| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,806.8050 |
2,608.4920 |
-198.3130 |
-7.1% |
2,708.3040 |
| High |
2,849.0810 |
2,683.2830 |
-165.7980 |
-5.8% |
3,038.6400 |
| Low |
2,600.3740 |
2,447.7690 |
-152.6050 |
-5.9% |
2,565.0720 |
| Close |
2,608.6260 |
2,483.8190 |
-124.8070 |
-4.8% |
2,608.6260 |
| Range |
248.7070 |
235.5140 |
-13.1930 |
-5.3% |
473.5680 |
| ATR |
227.6909 |
228.2497 |
0.5588 |
0.2% |
0.0000 |
| Volume |
541,976 |
5,207 |
-536,769 |
-99.0% |
2,167,030 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,244.8323 |
3,099.8397 |
2,613.3517 |
|
| R3 |
3,009.3183 |
2,864.3257 |
2,548.5854 |
|
| R2 |
2,773.8043 |
2,773.8043 |
2,526.9966 |
|
| R1 |
2,628.8117 |
2,628.8117 |
2,505.4078 |
2,583.5510 |
| PP |
2,538.2903 |
2,538.2903 |
2,538.2903 |
2,515.6600 |
| S1 |
2,393.2977 |
2,393.2977 |
2,462.2302 |
2,348.0370 |
| S2 |
2,302.7763 |
2,302.7763 |
2,440.6414 |
|
| S3 |
2,067.2623 |
2,157.7837 |
2,419.0527 |
|
| S4 |
1,831.7483 |
1,922.2697 |
2,354.2863 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,158.1500 |
3,856.9560 |
2,869.0884 |
|
| R3 |
3,684.5820 |
3,383.3880 |
2,738.8572 |
|
| R2 |
3,211.0140 |
3,211.0140 |
2,695.4468 |
|
| R1 |
2,909.8200 |
2,909.8200 |
2,652.0364 |
2,823.6330 |
| PP |
2,737.4460 |
2,737.4460 |
2,737.4460 |
2,694.3525 |
| S1 |
2,436.2520 |
2,436.2520 |
2,565.2156 |
2,350.0650 |
| S2 |
2,263.8780 |
2,263.8780 |
2,521.8052 |
|
| S3 |
1,790.3100 |
1,962.6840 |
2,478.3948 |
|
| S4 |
1,316.7420 |
1,489.1160 |
2,348.1636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,038.6400 |
2,447.7690 |
590.8710 |
23.8% |
203.3280 |
8.2% |
6% |
False |
True |
433,201 |
| 10 |
3,038.6400 |
2,304.2910 |
734.3490 |
29.6% |
222.9469 |
9.0% |
24% |
False |
False |
511,795 |
| 20 |
3,279.5970 |
2,304.2910 |
975.3060 |
39.3% |
216.4621 |
8.7% |
18% |
False |
False |
421,310 |
| 40 |
3,434.6550 |
2,163.3160 |
1,271.3390 |
51.2% |
227.5030 |
9.2% |
25% |
False |
False |
448,490 |
| 60 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
93.6% |
233.4796 |
9.4% |
14% |
False |
False |
425,582 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
108.8% |
263.7627 |
10.6% |
12% |
False |
False |
423,184 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
108.8% |
261.3516 |
10.5% |
12% |
False |
False |
382,715 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
108.8% |
262.1590 |
10.6% |
12% |
False |
False |
439,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,684.2175 |
|
2.618 |
3,299.8587 |
|
1.618 |
3,064.3447 |
|
1.000 |
2,918.7970 |
|
0.618 |
2,828.8307 |
|
HIGH |
2,683.2830 |
|
0.618 |
2,593.3167 |
|
0.500 |
2,565.5260 |
|
0.382 |
2,537.7353 |
|
LOW |
2,447.7690 |
|
0.618 |
2,302.2213 |
|
1.000 |
2,212.2550 |
|
1.618 |
2,066.7073 |
|
2.618 |
1,831.1933 |
|
4.250 |
1,446.8345 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.5260 |
2,715.5520 |
| PP |
2,538.2903 |
2,638.3077 |
| S1 |
2,511.0547 |
2,561.0633 |
|