| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,604.0940 |
2,573.0240 |
-31.0700 |
-1.2% |
2,608.4920 |
| High |
2,671.7480 |
2,611.6780 |
-60.0700 |
-2.2% |
2,769.8890 |
| Low |
2,526.1440 |
2,496.0060 |
-30.1380 |
-1.2% |
2,447.7690 |
| Close |
2,573.0240 |
2,525.4380 |
-47.5860 |
-1.8% |
2,573.0240 |
| Range |
145.6040 |
115.6720 |
-29.9320 |
-20.6% |
322.1200 |
| ATR |
212.8156 |
205.8768 |
-6.9388 |
-3.3% |
0.0000 |
| Volume |
390,841 |
2,901 |
-387,940 |
-99.3% |
1,327,294 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.3900 |
2,824.0860 |
2,589.0576 |
|
| R3 |
2,775.7180 |
2,708.4140 |
2,557.2478 |
|
| R2 |
2,660.0460 |
2,660.0460 |
2,546.6445 |
|
| R1 |
2,592.7420 |
2,592.7420 |
2,536.0413 |
2,568.5580 |
| PP |
2,544.3740 |
2,544.3740 |
2,544.3740 |
2,532.2820 |
| S1 |
2,477.0700 |
2,477.0700 |
2,514.8347 |
2,452.8860 |
| S2 |
2,428.7020 |
2,428.7020 |
2,504.2315 |
|
| S3 |
2,313.0300 |
2,361.3980 |
2,493.6282 |
|
| S4 |
2,197.3580 |
2,245.7260 |
2,461.8184 |
|
|
| 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 |
2,480.8590 |
289.0300 |
11.4% |
157.6958 |
6.2% |
15% |
False |
False |
264,997 |
| 10 |
3,038.6400 |
2,447.7690 |
590.8710 |
23.4% |
180.5119 |
7.1% |
13% |
False |
False |
349,099 |
| 20 |
3,193.6840 |
2,304.2910 |
889.3930 |
35.2% |
201.7577 |
8.0% |
25% |
False |
False |
385,794 |
| 40 |
3,339.7140 |
2,163.3160 |
1,176.3980 |
46.6% |
216.2973 |
8.6% |
31% |
False |
False |
437,164 |
| 60 |
4,149.8130 |
2,163.3160 |
1,986.4970 |
78.7% |
216.2581 |
8.6% |
18% |
False |
False |
416,411 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
103.6% |
253.8234 |
10.1% |
14% |
False |
False |
414,580 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
107.0% |
259.1529 |
10.3% |
13% |
False |
False |
391,231 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
107.0% |
255.4525 |
10.1% |
13% |
False |
False |
414,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.2840 |
|
2.618 |
2,914.5073 |
|
1.618 |
2,798.8353 |
|
1.000 |
2,727.3500 |
|
0.618 |
2,683.1633 |
|
HIGH |
2,611.6780 |
|
0.618 |
2,567.4913 |
|
0.500 |
2,553.8420 |
|
0.382 |
2,540.1927 |
|
LOW |
2,496.0060 |
|
0.618 |
2,424.5207 |
|
1.000 |
2,380.3340 |
|
1.618 |
2,308.8487 |
|
2.618 |
2,193.1767 |
|
4.250 |
2,004.4000 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,553.8420 |
2,615.0535 |
| PP |
2,544.3740 |
2,585.1817 |
| S1 |
2,534.9060 |
2,555.3098 |
|