| 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 |
1,942.8 |
1,955.3 |
12.5 |
0.6% |
1,937.5 |
| High |
1,959.9 |
1,973.3 |
13.4 |
0.7% |
1,989.7 |
| Low |
1,938.5 |
1,941.4 |
2.9 |
0.1% |
1,930.5 |
| Close |
1,956.6 |
1,972.5 |
15.9 |
0.8% |
1,978.0 |
| Range |
21.4 |
31.9 |
10.5 |
49.1% |
59.2 |
| ATR |
35.4 |
35.2 |
-0.3 |
-0.7% |
0.0 |
| Volume |
1,221 |
2,785 |
1,564 |
128.1% |
8,297 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.1 |
2,047.2 |
1,990.0 |
|
| R3 |
2,026.2 |
2,015.3 |
1,981.3 |
|
| R2 |
1,994.3 |
1,994.3 |
1,978.3 |
|
| R1 |
1,983.4 |
1,983.4 |
1,975.4 |
1,988.9 |
| PP |
1,962.4 |
1,962.4 |
1,962.4 |
1,965.1 |
| S1 |
1,951.5 |
1,951.5 |
1,969.6 |
1,957.0 |
| S2 |
1,930.5 |
1,930.5 |
1,966.7 |
|
| S3 |
1,898.6 |
1,919.6 |
1,963.7 |
|
| S4 |
1,866.7 |
1,887.7 |
1,955.0 |
|
|
| 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 |
1,987.8 |
1,912.2 |
75.6 |
3.8% |
30.2 |
1.5% |
80% |
False |
False |
2,274 |
| 10 |
1,989.7 |
1,912.2 |
77.5 |
3.9% |
28.3 |
1.4% |
78% |
False |
False |
1,928 |
| 20 |
2,091.4 |
1,912.2 |
179.2 |
9.1% |
37.7 |
1.9% |
34% |
False |
False |
1,775 |
| 40 |
2,091.4 |
1,802.1 |
289.3 |
14.7% |
33.3 |
1.7% |
59% |
False |
False |
1,474 |
| 60 |
2,091.4 |
1,793.5 |
297.9 |
15.1% |
27.9 |
1.4% |
60% |
False |
False |
1,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,108.9 |
|
2.618 |
2,056.8 |
|
1.618 |
2,024.9 |
|
1.000 |
2,005.2 |
|
0.618 |
1,993.0 |
|
HIGH |
1,973.3 |
|
0.618 |
1,961.1 |
|
0.500 |
1,957.4 |
|
0.382 |
1,953.6 |
|
LOW |
1,941.4 |
|
0.618 |
1,921.7 |
|
1.000 |
1,909.5 |
|
1.618 |
1,889.8 |
|
2.618 |
1,857.9 |
|
4.250 |
1,805.8 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,967.5 |
1,962.6 |
| PP |
1,962.4 |
1,952.7 |
| S1 |
1,957.4 |
1,942.8 |
|