| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,928.8 |
1,934.5 |
5.7 |
0.3% |
1,985.0 |
| High |
1,938.3 |
1,959.2 |
20.9 |
1.1% |
2,085.2 |
| Low |
1,905.0 |
1,933.9 |
28.9 |
1.5% |
1,968.8 |
| Close |
1,918.3 |
1,952.1 |
33.8 |
1.8% |
1,993.1 |
| Range |
33.3 |
25.3 |
-8.0 |
-24.0% |
116.4 |
| ATR |
40.4 |
40.4 |
0.0 |
0.1% |
0.0 |
| Volume |
3,839 |
2,273 |
-1,566 |
-40.8% |
22,700 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,024.3 |
2,013.5 |
1,966.0 |
|
| R3 |
1,999.0 |
1,988.2 |
1,959.1 |
|
| R2 |
1,973.7 |
1,973.7 |
1,956.7 |
|
| R1 |
1,962.9 |
1,962.9 |
1,954.4 |
1,968.3 |
| PP |
1,948.4 |
1,948.4 |
1,948.4 |
1,951.1 |
| S1 |
1,937.6 |
1,937.6 |
1,949.8 |
1,943.0 |
| S2 |
1,923.1 |
1,923.1 |
1,947.5 |
|
| S3 |
1,897.8 |
1,912.3 |
1,945.1 |
|
| S4 |
1,872.5 |
1,887.0 |
1,938.2 |
|
|
| 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 |
2,010.4 |
1,905.0 |
105.4 |
5.4% |
37.5 |
1.9% |
45% |
False |
False |
3,136 |
| 10 |
2,085.2 |
1,905.0 |
180.2 |
9.2% |
48.5 |
2.5% |
26% |
False |
False |
3,433 |
| 20 |
2,085.2 |
1,878.5 |
206.7 |
10.6% |
43.0 |
2.2% |
36% |
False |
False |
2,792 |
| 40 |
2,085.2 |
1,787.8 |
297.4 |
15.2% |
31.4 |
1.6% |
55% |
False |
False |
2,571 |
| 60 |
2,085.2 |
1,787.8 |
297.4 |
15.2% |
26.7 |
1.4% |
55% |
False |
False |
2,404 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.5% |
24.7 |
1.3% |
59% |
False |
False |
1,995 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.5% |
23.0 |
1.2% |
59% |
False |
False |
1,708 |
| 120 |
2,085.2 |
1,729.2 |
356.0 |
18.2% |
21.4 |
1.1% |
63% |
False |
False |
1,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,066.7 |
|
2.618 |
2,025.4 |
|
1.618 |
2,000.1 |
|
1.000 |
1,984.5 |
|
0.618 |
1,974.8 |
|
HIGH |
1,959.2 |
|
0.618 |
1,949.5 |
|
0.500 |
1,946.6 |
|
0.382 |
1,943.6 |
|
LOW |
1,933.9 |
|
0.618 |
1,918.3 |
|
1.000 |
1,908.6 |
|
1.618 |
1,893.0 |
|
2.618 |
1,867.7 |
|
4.250 |
1,826.4 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,950.3 |
1,946.3 |
| PP |
1,948.4 |
1,940.6 |
| S1 |
1,946.6 |
1,934.8 |
|