| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
13,795.0 |
13,887.0 |
92.0 |
0.7% |
12,676.0 |
| High |
14,088.0 |
14,030.0 |
-58.0 |
-0.4% |
14,112.0 |
| Low |
13,722.0 |
13,591.0 |
-131.0 |
-1.0% |
12,448.0 |
| Close |
13,953.0 |
13,933.0 |
-20.0 |
-0.1% |
13,659.0 |
| Range |
366.0 |
439.0 |
73.0 |
19.9% |
1,664.0 |
| ATR |
532.5 |
525.8 |
-6.7 |
-1.3% |
0.0 |
| Volume |
38,121 |
55,173 |
17,052 |
44.7% |
15,931 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,168.3 |
14,989.7 |
14,174.5 |
|
| R3 |
14,729.3 |
14,550.7 |
14,053.7 |
|
| R2 |
14,290.3 |
14,290.3 |
14,013.5 |
|
| R1 |
14,111.7 |
14,111.7 |
13,973.2 |
14,201.0 |
| PP |
13,851.3 |
13,851.3 |
13,851.3 |
13,896.0 |
| S1 |
13,672.7 |
13,672.7 |
13,892.8 |
13,762.0 |
| S2 |
13,412.3 |
13,412.3 |
13,852.5 |
|
| S3 |
12,973.3 |
13,233.7 |
13,812.3 |
|
| S4 |
12,534.3 |
12,794.7 |
13,691.6 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,398.3 |
17,692.7 |
14,574.2 |
|
| R3 |
16,734.3 |
16,028.7 |
14,116.6 |
|
| R2 |
15,070.3 |
15,070.3 |
13,964.1 |
|
| R1 |
14,364.7 |
14,364.7 |
13,811.5 |
14,717.5 |
| PP |
13,406.3 |
13,406.3 |
13,406.3 |
13,582.8 |
| S1 |
12,700.7 |
12,700.7 |
13,506.5 |
13,053.5 |
| S2 |
11,742.3 |
11,742.3 |
13,353.9 |
|
| S3 |
10,078.3 |
11,036.7 |
13,201.4 |
|
| S4 |
8,414.3 |
9,372.7 |
12,743.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,112.0 |
13,055.0 |
1,057.0 |
7.6% |
610.8 |
4.4% |
83% |
False |
False |
21,138 |
| 10 |
14,118.0 |
12,448.0 |
1,670.0 |
12.0% |
602.5 |
4.3% |
89% |
False |
False |
11,090 |
| 20 |
15,553.0 |
12,448.0 |
3,105.0 |
22.3% |
529.1 |
3.8% |
48% |
False |
False |
5,691 |
| 40 |
15,930.0 |
12,448.0 |
3,482.0 |
25.0% |
392.2 |
2.8% |
43% |
False |
False |
2,892 |
| 60 |
16,307.0 |
12,448.0 |
3,859.0 |
27.7% |
303.4 |
2.2% |
38% |
False |
False |
1,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,895.8 |
|
2.618 |
15,179.3 |
|
1.618 |
14,740.3 |
|
1.000 |
14,469.0 |
|
0.618 |
14,301.3 |
|
HIGH |
14,030.0 |
|
0.618 |
13,862.3 |
|
0.500 |
13,810.5 |
|
0.382 |
13,758.7 |
|
LOW |
13,591.0 |
|
0.618 |
13,319.7 |
|
1.000 |
13,152.0 |
|
1.618 |
12,880.7 |
|
2.618 |
12,441.7 |
|
4.250 |
11,725.3 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,892.2 |
13,859.5 |
| PP |
13,851.3 |
13,786.0 |
| S1 |
13,810.5 |
13,712.5 |
|