| 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 |
1,964.6 |
1,928.8 |
-35.8 |
-1.8% |
1,985.0 |
| High |
1,964.6 |
1,938.3 |
-26.3 |
-1.3% |
2,085.2 |
| Low |
1,918.0 |
1,905.0 |
-13.0 |
-0.7% |
1,968.8 |
| Close |
1,938.5 |
1,918.3 |
-20.2 |
-1.0% |
1,993.1 |
| Range |
46.6 |
33.3 |
-13.3 |
-28.5% |
116.4 |
| ATR |
40.9 |
40.4 |
-0.5 |
-1.3% |
0.0 |
| Volume |
2,977 |
3,839 |
862 |
29.0% |
22,700 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.4 |
2,002.7 |
1,936.6 |
|
| R3 |
1,987.1 |
1,969.4 |
1,927.5 |
|
| R2 |
1,953.8 |
1,953.8 |
1,924.4 |
|
| R1 |
1,936.1 |
1,936.1 |
1,921.4 |
1,928.3 |
| PP |
1,920.5 |
1,920.5 |
1,920.5 |
1,916.7 |
| S1 |
1,902.8 |
1,902.8 |
1,915.2 |
1,895.0 |
| S2 |
1,887.2 |
1,887.2 |
1,912.2 |
|
| S3 |
1,853.9 |
1,869.5 |
1,909.1 |
|
| S4 |
1,820.6 |
1,836.2 |
1,900.0 |
|
|
| 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 |
2,021.1 |
1,905.0 |
116.1 |
6.1% |
40.2 |
2.1% |
11% |
False |
True |
3,213 |
| 10 |
2,085.2 |
1,905.0 |
180.2 |
9.4% |
48.1 |
2.5% |
7% |
False |
True |
3,424 |
| 20 |
2,085.2 |
1,860.0 |
225.2 |
11.7% |
42.8 |
2.2% |
26% |
False |
False |
2,769 |
| 40 |
2,085.2 |
1,787.8 |
297.4 |
15.5% |
31.6 |
1.6% |
44% |
False |
False |
2,536 |
| 60 |
2,085.2 |
1,787.8 |
297.4 |
15.5% |
26.5 |
1.4% |
44% |
False |
False |
2,370 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.8% |
24.6 |
1.3% |
48% |
False |
False |
1,971 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.8% |
23.0 |
1.2% |
48% |
False |
False |
1,687 |
| 120 |
2,085.2 |
1,729.2 |
356.0 |
18.6% |
21.2 |
1.1% |
53% |
False |
False |
1,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,079.8 |
|
2.618 |
2,025.5 |
|
1.618 |
1,992.2 |
|
1.000 |
1,971.6 |
|
0.618 |
1,958.9 |
|
HIGH |
1,938.3 |
|
0.618 |
1,925.6 |
|
0.500 |
1,921.7 |
|
0.382 |
1,917.7 |
|
LOW |
1,905.0 |
|
0.618 |
1,884.4 |
|
1.000 |
1,871.7 |
|
1.618 |
1,851.1 |
|
2.618 |
1,817.8 |
|
4.250 |
1,763.5 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,921.7 |
1,953.3 |
| PP |
1,920.5 |
1,941.6 |
| S1 |
1,919.4 |
1,930.0 |
|