| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,708.3040 |
2,821.2460 |
112.9420 |
4.2% |
2,587.3830 |
| High |
2,870.0580 |
3,036.8690 |
166.8110 |
5.8% |
2,752.0480 |
| Low |
2,565.0720 |
2,821.1160 |
256.0440 |
10.0% |
2,304.2910 |
| Close |
2,821.2460 |
2,955.3210 |
134.0750 |
4.8% |
2,708.6470 |
| Range |
304.9860 |
215.7530 |
-89.2330 |
-29.3% |
447.7570 |
| ATR |
238.2955 |
236.6853 |
-1.6102 |
-0.7% |
0.0000 |
| Volume |
6,231 |
686,383 |
680,152 |
10,915.6% |
2,945,715 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,585.0277 |
3,485.9273 |
3,073.9852 |
|
| R3 |
3,369.2747 |
3,270.1743 |
3,014.6531 |
|
| R2 |
3,153.5217 |
3,153.5217 |
2,994.8757 |
|
| R1 |
3,054.4213 |
3,054.4213 |
2,975.0984 |
3,103.9715 |
| PP |
2,937.7687 |
2,937.7687 |
2,937.7687 |
2,962.5438 |
| S1 |
2,838.6683 |
2,838.6683 |
2,935.5436 |
2,888.2185 |
| S2 |
2,722.0157 |
2,722.0157 |
2,915.7663 |
|
| S3 |
2,506.2627 |
2,622.9153 |
2,895.9889 |
|
| S4 |
2,290.5097 |
2,407.1623 |
2,836.6569 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,931.5997 |
3,767.8803 |
2,954.9134 |
|
| R3 |
3,483.8427 |
3,320.1233 |
2,831.7802 |
|
| R2 |
3,036.0857 |
3,036.0857 |
2,790.7358 |
|
| R1 |
2,872.3663 |
2,872.3663 |
2,749.6914 |
2,954.2260 |
| PP |
2,588.3287 |
2,588.3287 |
2,588.3287 |
2,629.2585 |
| S1 |
2,424.6093 |
2,424.6093 |
2,667.6026 |
2,506.4690 |
| S2 |
2,140.5717 |
2,140.5717 |
2,626.5582 |
|
| S3 |
1,692.8147 |
1,976.8523 |
2,585.5138 |
|
| S4 |
1,245.0577 |
1,529.0953 |
2,462.3807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,036.8690 |
2,304.2910 |
732.5780 |
24.8% |
255.1274 |
8.6% |
89% |
True |
False |
597,808 |
| 10 |
3,193.6840 |
2,304.2910 |
889.3930 |
30.1% |
229.6116 |
7.8% |
73% |
False |
False |
490,723 |
| 20 |
3,279.5970 |
2,304.2910 |
975.3060 |
33.0% |
216.2271 |
7.3% |
67% |
False |
False |
455,485 |
| 40 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
58.4% |
229.8747 |
7.8% |
46% |
False |
False |
448,301 |
| 60 |
4,652.1610 |
2,163.3160 |
2,488.8450 |
84.2% |
248.4523 |
8.4% |
32% |
False |
False |
419,345 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.4% |
265.2125 |
9.0% |
29% |
False |
False |
411,796 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.4% |
260.0722 |
8.8% |
29% |
False |
False |
385,452 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.4% |
263.2881 |
8.9% |
29% |
False |
False |
458,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,953.8193 |
|
2.618 |
3,601.7104 |
|
1.618 |
3,385.9574 |
|
1.000 |
3,252.6220 |
|
0.618 |
3,170.2044 |
|
HIGH |
3,036.8690 |
|
0.618 |
2,954.4514 |
|
0.500 |
2,928.9925 |
|
0.382 |
2,903.5336 |
|
LOW |
2,821.1160 |
|
0.618 |
2,687.7806 |
|
1.000 |
2,605.3630 |
|
1.618 |
2,472.0276 |
|
2.618 |
2,256.2746 |
|
4.250 |
1,904.1658 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,946.5448 |
2,901.3010 |
| PP |
2,937.7687 |
2,847.2810 |
| S1 |
2,928.9925 |
2,793.2610 |
|