| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,958.7 |
1,924.9 |
-33.8 |
-1.7% |
1,981.3 |
| High |
1,961.1 |
1,934.8 |
-26.3 |
-1.3% |
2,082.0 |
| Low |
1,913.5 |
1,900.4 |
-13.1 |
-0.7% |
1,964.8 |
| Close |
1,934.7 |
1,914.3 |
-20.4 |
-1.1% |
1,989.4 |
| Range |
47.6 |
34.4 |
-13.2 |
-27.7% |
117.2 |
| ATR |
41.9 |
41.4 |
-0.5 |
-1.3% |
0.0 |
| Volume |
49,525 |
40,173 |
-9,352 |
-18.9% |
390,437 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.7 |
2,001.4 |
1,933.2 |
|
| R3 |
1,985.3 |
1,967.0 |
1,923.8 |
|
| R2 |
1,950.9 |
1,950.9 |
1,920.6 |
|
| R1 |
1,932.6 |
1,932.6 |
1,917.5 |
1,924.6 |
| PP |
1,916.5 |
1,916.5 |
1,916.5 |
1,912.5 |
| S1 |
1,898.2 |
1,898.2 |
1,911.1 |
1,890.2 |
| S2 |
1,882.1 |
1,882.1 |
1,908.0 |
|
| S3 |
1,847.7 |
1,863.8 |
1,904.8 |
|
| S4 |
1,813.3 |
1,829.4 |
1,895.4 |
|
|
| 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 |
2,018.3 |
1,900.4 |
117.9 |
6.2% |
41.3 |
2.2% |
12% |
False |
True |
58,851 |
| 10 |
2,082.0 |
1,900.4 |
181.6 |
9.5% |
49.2 |
2.6% |
8% |
False |
True |
53,157 |
| 20 |
2,082.0 |
1,855.4 |
226.6 |
11.8% |
43.9 |
2.3% |
26% |
False |
False |
31,692 |
| 40 |
2,082.0 |
1,783.8 |
298.2 |
15.6% |
32.7 |
1.7% |
44% |
False |
False |
19,204 |
| 60 |
2,082.0 |
1,783.8 |
298.2 |
15.6% |
27.7 |
1.4% |
44% |
False |
False |
14,124 |
| 80 |
2,082.0 |
1,757.6 |
324.4 |
16.9% |
26.3 |
1.4% |
48% |
False |
False |
11,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.0 |
|
2.618 |
2,024.9 |
|
1.618 |
1,990.5 |
|
1.000 |
1,969.2 |
|
0.618 |
1,956.1 |
|
HIGH |
1,934.8 |
|
0.618 |
1,921.7 |
|
0.500 |
1,917.6 |
|
0.382 |
1,913.5 |
|
LOW |
1,900.4 |
|
0.618 |
1,879.1 |
|
1.000 |
1,866.0 |
|
1.618 |
1,844.7 |
|
2.618 |
1,810.3 |
|
4.250 |
1,754.2 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,917.6 |
1,949.7 |
| PP |
1,916.5 |
1,937.9 |
| S1 |
1,915.4 |
1,926.1 |
|