| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,930.3 |
1,953.2 |
22.9 |
1.2% |
1,992.0 |
| High |
1,958.0 |
1,977.2 |
19.2 |
1.0% |
2,001.6 |
| Low |
1,925.9 |
1,948.4 |
22.5 |
1.2% |
1,905.0 |
| Close |
1,947.1 |
1,972.6 |
25.5 |
1.3% |
1,937.9 |
| Range |
32.1 |
28.8 |
-3.3 |
-10.3% |
96.6 |
| ATR |
37.2 |
36.7 |
-0.5 |
-1.4% |
0.0 |
| Volume |
3,795 |
2,975 |
-820 |
-21.6% |
13,623 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.5 |
2,041.3 |
1,988.4 |
|
| R3 |
2,023.7 |
2,012.5 |
1,980.5 |
|
| R2 |
1,994.9 |
1,994.9 |
1,977.9 |
|
| R1 |
1,983.7 |
1,983.7 |
1,975.2 |
1,989.3 |
| PP |
1,966.1 |
1,966.1 |
1,966.1 |
1,968.9 |
| S1 |
1,954.9 |
1,954.9 |
1,970.0 |
1,960.5 |
| S2 |
1,937.3 |
1,937.3 |
1,967.3 |
|
| S3 |
1,908.5 |
1,926.1 |
1,964.7 |
|
| S4 |
1,879.7 |
1,897.3 |
1,956.8 |
|
|
| 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 |
1,977.2 |
1,920.0 |
57.2 |
2.9% |
28.1 |
1.4% |
92% |
True |
False |
3,469 |
| 10 |
2,010.4 |
1,905.0 |
105.4 |
5.3% |
32.8 |
1.7% |
64% |
False |
False |
3,302 |
| 20 |
2,085.2 |
1,891.5 |
193.7 |
9.8% |
40.5 |
2.1% |
42% |
False |
False |
3,117 |
| 40 |
2,085.2 |
1,787.8 |
297.4 |
15.1% |
32.7 |
1.7% |
62% |
False |
False |
2,829 |
| 60 |
2,085.2 |
1,787.8 |
297.4 |
15.1% |
27.9 |
1.4% |
62% |
False |
False |
2,658 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.3% |
25.0 |
1.3% |
65% |
False |
False |
2,192 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.3% |
23.8 |
1.2% |
65% |
False |
False |
1,863 |
| 120 |
2,085.2 |
1,758.0 |
327.2 |
16.6% |
21.9 |
1.1% |
66% |
False |
False |
1,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.6 |
|
2.618 |
2,052.6 |
|
1.618 |
2,023.8 |
|
1.000 |
2,006.0 |
|
0.618 |
1,995.0 |
|
HIGH |
1,977.2 |
|
0.618 |
1,966.2 |
|
0.500 |
1,962.8 |
|
0.382 |
1,959.4 |
|
LOW |
1,948.4 |
|
0.618 |
1,930.6 |
|
1.000 |
1,919.6 |
|
1.618 |
1,901.8 |
|
2.618 |
1,873.0 |
|
4.250 |
1,826.0 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.3 |
1,964.6 |
| PP |
1,966.1 |
1,956.6 |
| S1 |
1,962.8 |
1,948.6 |
|