| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,707.3070 |
2,604.0940 |
-103.2130 |
-3.8% |
2,608.4920 |
| High |
2,734.1010 |
2,671.7480 |
-62.3530 |
-2.3% |
2,769.8890 |
| Low |
2,560.9110 |
2,526.1440 |
-34.7670 |
-1.4% |
2,447.7690 |
| Close |
2,603.9830 |
2,573.0240 |
-30.9590 |
-1.2% |
2,573.0240 |
| Range |
173.1900 |
145.6040 |
-27.5860 |
-15.9% |
322.1200 |
| ATR |
217.9857 |
212.8156 |
-5.1701 |
-2.4% |
0.0000 |
| Volume |
490,020 |
390,841 |
-99,179 |
-20.2% |
1,327,294 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.1173 |
2,945.6747 |
2,653.1062 |
|
| R3 |
2,881.5133 |
2,800.0707 |
2,613.0651 |
|
| R2 |
2,735.9093 |
2,735.9093 |
2,599.7181 |
|
| R1 |
2,654.4667 |
2,654.4667 |
2,586.3710 |
2,622.3860 |
| PP |
2,590.3053 |
2,590.3053 |
2,590.3053 |
2,574.2650 |
| S1 |
2,508.8627 |
2,508.8627 |
2,559.6770 |
2,476.7820 |
| S2 |
2,444.7013 |
2,444.7013 |
2,546.3299 |
|
| S3 |
2,299.0973 |
2,363.2587 |
2,532.9829 |
|
| S4 |
2,153.4933 |
2,217.6547 |
2,492.9418 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,563.2540 |
3,390.2590 |
2,750.1900 |
|
| R3 |
3,241.1340 |
3,068.1390 |
2,661.6070 |
|
| R2 |
2,919.0140 |
2,919.0140 |
2,632.0793 |
|
| R1 |
2,746.0190 |
2,746.0190 |
2,602.5517 |
2,671.4565 |
| PP |
2,596.8940 |
2,596.8940 |
2,596.8940 |
2,559.6128 |
| S1 |
2,423.8990 |
2,423.8990 |
2,543.4963 |
2,349.3365 |
| S2 |
2,274.7740 |
2,274.7740 |
2,513.9687 |
|
| S3 |
1,952.6540 |
2,101.7790 |
2,484.4410 |
|
| S4 |
1,630.5340 |
1,779.6590 |
2,395.8580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,769.8890 |
2,447.7690 |
322.1200 |
12.5% |
181.6642 |
7.1% |
39% |
False |
False |
265,458 |
| 10 |
3,038.6400 |
2,447.7690 |
590.8710 |
23.0% |
199.4433 |
7.8% |
21% |
False |
False |
349,432 |
| 20 |
3,193.6840 |
2,304.2910 |
889.3930 |
34.6% |
207.3041 |
8.1% |
30% |
False |
False |
414,138 |
| 40 |
3,411.1670 |
2,163.3160 |
1,247.8510 |
48.5% |
217.7634 |
8.5% |
33% |
False |
False |
437,093 |
| 60 |
4,149.8130 |
2,163.3160 |
1,986.4970 |
77.2% |
221.5885 |
8.6% |
21% |
False |
False |
430,495 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
101.7% |
258.0021 |
10.0% |
16% |
False |
False |
422,659 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
105.0% |
259.3669 |
10.1% |
15% |
False |
False |
391,202 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
105.0% |
257.3451 |
10.0% |
15% |
False |
False |
427,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,290.5650 |
|
2.618 |
3,052.9393 |
|
1.618 |
2,907.3353 |
|
1.000 |
2,817.3520 |
|
0.618 |
2,761.7313 |
|
HIGH |
2,671.7480 |
|
0.618 |
2,616.1273 |
|
0.500 |
2,598.9460 |
|
0.382 |
2,581.7647 |
|
LOW |
2,526.1440 |
|
0.618 |
2,436.1607 |
|
1.000 |
2,380.5400 |
|
1.618 |
2,290.5567 |
|
2.618 |
2,144.9527 |
|
4.250 |
1,907.3270 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,598.9460 |
2,648.0165 |
| PP |
2,590.3053 |
2,623.0190 |
| S1 |
2,581.6647 |
2,598.0215 |
|