| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,934.2 |
1,942.1 |
7.9 |
0.4% |
1,921.0 |
| High |
1,947.6 |
1,978.1 |
30.5 |
1.6% |
1,978.1 |
| Low |
1,926.6 |
1,934.9 |
8.3 |
0.4% |
1,895.5 |
| Close |
1,939.3 |
1,969.9 |
30.6 |
1.6% |
1,969.9 |
| Range |
21.0 |
43.2 |
22.2 |
105.7% |
82.6 |
| ATR |
31.8 |
32.6 |
0.8 |
2.6% |
0.0 |
| Volume |
14,290 |
12,265 |
-2,025 |
-14.2% |
55,453 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.6 |
2,073.4 |
1,993.7 |
|
| R3 |
2,047.4 |
2,030.2 |
1,981.8 |
|
| R2 |
2,004.2 |
2,004.2 |
1,977.8 |
|
| R1 |
1,987.0 |
1,987.0 |
1,973.9 |
1,995.6 |
| PP |
1,961.0 |
1,961.0 |
1,961.0 |
1,965.3 |
| S1 |
1,943.8 |
1,943.8 |
1,965.9 |
1,952.4 |
| S2 |
1,917.8 |
1,917.8 |
1,962.0 |
|
| S3 |
1,874.6 |
1,900.6 |
1,958.0 |
|
| S4 |
1,831.4 |
1,857.4 |
1,946.1 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.6 |
2,165.4 |
2,015.3 |
|
| R3 |
2,113.0 |
2,082.8 |
1,992.6 |
|
| R2 |
2,030.4 |
2,030.4 |
1,985.0 |
|
| R1 |
2,000.2 |
2,000.2 |
1,977.5 |
2,015.3 |
| PP |
1,947.8 |
1,947.8 |
1,947.8 |
1,955.4 |
| S1 |
1,917.6 |
1,917.6 |
1,962.3 |
1,932.7 |
| S2 |
1,865.2 |
1,865.2 |
1,954.8 |
|
| S3 |
1,782.6 |
1,835.0 |
1,947.2 |
|
| S4 |
1,700.0 |
1,752.4 |
1,924.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,978.1 |
1,895.5 |
82.6 |
4.2% |
38.1 |
1.9% |
90% |
True |
False |
11,090 |
| 10 |
1,979.6 |
1,882.0 |
97.6 |
5.0% |
39.5 |
2.0% |
90% |
False |
False |
11,326 |
| 20 |
1,979.6 |
1,794.9 |
184.7 |
9.4% |
32.2 |
1.6% |
95% |
False |
False |
9,611 |
| 40 |
1,979.6 |
1,783.8 |
195.8 |
9.9% |
25.4 |
1.3% |
95% |
False |
False |
7,954 |
| 60 |
1,979.6 |
1,757.6 |
222.0 |
11.3% |
23.0 |
1.2% |
96% |
False |
False |
5,986 |
| 80 |
1,979.6 |
1,757.6 |
222.0 |
11.3% |
23.2 |
1.2% |
96% |
False |
False |
5,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.7 |
|
2.618 |
2,091.2 |
|
1.618 |
2,048.0 |
|
1.000 |
2,021.3 |
|
0.618 |
2,004.8 |
|
HIGH |
1,978.1 |
|
0.618 |
1,961.6 |
|
0.500 |
1,956.5 |
|
0.382 |
1,951.4 |
|
LOW |
1,934.9 |
|
0.618 |
1,908.2 |
|
1.000 |
1,891.7 |
|
1.618 |
1,865.0 |
|
2.618 |
1,821.8 |
|
4.250 |
1,751.3 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,965.4 |
1,962.9 |
| PP |
1,961.0 |
1,955.8 |
| S1 |
1,956.5 |
1,948.8 |
|