| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,926.3 |
1,948.9 |
22.6 |
1.2% |
1,993.5 |
| High |
1,953.9 |
1,972.5 |
18.6 |
1.0% |
1,999.0 |
| Low |
1,920.7 |
1,942.9 |
22.2 |
1.2% |
1,900.4 |
| Close |
1,942.6 |
1,967.7 |
25.1 |
1.3% |
1,933.9 |
| Range |
33.2 |
29.6 |
-3.6 |
-10.8% |
98.6 |
| ATR |
38.2 |
37.6 |
-0.6 |
-1.6% |
0.0 |
| Volume |
57,219 |
71,406 |
14,187 |
24.8% |
188,517 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.8 |
2,038.4 |
1,984.0 |
|
| R3 |
2,020.2 |
2,008.8 |
1,975.8 |
|
| R2 |
1,990.6 |
1,990.6 |
1,973.1 |
|
| R1 |
1,979.2 |
1,979.2 |
1,970.4 |
1,984.9 |
| PP |
1,961.0 |
1,961.0 |
1,961.0 |
1,963.9 |
| S1 |
1,949.6 |
1,949.6 |
1,965.0 |
1,955.3 |
| S2 |
1,931.4 |
1,931.4 |
1,962.3 |
|
| S3 |
1,901.8 |
1,920.0 |
1,959.6 |
|
| S4 |
1,872.2 |
1,890.4 |
1,951.4 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.2 |
2,185.7 |
1,988.1 |
|
| R3 |
2,141.6 |
2,087.1 |
1,961.0 |
|
| R2 |
2,043.0 |
2,043.0 |
1,952.0 |
|
| R1 |
1,988.5 |
1,988.5 |
1,942.9 |
1,966.5 |
| PP |
1,944.4 |
1,944.4 |
1,944.4 |
1,933.4 |
| S1 |
1,889.9 |
1,889.9 |
1,924.9 |
1,867.9 |
| S2 |
1,845.8 |
1,845.8 |
1,915.8 |
|
| S3 |
1,747.2 |
1,791.3 |
1,906.8 |
|
| S4 |
1,648.6 |
1,692.7 |
1,879.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,972.5 |
1,915.5 |
57.0 |
2.9% |
29.0 |
1.5% |
92% |
True |
False |
52,899 |
| 10 |
2,007.6 |
1,900.4 |
107.2 |
5.4% |
33.9 |
1.7% |
63% |
False |
False |
50,063 |
| 20 |
2,082.0 |
1,887.7 |
194.3 |
9.9% |
41.5 |
2.1% |
41% |
False |
False |
43,488 |
| 40 |
2,082.0 |
1,783.8 |
298.2 |
15.2% |
33.9 |
1.7% |
62% |
False |
False |
25,830 |
| 60 |
2,082.0 |
1,783.8 |
298.2 |
15.2% |
29.1 |
1.5% |
62% |
False |
False |
19,069 |
| 80 |
2,082.0 |
1,757.6 |
324.4 |
16.5% |
26.3 |
1.3% |
65% |
False |
False |
14,706 |
| 100 |
2,082.0 |
1,757.6 |
324.4 |
16.5% |
25.8 |
1.3% |
65% |
False |
False |
12,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,098.3 |
|
2.618 |
2,050.0 |
|
1.618 |
2,020.4 |
|
1.000 |
2,002.1 |
|
0.618 |
1,990.8 |
|
HIGH |
1,972.5 |
|
0.618 |
1,961.2 |
|
0.500 |
1,957.7 |
|
0.382 |
1,954.2 |
|
LOW |
1,942.9 |
|
0.618 |
1,924.6 |
|
1.000 |
1,913.3 |
|
1.618 |
1,895.0 |
|
2.618 |
1,865.4 |
|
4.250 |
1,817.1 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.4 |
1,959.8 |
| PP |
1,961.0 |
1,951.9 |
| S1 |
1,957.7 |
1,944.0 |
|