| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,060.2 |
1,996.9 |
-63.3 |
-3.1% |
1,921.0 |
| High |
2,070.4 |
2,018.3 |
-52.1 |
-2.5% |
1,978.1 |
| Low |
1,984.6 |
1,978.8 |
-5.8 |
-0.3% |
1,895.5 |
| Close |
1,991.7 |
2,004.5 |
12.8 |
0.6% |
1,969.9 |
| Range |
85.8 |
39.5 |
-46.3 |
-54.0% |
82.6 |
| ATR |
41.0 |
40.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
63,781 |
94,688 |
30,907 |
48.5% |
55,453 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.0 |
2,101.3 |
2,026.2 |
|
| R3 |
2,079.5 |
2,061.8 |
2,015.4 |
|
| R2 |
2,040.0 |
2,040.0 |
2,011.7 |
|
| R1 |
2,022.3 |
2,022.3 |
2,008.1 |
2,031.2 |
| PP |
2,000.5 |
2,000.5 |
2,000.5 |
2,005.0 |
| S1 |
1,982.8 |
1,982.8 |
2,000.9 |
1,991.7 |
| S2 |
1,961.0 |
1,961.0 |
1,997.3 |
|
| S3 |
1,921.5 |
1,943.3 |
1,993.6 |
|
| S4 |
1,882.0 |
1,903.8 |
1,982.8 |
|
|
| 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 |
1,934.9 |
147.1 |
7.3% |
60.7 |
3.0% |
47% |
False |
False |
63,543 |
| 10 |
2,082.0 |
1,887.7 |
194.3 |
9.7% |
49.1 |
2.4% |
60% |
False |
False |
36,912 |
| 20 |
2,082.0 |
1,824.4 |
257.6 |
12.9% |
41.9 |
2.1% |
70% |
False |
False |
23,402 |
| 40 |
2,082.0 |
1,783.8 |
298.2 |
14.9% |
30.1 |
1.5% |
74% |
False |
False |
14,915 |
| 60 |
2,082.0 |
1,757.6 |
324.4 |
16.2% |
26.4 |
1.3% |
76% |
False |
False |
10,884 |
| 80 |
2,082.0 |
1,757.6 |
324.4 |
16.2% |
25.1 |
1.3% |
76% |
False |
False |
8,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.2 |
|
2.618 |
2,121.7 |
|
1.618 |
2,082.2 |
|
1.000 |
2,057.8 |
|
0.618 |
2,042.7 |
|
HIGH |
2,018.3 |
|
0.618 |
2,003.2 |
|
0.500 |
1,998.6 |
|
0.382 |
1,993.9 |
|
LOW |
1,978.8 |
|
0.618 |
1,954.4 |
|
1.000 |
1,939.3 |
|
1.618 |
1,914.9 |
|
2.618 |
1,875.4 |
|
4.250 |
1,810.9 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.5 |
2,030.4 |
| PP |
2,000.5 |
2,021.8 |
| S1 |
1,998.6 |
2,013.1 |
|