| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,981.3 |
2,004.1 |
22.8 |
1.2% |
1,921.0 |
| High |
2,010.3 |
2,082.0 |
71.7 |
3.6% |
1,978.1 |
| Low |
1,967.8 |
1,989.6 |
21.8 |
1.1% |
1,895.5 |
| Close |
1,999.2 |
2,046.7 |
47.5 |
2.4% |
1,969.9 |
| Range |
42.5 |
92.4 |
49.9 |
117.4% |
82.6 |
| ATR |
33.3 |
37.6 |
4.2 |
12.7% |
0.0 |
| Volume |
73,281 |
73,704 |
423 |
0.6% |
55,453 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,316.6 |
2,274.1 |
2,097.5 |
|
| R3 |
2,224.2 |
2,181.7 |
2,072.1 |
|
| R2 |
2,131.8 |
2,131.8 |
2,063.6 |
|
| R1 |
2,089.3 |
2,089.3 |
2,055.2 |
2,110.6 |
| PP |
2,039.4 |
2,039.4 |
2,039.4 |
2,050.1 |
| S1 |
1,996.9 |
1,996.9 |
2,038.2 |
2,018.2 |
| S2 |
1,947.0 |
1,947.0 |
2,029.8 |
|
| S3 |
1,854.6 |
1,904.5 |
2,021.3 |
|
| S4 |
1,762.2 |
1,812.1 |
1,995.9 |
|
|
| 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 |
2,082.0 |
1,919.5 |
162.5 |
7.9% |
46.8 |
2.3% |
78% |
True |
False |
36,740 |
| 10 |
2,082.0 |
1,882.0 |
200.0 |
9.8% |
48.5 |
2.4% |
82% |
True |
False |
24,053 |
| 20 |
2,082.0 |
1,819.2 |
262.8 |
12.8% |
36.9 |
1.8% |
87% |
True |
False |
16,336 |
| 40 |
2,082.0 |
1,783.8 |
298.2 |
14.6% |
27.8 |
1.4% |
88% |
True |
False |
11,260 |
| 60 |
2,082.0 |
1,757.6 |
324.4 |
15.8% |
24.8 |
1.2% |
89% |
True |
False |
8,362 |
| 80 |
2,082.0 |
1,757.6 |
324.4 |
15.8% |
24.1 |
1.2% |
89% |
True |
False |
6,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.7 |
|
2.618 |
2,323.9 |
|
1.618 |
2,231.5 |
|
1.000 |
2,174.4 |
|
0.618 |
2,139.1 |
|
HIGH |
2,082.0 |
|
0.618 |
2,046.7 |
|
0.500 |
2,035.8 |
|
0.382 |
2,024.9 |
|
LOW |
1,989.6 |
|
0.618 |
1,932.5 |
|
1.000 |
1,897.2 |
|
1.618 |
1,840.1 |
|
2.618 |
1,747.7 |
|
4.250 |
1,596.9 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.1 |
2,034.0 |
| PP |
2,039.4 |
2,021.2 |
| S1 |
2,035.8 |
2,008.5 |
|