| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,993.5 |
1,958.7 |
-34.8 |
-1.7% |
1,981.3 |
| High |
1,999.0 |
1,961.1 |
-37.9 |
-1.9% |
2,082.0 |
| Low |
1,956.7 |
1,913.5 |
-43.2 |
-2.2% |
1,964.8 |
| Close |
1,965.5 |
1,934.7 |
-30.8 |
-1.6% |
1,989.4 |
| Range |
42.3 |
47.6 |
5.3 |
12.5% |
117.2 |
| ATR |
41.1 |
41.9 |
0.8 |
1.9% |
0.0 |
| Volume |
24,886 |
49,525 |
24,639 |
99.0% |
390,437 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.2 |
2,054.6 |
1,960.9 |
|
| R3 |
2,031.6 |
2,007.0 |
1,947.8 |
|
| R2 |
1,984.0 |
1,984.0 |
1,943.4 |
|
| R1 |
1,959.4 |
1,959.4 |
1,939.1 |
1,947.9 |
| PP |
1,936.4 |
1,936.4 |
1,936.4 |
1,930.7 |
| S1 |
1,911.8 |
1,911.8 |
1,930.3 |
1,900.3 |
| S2 |
1,888.8 |
1,888.8 |
1,926.0 |
|
| S3 |
1,841.2 |
1,864.2 |
1,921.6 |
|
| S4 |
1,793.6 |
1,816.6 |
1,908.5 |
|
|
| 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 |
2,070.4 |
1,913.5 |
156.9 |
8.1% |
51.6 |
2.7% |
14% |
False |
True |
63,572 |
| 10 |
2,082.0 |
1,913.5 |
168.5 |
8.7% |
49.2 |
2.5% |
13% |
False |
True |
50,156 |
| 20 |
2,082.0 |
1,849.2 |
232.8 |
12.0% |
44.0 |
2.3% |
37% |
False |
False |
29,935 |
| 40 |
2,082.0 |
1,783.8 |
298.2 |
15.4% |
32.3 |
1.7% |
51% |
False |
False |
18,419 |
| 60 |
2,082.0 |
1,783.8 |
298.2 |
15.4% |
27.4 |
1.4% |
51% |
False |
False |
13,465 |
| 80 |
2,082.0 |
1,757.6 |
324.4 |
16.8% |
26.1 |
1.3% |
55% |
False |
False |
10,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.4 |
|
2.618 |
2,085.7 |
|
1.618 |
2,038.1 |
|
1.000 |
2,008.7 |
|
0.618 |
1,990.5 |
|
HIGH |
1,961.1 |
|
0.618 |
1,942.9 |
|
0.500 |
1,937.3 |
|
0.382 |
1,931.7 |
|
LOW |
1,913.5 |
|
0.618 |
1,884.1 |
|
1.000 |
1,865.9 |
|
1.618 |
1,836.5 |
|
2.618 |
1,788.9 |
|
4.250 |
1,711.2 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,937.3 |
1,960.6 |
| PP |
1,936.4 |
1,951.9 |
| S1 |
1,935.6 |
1,943.3 |
|