| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,930.0 |
1,942.5 |
12.5 |
0.6% |
1,931.0 |
| High |
1,948.3 |
1,960.4 |
12.1 |
0.6% |
1,977.2 |
| Low |
1,925.4 |
1,928.6 |
3.2 |
0.2% |
1,920.0 |
| Close |
1,944.1 |
1,959.5 |
15.4 |
0.8% |
1,964.9 |
| Range |
22.9 |
31.8 |
8.9 |
38.9% |
57.2 |
| ATR |
36.3 |
36.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
3,763 |
7,313 |
3,550 |
94.3% |
18,046 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.9 |
2,034.0 |
1,977.0 |
|
| R3 |
2,013.1 |
2,002.2 |
1,968.2 |
|
| R2 |
1,981.3 |
1,981.3 |
1,965.3 |
|
| R1 |
1,970.4 |
1,970.4 |
1,962.4 |
1,975.9 |
| PP |
1,949.5 |
1,949.5 |
1,949.5 |
1,952.2 |
| S1 |
1,938.6 |
1,938.6 |
1,956.6 |
1,944.1 |
| S2 |
1,917.7 |
1,917.7 |
1,953.7 |
|
| S3 |
1,885.9 |
1,906.8 |
1,950.8 |
|
| S4 |
1,854.1 |
1,875.0 |
1,942.0 |
|
|
| 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 |
1,974.0 |
1,899.0 |
75.0 |
3.8% |
31.3 |
1.6% |
81% |
False |
False |
4,788 |
| 10 |
1,977.2 |
1,899.0 |
78.2 |
4.0% |
29.7 |
1.5% |
77% |
False |
False |
4,129 |
| 20 |
2,085.2 |
1,899.0 |
186.2 |
9.5% |
39.1 |
2.0% |
32% |
False |
False |
3,781 |
| 40 |
2,085.2 |
1,794.9 |
290.3 |
14.8% |
34.5 |
1.8% |
57% |
False |
False |
3,114 |
| 60 |
2,085.2 |
1,787.8 |
297.4 |
15.2% |
28.9 |
1.5% |
58% |
False |
False |
2,984 |
| 80 |
2,085.2 |
1,763.2 |
322.0 |
16.4% |
25.6 |
1.3% |
61% |
False |
False |
2,460 |
| 100 |
2,085.2 |
1,763.2 |
322.0 |
16.4% |
24.4 |
1.2% |
61% |
False |
False |
2,080 |
| 120 |
2,085.2 |
1,758.0 |
327.2 |
16.7% |
22.6 |
1.2% |
62% |
False |
False |
1,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.6 |
|
2.618 |
2,043.7 |
|
1.618 |
2,011.9 |
|
1.000 |
1,992.2 |
|
0.618 |
1,980.1 |
|
HIGH |
1,960.4 |
|
0.618 |
1,948.3 |
|
0.500 |
1,944.5 |
|
0.382 |
1,940.7 |
|
LOW |
1,928.6 |
|
0.618 |
1,908.9 |
|
1.000 |
1,896.8 |
|
1.618 |
1,877.1 |
|
2.618 |
1,845.3 |
|
4.250 |
1,793.5 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.5 |
1,949.6 |
| PP |
1,949.5 |
1,939.6 |
| S1 |
1,944.5 |
1,929.7 |
|