| 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 |
1,992.0 |
1,964.6 |
-27.4 |
-1.4% |
1,985.0 |
| High |
2,001.6 |
1,964.6 |
-37.0 |
-1.8% |
2,085.2 |
| Low |
1,960.8 |
1,918.0 |
-42.8 |
-2.2% |
1,968.8 |
| Close |
1,969.3 |
1,938.5 |
-30.8 |
-1.6% |
1,993.1 |
| Range |
40.8 |
46.6 |
5.8 |
14.2% |
116.4 |
| ATR |
40.1 |
40.9 |
0.8 |
2.0% |
0.0 |
| Volume |
916 |
2,977 |
2,061 |
225.0% |
22,700 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.2 |
2,055.9 |
1,964.1 |
|
| R3 |
2,033.6 |
2,009.3 |
1,951.3 |
|
| R2 |
1,987.0 |
1,987.0 |
1,947.0 |
|
| R1 |
1,962.7 |
1,962.7 |
1,942.8 |
1,951.6 |
| PP |
1,940.4 |
1,940.4 |
1,940.4 |
1,934.8 |
| S1 |
1,916.1 |
1,916.1 |
1,934.2 |
1,905.0 |
| S2 |
1,893.8 |
1,893.8 |
1,930.0 |
|
| S3 |
1,847.2 |
1,869.5 |
1,925.7 |
|
| S4 |
1,800.6 |
1,822.9 |
1,912.9 |
|
|
| 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 |
2,073.0 |
1,918.0 |
155.0 |
8.0% |
50.6 |
2.6% |
13% |
False |
True |
3,068 |
| 10 |
2,085.2 |
1,918.0 |
167.2 |
8.6% |
48.2 |
2.5% |
12% |
False |
True |
3,365 |
| 20 |
2,085.2 |
1,853.7 |
231.5 |
11.9% |
42.9 |
2.2% |
37% |
False |
False |
2,680 |
| 40 |
2,085.2 |
1,787.8 |
297.4 |
15.3% |
31.2 |
1.6% |
51% |
False |
False |
2,562 |
| 60 |
2,085.2 |
1,787.8 |
297.4 |
15.3% |
26.2 |
1.4% |
51% |
False |
False |
2,312 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.6% |
24.3 |
1.3% |
54% |
False |
False |
1,931 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.6% |
22.8 |
1.2% |
54% |
False |
False |
1,649 |
| 120 |
2,085.2 |
1,729.2 |
356.0 |
18.4% |
21.1 |
1.1% |
59% |
False |
False |
1,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.7 |
|
2.618 |
2,086.6 |
|
1.618 |
2,040.0 |
|
1.000 |
2,011.2 |
|
0.618 |
1,993.4 |
|
HIGH |
1,964.6 |
|
0.618 |
1,946.8 |
|
0.500 |
1,941.3 |
|
0.382 |
1,935.8 |
|
LOW |
1,918.0 |
|
0.618 |
1,889.2 |
|
1.000 |
1,871.4 |
|
1.618 |
1,842.6 |
|
2.618 |
1,796.0 |
|
4.250 |
1,720.0 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,941.3 |
1,964.2 |
| PP |
1,940.4 |
1,955.6 |
| S1 |
1,939.4 |
1,947.1 |
|