| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,912.2 |
1,949.5 |
37.3 |
2.0% |
1,904.7 |
| High |
1,955.6 |
1,954.2 |
-1.4 |
-0.1% |
1,979.6 |
| Low |
1,906.5 |
1,919.5 |
13.0 |
0.7% |
1,882.0 |
| Close |
1,947.1 |
1,925.6 |
-21.5 |
-1.1% |
1,890.8 |
| Range |
49.1 |
34.7 |
-14.4 |
-29.3% |
97.6 |
| ATR |
32.4 |
32.6 |
0.2 |
0.5% |
0.0 |
| Volume |
9,479 |
10,162 |
683 |
7.2% |
53,215 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.2 |
2,016.1 |
1,944.7 |
|
| R3 |
2,002.5 |
1,981.4 |
1,935.1 |
|
| R2 |
1,967.8 |
1,967.8 |
1,932.0 |
|
| R1 |
1,946.7 |
1,946.7 |
1,928.8 |
1,939.9 |
| PP |
1,933.1 |
1,933.1 |
1,933.1 |
1,929.7 |
| S1 |
1,912.0 |
1,912.0 |
1,922.4 |
1,905.2 |
| S2 |
1,898.4 |
1,898.4 |
1,919.2 |
|
| S3 |
1,863.7 |
1,877.3 |
1,916.1 |
|
| S4 |
1,829.0 |
1,842.6 |
1,906.5 |
|
|
| 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 |
5.1% |
52.9 |
2.7% |
45% |
False |
False |
11,854 |
| 10 |
1,979.6 |
1,855.4 |
124.2 |
6.4% |
38.6 |
2.0% |
57% |
False |
False |
10,228 |
| 20 |
1,979.6 |
1,791.6 |
188.0 |
9.8% |
30.8 |
1.6% |
71% |
False |
False |
8,650 |
| 40 |
1,979.6 |
1,783.8 |
195.8 |
10.2% |
24.8 |
1.3% |
72% |
False |
False |
7,612 |
| 60 |
1,979.6 |
1,757.6 |
222.0 |
11.5% |
22.4 |
1.2% |
76% |
False |
False |
5,628 |
| 80 |
1,979.6 |
1,757.6 |
222.0 |
11.5% |
23.0 |
1.2% |
76% |
False |
False |
4,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.7 |
|
2.618 |
2,045.0 |
|
1.618 |
2,010.3 |
|
1.000 |
1,988.9 |
|
0.618 |
1,975.6 |
|
HIGH |
1,954.2 |
|
0.618 |
1,940.9 |
|
0.500 |
1,936.9 |
|
0.382 |
1,932.8 |
|
LOW |
1,919.5 |
|
0.618 |
1,898.1 |
|
1.000 |
1,884.8 |
|
1.618 |
1,863.4 |
|
2.618 |
1,828.7 |
|
4.250 |
1,772.0 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,936.9 |
1,925.6 |
| PP |
1,933.1 |
1,925.6 |
| S1 |
1,929.4 |
1,925.6 |
|