| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,792.0 |
3,839.0 |
47.0 |
1.2% |
3,819.0 |
| High |
3,865.0 |
3,944.0 |
79.0 |
2.0% |
3,866.0 |
| Low |
3,783.0 |
3,837.0 |
54.0 |
1.4% |
3,760.0 |
| Close |
3,816.0 |
3,912.0 |
96.0 |
2.5% |
3,786.0 |
| Range |
82.0 |
107.0 |
25.0 |
30.5% |
106.0 |
| ATR |
118.4 |
119.1 |
0.7 |
0.6% |
0.0 |
| Volume |
671,219 |
1,063,408 |
392,189 |
58.4% |
3,278,134 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,218.7 |
4,172.3 |
3,970.9 |
|
| R3 |
4,111.7 |
4,065.3 |
3,941.4 |
|
| R2 |
4,004.7 |
4,004.7 |
3,931.6 |
|
| R1 |
3,958.3 |
3,958.3 |
3,921.8 |
3,981.5 |
| PP |
3,897.7 |
3,897.7 |
3,897.7 |
3,909.3 |
| S1 |
3,851.3 |
3,851.3 |
3,902.2 |
3,874.5 |
| S2 |
3,790.7 |
3,790.7 |
3,892.4 |
|
| S3 |
3,683.7 |
3,744.3 |
3,882.6 |
|
| S4 |
3,576.7 |
3,637.3 |
3,853.2 |
|
|
| 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 |
3,944.0 |
3,760.0 |
184.0 |
4.7% |
79.6 |
2.0% |
83% |
True |
False |
774,954 |
| 10 |
3,944.0 |
3,654.5 |
289.5 |
7.4% |
92.7 |
2.4% |
89% |
True |
False |
874,782 |
| 20 |
3,944.0 |
3,309.0 |
635.0 |
16.2% |
132.3 |
3.4% |
95% |
True |
False |
686,639 |
| 40 |
4,161.0 |
3,309.0 |
852.0 |
21.8% |
116.6 |
3.0% |
71% |
False |
False |
354,710 |
| 60 |
4,302.0 |
3,309.0 |
993.0 |
25.4% |
100.8 |
2.6% |
61% |
False |
False |
239,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,398.8 |
|
2.618 |
4,224.1 |
|
1.618 |
4,117.1 |
|
1.000 |
4,051.0 |
|
0.618 |
4,010.1 |
|
HIGH |
3,944.0 |
|
0.618 |
3,903.1 |
|
0.500 |
3,890.5 |
|
0.382 |
3,877.9 |
|
LOW |
3,837.0 |
|
0.618 |
3,770.9 |
|
1.000 |
3,730.0 |
|
1.618 |
3,663.9 |
|
2.618 |
3,556.9 |
|
4.250 |
3,382.3 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,904.8 |
3,893.5 |
| PP |
3,897.7 |
3,875.0 |
| S1 |
3,890.5 |
3,856.5 |
|