| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,996.9 |
2,004.6 |
7.7 |
0.4% |
1,981.3 |
| High |
2,018.3 |
2,007.6 |
-10.7 |
-0.5% |
2,082.0 |
| Low |
1,978.8 |
1,964.8 |
-14.0 |
-0.7% |
1,964.8 |
| Close |
2,004.5 |
1,989.4 |
-15.1 |
-0.8% |
1,989.4 |
| Range |
39.5 |
42.8 |
3.3 |
8.4% |
117.2 |
| ATR |
40.9 |
41.0 |
0.1 |
0.3% |
0.0 |
| Volume |
94,688 |
84,983 |
-9,705 |
-10.2% |
390,437 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.7 |
2,095.3 |
2,012.9 |
|
| R3 |
2,072.9 |
2,052.5 |
2,001.2 |
|
| R2 |
2,030.1 |
2,030.1 |
1,997.2 |
|
| R1 |
2,009.7 |
2,009.7 |
1,993.3 |
1,998.5 |
| PP |
1,987.3 |
1,987.3 |
1,987.3 |
1,981.7 |
| S1 |
1,966.9 |
1,966.9 |
1,985.5 |
1,955.7 |
| S2 |
1,944.5 |
1,944.5 |
1,981.6 |
|
| S3 |
1,901.7 |
1,924.1 |
1,977.6 |
|
| S4 |
1,858.9 |
1,881.3 |
1,965.9 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,363.7 |
2,293.7 |
2,053.9 |
|
| R3 |
2,246.5 |
2,176.5 |
2,021.6 |
|
| R2 |
2,129.3 |
2,129.3 |
2,010.9 |
|
| R1 |
2,059.3 |
2,059.3 |
2,000.1 |
2,094.3 |
| PP |
2,012.1 |
2,012.1 |
2,012.1 |
2,029.6 |
| S1 |
1,942.1 |
1,942.1 |
1,978.7 |
1,977.1 |
| S2 |
1,894.9 |
1,894.9 |
1,967.9 |
|
| S3 |
1,777.7 |
1,824.9 |
1,957.2 |
|
| S4 |
1,660.5 |
1,707.7 |
1,924.9 |
|
|
| 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 |
1,964.8 |
117.2 |
5.9% |
60.6 |
3.0% |
21% |
False |
True |
78,087 |
| 10 |
2,082.0 |
1,895.5 |
186.5 |
9.4% |
49.4 |
2.5% |
50% |
False |
False |
44,589 |
| 20 |
2,082.0 |
1,824.4 |
257.6 |
12.9% |
43.0 |
2.2% |
64% |
False |
False |
26,939 |
| 40 |
2,082.0 |
1,783.8 |
298.2 |
15.0% |
30.8 |
1.5% |
69% |
False |
False |
16,896 |
| 60 |
2,082.0 |
1,757.6 |
324.4 |
16.3% |
26.8 |
1.3% |
71% |
False |
False |
12,277 |
| 80 |
2,082.0 |
1,757.6 |
324.4 |
16.3% |
25.5 |
1.3% |
71% |
False |
False |
9,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.5 |
|
2.618 |
2,119.7 |
|
1.618 |
2,076.9 |
|
1.000 |
2,050.4 |
|
0.618 |
2,034.1 |
|
HIGH |
2,007.6 |
|
0.618 |
1,991.3 |
|
0.500 |
1,986.2 |
|
0.382 |
1,981.1 |
|
LOW |
1,964.8 |
|
0.618 |
1,938.3 |
|
1.000 |
1,922.0 |
|
1.618 |
1,895.5 |
|
2.618 |
1,852.7 |
|
4.250 |
1,782.9 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.3 |
2,017.6 |
| PP |
1,987.3 |
2,008.2 |
| S1 |
1,986.2 |
1,998.8 |
|