99.6 |
2.6% |
51% |
False |
False |
221,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,213.5 |
|
2.618 |
4,079.7 |
|
1.618 |
3,997.7 |
|
1.000 |
3,947.0 |
|
0.618 |
3,915.7 |
|
HIGH |
3,865.0 |
|
0.618 |
3,833.7 |
|
0.500 |
3,824.0 |
|
0.382 |
3,814.3 |
|
LOW |
3,783.0 |
|
0.618 |
3,732.3 |
|
1.000 |
3,701.0 |
|
1.618 |
3,650.3 |
|
2.618 |
3,568.3 |
|
4.250 |
3,434.5 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,824.0 |
3,815.0 |
| PP |
3,821.3 |
3,814.0 |
| S1 |
3,818.7 |
3,813.0 |
|