| 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 |
2,002.5 |
2,010.4 |
7.9 |
0.4% |
1,985.0 |
| High |
2,021.1 |
2,010.4 |
-10.7 |
-0.5% |
2,085.2 |
| Low |
1,982.3 |
1,968.8 |
-13.5 |
-0.7% |
1,968.8 |
| Close |
2,008.2 |
1,993.1 |
-15.1 |
-0.8% |
1,993.1 |
| Range |
38.8 |
41.6 |
2.8 |
7.2% |
116.4 |
| ATR |
39.9 |
40.0 |
0.1 |
0.3% |
0.0 |
| Volume |
2,660 |
5,675 |
3,015 |
113.3% |
22,700 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.6 |
2,095.9 |
2,016.0 |
|
| R3 |
2,074.0 |
2,054.3 |
2,004.5 |
|
| R2 |
2,032.4 |
2,032.4 |
2,000.7 |
|
| R1 |
2,012.7 |
2,012.7 |
1,996.9 |
2,001.8 |
| PP |
1,990.8 |
1,990.8 |
1,990.8 |
1,985.3 |
| S1 |
1,971.1 |
1,971.1 |
1,989.3 |
1,960.2 |
| S2 |
1,949.2 |
1,949.2 |
1,985.5 |
|
| S3 |
1,907.6 |
1,929.5 |
1,981.7 |
|
| S4 |
1,866.0 |
1,887.9 |
1,970.2 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.9 |
2,295.4 |
2,057.1 |
|
| R3 |
2,248.5 |
2,179.0 |
2,025.1 |
|
| R2 |
2,132.1 |
2,132.1 |
2,014.4 |
|
| R1 |
2,062.6 |
2,062.6 |
2,003.8 |
2,097.4 |
| PP |
2,015.7 |
2,015.7 |
2,015.7 |
2,033.1 |
| S1 |
1,946.2 |
1,946.2 |
1,982.4 |
1,981.0 |
| S2 |
1,899.3 |
1,899.3 |
1,971.8 |
|
| S3 |
1,782.9 |
1,829.8 |
1,961.1 |
|
| S4 |
1,666.5 |
1,713.4 |
1,929.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,085.2 |
1,968.8 |
116.4 |
5.8% |
59.4 |
3.0% |
21% |
False |
True |
4,540 |
| 10 |
2,085.2 |
1,899.2 |
186.0 |
9.3% |
48.4 |
2.4% |
50% |
False |
False |
3,257 |
| 20 |
2,085.2 |
1,830.0 |
255.2 |
12.8% |
41.8 |
2.1% |
64% |
False |
False |
2,803 |
| 40 |
2,085.2 |
1,787.8 |
297.4 |
14.9% |
29.7 |
1.5% |
69% |
False |
False |
2,575 |
| 60 |
2,085.2 |
1,763.2 |
322.0 |
16.2% |
25.4 |
1.3% |
71% |
False |
False |
2,259 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.2% |
23.6 |
1.2% |
71% |
False |
False |
1,889 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.2% |
22.1 |
1.1% |
71% |
False |
False |
1,611 |
| 120 |
2,085.2 |
1,729.2 |
356.0 |
17.9% |
20.5 |
1.0% |
74% |
False |
False |
1,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.2 |
|
2.618 |
2,119.3 |
|
1.618 |
2,077.7 |
|
1.000 |
2,052.0 |
|
0.618 |
2,036.1 |
|
HIGH |
2,010.4 |
|
0.618 |
1,994.5 |
|
0.500 |
1,989.6 |
|
0.382 |
1,984.7 |
|
LOW |
1,968.8 |
|
0.618 |
1,943.1 |
|
1.000 |
1,927.2 |
|
1.618 |
1,901.5 |
|
2.618 |
1,859.9 |
|
4.250 |
1,792.0 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,991.9 |
2,020.9 |
| PP |
1,990.8 |
2,011.6 |
| S1 |
1,989.6 |
2,002.4 |
|