| 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 |
1,983.4 |
1,981.0 |
-2.4 |
-0.1% |
1,937.5 |
| High |
1,987.8 |
1,981.8 |
-6.0 |
-0.3% |
1,989.7 |
| Low |
1,966.9 |
1,939.6 |
-27.3 |
-1.4% |
1,930.5 |
| Close |
1,978.0 |
1,963.3 |
-14.7 |
-0.7% |
1,978.0 |
| Range |
20.9 |
42.2 |
21.3 |
101.9% |
59.2 |
| ATR |
34.6 |
35.2 |
0.5 |
1.6% |
0.0 |
| Volume |
2,838 |
1,555 |
-1,283 |
-45.2% |
8,297 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.2 |
2,067.9 |
1,986.5 |
|
| R3 |
2,046.0 |
2,025.7 |
1,974.9 |
|
| R2 |
2,003.8 |
2,003.8 |
1,971.0 |
|
| R1 |
1,983.5 |
1,983.5 |
1,967.2 |
1,972.6 |
| PP |
1,961.6 |
1,961.6 |
1,961.6 |
1,956.1 |
| S1 |
1,941.3 |
1,941.3 |
1,959.4 |
1,930.4 |
| S2 |
1,919.4 |
1,919.4 |
1,955.6 |
|
| S3 |
1,877.2 |
1,899.1 |
1,951.7 |
|
| S4 |
1,835.0 |
1,856.9 |
1,940.1 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.7 |
2,120.0 |
2,010.6 |
|
| R3 |
2,084.5 |
2,060.8 |
1,994.3 |
|
| R2 |
2,025.3 |
2,025.3 |
1,988.9 |
|
| R1 |
2,001.6 |
2,001.6 |
1,983.4 |
2,013.5 |
| PP |
1,966.1 |
1,966.1 |
1,966.1 |
1,972.0 |
| S1 |
1,942.4 |
1,942.4 |
1,972.6 |
1,954.3 |
| S2 |
1,906.9 |
1,906.9 |
1,967.1 |
|
| S3 |
1,847.7 |
1,883.2 |
1,961.7 |
|
| S4 |
1,788.5 |
1,824.0 |
1,945.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,989.7 |
1,930.5 |
59.2 |
3.0% |
30.7 |
1.6% |
55% |
False |
False |
1,656 |
| 10 |
1,989.7 |
1,915.9 |
73.8 |
3.8% |
29.6 |
1.5% |
64% |
False |
False |
1,766 |
| 20 |
2,091.4 |
1,915.9 |
175.5 |
8.9% |
38.1 |
1.9% |
27% |
False |
False |
1,563 |
| 40 |
2,091.4 |
1,800.0 |
291.4 |
14.8% |
32.1 |
1.6% |
56% |
False |
False |
1,342 |
| 60 |
2,091.4 |
1,793.5 |
297.9 |
15.2% |
27.5 |
1.4% |
57% |
False |
False |
1,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.2 |
|
2.618 |
2,092.3 |
|
1.618 |
2,050.1 |
|
1.000 |
2,024.0 |
|
0.618 |
2,007.9 |
|
HIGH |
1,981.8 |
|
0.618 |
1,965.7 |
|
0.500 |
1,960.7 |
|
0.382 |
1,955.7 |
|
LOW |
1,939.6 |
|
0.618 |
1,913.5 |
|
1.000 |
1,897.4 |
|
1.618 |
1,871.3 |
|
2.618 |
1,829.1 |
|
4.250 |
1,760.3 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,962.4 |
1,964.7 |
| PP |
1,961.6 |
1,964.2 |
| S1 |
1,960.7 |
1,963.8 |
|