| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,921.0 |
1,912.2 |
-8.8 |
-0.5% |
1,904.7 |
| High |
1,938.1 |
1,955.6 |
17.5 |
0.9% |
1,979.6 |
| Low |
1,895.5 |
1,906.5 |
11.0 |
0.6% |
1,882.0 |
| Close |
1,904.0 |
1,947.1 |
43.1 |
2.3% |
1,890.8 |
| Range |
42.6 |
49.1 |
6.5 |
15.3% |
97.6 |
| ATR |
30.9 |
32.4 |
1.5 |
4.8% |
0.0 |
| Volume |
9,257 |
9,479 |
222 |
2.4% |
53,215 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.7 |
2,064.5 |
1,974.1 |
|
| R3 |
2,034.6 |
2,015.4 |
1,960.6 |
|
| R2 |
1,985.5 |
1,985.5 |
1,956.1 |
|
| R1 |
1,966.3 |
1,966.3 |
1,951.6 |
1,975.9 |
| PP |
1,936.4 |
1,936.4 |
1,936.4 |
1,941.2 |
| S1 |
1,917.2 |
1,917.2 |
1,942.6 |
1,926.8 |
| S2 |
1,887.3 |
1,887.3 |
1,938.1 |
|
| S3 |
1,838.2 |
1,868.1 |
1,933.6 |
|
| S4 |
1,789.1 |
1,819.0 |
1,920.1 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.3 |
2,148.1 |
1,944.5 |
|
| R3 |
2,112.7 |
2,050.5 |
1,917.6 |
|
| R2 |
2,015.1 |
2,015.1 |
1,908.7 |
|
| R1 |
1,952.9 |
1,952.9 |
1,899.7 |
1,935.2 |
| PP |
1,917.5 |
1,917.5 |
1,917.5 |
1,908.6 |
| S1 |
1,855.3 |
1,855.3 |
1,881.9 |
1,837.6 |
| S2 |
1,819.9 |
1,819.9 |
1,872.9 |
|
| S3 |
1,722.3 |
1,757.7 |
1,864.0 |
|
| S4 |
1,624.7 |
1,660.1 |
1,837.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,979.6 |
1,882.0 |
97.6 |
5.0% |
50.2 |
2.6% |
67% |
False |
False |
11,366 |
| 10 |
1,979.6 |
1,849.2 |
130.4 |
6.7% |
38.7 |
2.0% |
75% |
False |
False |
9,714 |
| 20 |
1,979.6 |
1,791.6 |
188.0 |
9.7% |
29.7 |
1.5% |
83% |
False |
False |
8,302 |
| 40 |
1,979.6 |
1,783.8 |
195.8 |
10.1% |
24.8 |
1.3% |
83% |
False |
False |
7,420 |
| 60 |
1,979.6 |
1,757.6 |
222.0 |
11.4% |
22.1 |
1.1% |
85% |
False |
False |
5,486 |
| 80 |
1,979.6 |
1,757.6 |
222.0 |
11.4% |
22.9 |
1.2% |
85% |
False |
False |
4,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.3 |
|
2.618 |
2,084.1 |
|
1.618 |
2,035.0 |
|
1.000 |
2,004.7 |
|
0.618 |
1,985.9 |
|
HIGH |
1,955.6 |
|
0.618 |
1,936.8 |
|
0.500 |
1,931.1 |
|
0.382 |
1,925.3 |
|
LOW |
1,906.5 |
|
0.618 |
1,876.2 |
|
1.000 |
1,857.4 |
|
1.618 |
1,827.1 |
|
2.618 |
1,778.0 |
|
4.250 |
1,697.8 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,941.8 |
1,938.6 |
| PP |
1,936.4 |
1,930.1 |
| S1 |
1,931.1 |
1,921.7 |
|