| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,558.6150 |
2,707.3070 |
148.6920 |
5.8% |
2,708.3040 |
| High |
2,769.8890 |
2,734.1010 |
-35.7880 |
-1.3% |
3,038.6400 |
| Low |
2,558.5700 |
2,560.9110 |
2.3410 |
0.1% |
2,565.0720 |
| Close |
2,707.3070 |
2,603.9830 |
-103.3240 |
-3.8% |
2,608.6260 |
| Range |
211.3190 |
173.1900 |
-38.1290 |
-18.0% |
473.5680 |
| ATR |
221.4316 |
217.9857 |
-3.4458 |
-1.6% |
0.0000 |
| Volume |
436,363 |
490,020 |
53,657 |
12.3% |
2,167,030 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,152.5683 |
3,051.4657 |
2,699.2375 |
|
| R3 |
2,979.3783 |
2,878.2757 |
2,651.6103 |
|
| R2 |
2,806.1883 |
2,806.1883 |
2,635.7345 |
|
| R1 |
2,705.0857 |
2,705.0857 |
2,619.8588 |
2,669.0420 |
| PP |
2,632.9983 |
2,632.9983 |
2,632.9983 |
2,614.9765 |
| S1 |
2,531.8957 |
2,531.8957 |
2,588.1073 |
2,495.8520 |
| S2 |
2,459.8083 |
2,459.8083 |
2,572.2315 |
|
| S3 |
2,286.6183 |
2,358.7057 |
2,556.3558 |
|
| S4 |
2,113.4283 |
2,185.5157 |
2,508.7285 |
|
|
| 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 |
2,849.0810 |
2,447.7690 |
401.3120 |
15.4% |
202.2848 |
7.8% |
39% |
False |
False |
295,685 |
| 10 |
3,038.6400 |
2,447.7690 |
590.8710 |
22.7% |
204.1023 |
7.8% |
26% |
False |
False |
372,758 |
| 20 |
3,279.5970 |
2,304.2910 |
975.3060 |
37.5% |
209.5565 |
8.0% |
31% |
False |
False |
420,699 |
| 40 |
3,411.1670 |
2,163.3160 |
1,247.8510 |
47.9% |
219.1241 |
8.4% |
35% |
False |
False |
438,112 |
| 60 |
4,149.8130 |
2,163.3160 |
1,986.4970 |
76.3% |
222.2871 |
8.5% |
22% |
False |
False |
424,114 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
100.5% |
259.3267 |
10.0% |
17% |
False |
False |
417,812 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.8% |
260.7505 |
10.0% |
16% |
False |
False |
387,335 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.8% |
261.1698 |
10.0% |
16% |
False |
False |
430,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,470.1585 |
|
2.618 |
3,187.5124 |
|
1.618 |
3,014.3224 |
|
1.000 |
2,907.2910 |
|
0.618 |
2,841.1324 |
|
HIGH |
2,734.1010 |
|
0.618 |
2,667.9424 |
|
0.500 |
2,647.5060 |
|
0.382 |
2,627.0696 |
|
LOW |
2,560.9110 |
|
0.618 |
2,453.8796 |
|
1.000 |
2,387.7210 |
|
1.618 |
2,280.6896 |
|
2.618 |
2,107.4996 |
|
4.250 |
1,824.8535 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.5060 |
2,625.3740 |
| PP |
2,632.9983 |
2,618.2437 |
| S1 |
2,618.4907 |
2,611.1133 |
|