| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,934.5 |
1,950.7 |
16.2 |
0.8% |
1,992.0 |
| High |
1,959.2 |
1,953.0 |
-6.2 |
-0.3% |
2,001.6 |
| Low |
1,933.9 |
1,926.8 |
-7.1 |
-0.4% |
1,905.0 |
| Close |
1,952.1 |
1,937.9 |
-14.2 |
-0.7% |
1,937.9 |
| Range |
25.3 |
26.2 |
0.9 |
3.6% |
96.6 |
| ATR |
40.4 |
39.4 |
-1.0 |
-2.5% |
0.0 |
| Volume |
2,273 |
3,618 |
1,345 |
59.2% |
13,623 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,017.8 |
2,004.1 |
1,952.3 |
|
| R3 |
1,991.6 |
1,977.9 |
1,945.1 |
|
| R2 |
1,965.4 |
1,965.4 |
1,942.7 |
|
| R1 |
1,951.7 |
1,951.7 |
1,940.3 |
1,945.5 |
| PP |
1,939.2 |
1,939.2 |
1,939.2 |
1,936.1 |
| S1 |
1,925.5 |
1,925.5 |
1,935.5 |
1,919.3 |
| S2 |
1,913.0 |
1,913.0 |
1,933.1 |
|
| S3 |
1,886.8 |
1,899.3 |
1,930.7 |
|
| S4 |
1,860.6 |
1,873.1 |
1,923.5 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.0 |
2,184.5 |
1,991.0 |
|
| R3 |
2,141.4 |
2,087.9 |
1,964.5 |
|
| R2 |
2,044.8 |
2,044.8 |
1,955.6 |
|
| R1 |
1,991.3 |
1,991.3 |
1,946.8 |
1,969.8 |
| PP |
1,948.2 |
1,948.2 |
1,948.2 |
1,937.4 |
| S1 |
1,894.7 |
1,894.7 |
1,929.0 |
1,873.2 |
| S2 |
1,851.6 |
1,851.6 |
1,920.2 |
|
| S3 |
1,755.0 |
1,798.1 |
1,911.3 |
|
| S4 |
1,658.4 |
1,701.5 |
1,884.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,001.6 |
1,905.0 |
96.6 |
5.0% |
34.4 |
1.8% |
34% |
False |
False |
2,724 |
| 10 |
2,085.2 |
1,905.0 |
180.2 |
9.3% |
46.9 |
2.4% |
18% |
False |
False |
3,632 |
| 20 |
2,085.2 |
1,885.6 |
199.6 |
10.3% |
42.7 |
2.2% |
26% |
False |
False |
2,902 |
| 40 |
2,085.2 |
1,787.8 |
297.4 |
15.3% |
31.8 |
1.6% |
50% |
False |
False |
2,625 |
| 60 |
2,085.2 |
1,787.8 |
297.4 |
15.3% |
26.8 |
1.4% |
50% |
False |
False |
2,457 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.6% |
24.5 |
1.3% |
54% |
False |
False |
2,035 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.6% |
23.3 |
1.2% |
54% |
False |
False |
1,737 |
| 120 |
2,085.2 |
1,729.2 |
356.0 |
18.4% |
21.6 |
1.1% |
59% |
False |
False |
1,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.4 |
|
2.618 |
2,021.6 |
|
1.618 |
1,995.4 |
|
1.000 |
1,979.2 |
|
0.618 |
1,969.2 |
|
HIGH |
1,953.0 |
|
0.618 |
1,943.0 |
|
0.500 |
1,939.9 |
|
0.382 |
1,936.8 |
|
LOW |
1,926.8 |
|
0.618 |
1,910.6 |
|
1.000 |
1,900.6 |
|
1.618 |
1,884.4 |
|
2.618 |
1,858.2 |
|
4.250 |
1,815.5 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,939.9 |
1,936.0 |
| PP |
1,939.2 |
1,934.0 |
| S1 |
1,938.6 |
1,932.1 |
|