| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,972.3 |
1,967.8 |
-4.5 |
-0.2% |
1,931.0 |
| High |
1,974.0 |
1,968.3 |
-5.7 |
-0.3% |
1,977.2 |
| Low |
1,953.5 |
1,926.0 |
-27.5 |
-1.4% |
1,920.0 |
| Close |
1,964.9 |
1,949.9 |
-15.0 |
-0.8% |
1,964.9 |
| Range |
20.5 |
42.3 |
21.8 |
106.3% |
57.2 |
| ATR |
35.6 |
36.1 |
0.5 |
1.3% |
0.0 |
| Volume |
4,315 |
2,934 |
-1,381 |
-32.0% |
18,046 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.0 |
2,054.7 |
1,973.2 |
|
| R3 |
2,032.7 |
2,012.4 |
1,961.5 |
|
| R2 |
1,990.4 |
1,990.4 |
1,957.7 |
|
| R1 |
1,970.1 |
1,970.1 |
1,953.8 |
1,959.1 |
| PP |
1,948.1 |
1,948.1 |
1,948.1 |
1,942.6 |
| S1 |
1,927.8 |
1,927.8 |
1,946.0 |
1,916.8 |
| S2 |
1,905.8 |
1,905.8 |
1,942.1 |
|
| S3 |
1,863.5 |
1,885.5 |
1,938.3 |
|
| S4 |
1,821.2 |
1,843.2 |
1,926.6 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.6 |
2,102.5 |
1,996.4 |
|
| R3 |
2,068.4 |
2,045.3 |
1,980.6 |
|
| R2 |
2,011.2 |
2,011.2 |
1,975.4 |
|
| R1 |
1,988.1 |
1,988.1 |
1,970.1 |
1,999.7 |
| PP |
1,954.0 |
1,954.0 |
1,954.0 |
1,959.8 |
| S1 |
1,930.9 |
1,930.9 |
1,959.7 |
1,942.5 |
| S2 |
1,896.8 |
1,896.8 |
1,954.4 |
|
| S3 |
1,839.6 |
1,873.7 |
1,949.2 |
|
| S4 |
1,782.4 |
1,816.5 |
1,933.4 |
|
|
| 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% |
30.5 |
1.6% |
52% |
False |
False |
3,577 |
| 10 |
1,977.2 |
1,905.0 |
72.2 |
3.7% |
30.9 |
1.6% |
62% |
False |
False |
3,368 |
| 20 |
2,085.2 |
1,905.0 |
180.2 |
9.2% |
39.5 |
2.0% |
25% |
False |
False |
3,291 |
| 40 |
2,085.2 |
1,792.4 |
292.8 |
15.0% |
33.2 |
1.7% |
54% |
False |
False |
2,814 |
| 60 |
2,085.2 |
1,787.8 |
297.4 |
15.3% |
28.3 |
1.5% |
55% |
False |
False |
2,765 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.5% |
25.1 |
1.3% |
58% |
False |
False |
2,274 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.5% |
24.2 |
1.2% |
58% |
False |
False |
1,933 |
| 120 |
2,085.2 |
1,758.0 |
327.2 |
16.8% |
22.2 |
1.1% |
59% |
False |
False |
1,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.1 |
|
2.618 |
2,079.0 |
|
1.618 |
2,036.7 |
|
1.000 |
2,010.6 |
|
0.618 |
1,994.4 |
|
HIGH |
1,968.3 |
|
0.618 |
1,952.1 |
|
0.500 |
1,947.2 |
|
0.382 |
1,942.2 |
|
LOW |
1,926.0 |
|
0.618 |
1,899.9 |
|
1.000 |
1,883.7 |
|
1.618 |
1,857.6 |
|
2.618 |
1,815.3 |
|
4.250 |
1,746.2 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,949.0 |
1,951.6 |
| PP |
1,948.1 |
1,951.0 |
| S1 |
1,947.2 |
1,950.5 |
|