| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,808.2460 |
2,949.9700 |
141.7240 |
5.0% |
2,573.0240 |
| High |
2,984.1570 |
2,984.2160 |
0.0590 |
0.0% |
2,984.1570 |
| Low |
2,770.4130 |
2,820.4810 |
50.0680 |
1.8% |
2,496.0060 |
| Close |
2,950.3000 |
2,911.9950 |
-38.3050 |
-1.3% |
2,950.3000 |
| Range |
213.7440 |
163.7350 |
-50.0090 |
-23.4% |
488.1510 |
| ATR |
194.3016 |
192.1182 |
-2.1833 |
-1.1% |
0.0000 |
| Volume |
521,908 |
3,441 |
-518,467 |
-99.3% |
1,909,355 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.7690 |
3,318.1170 |
3,002.0493 |
|
| R3 |
3,233.0340 |
3,154.3820 |
2,957.0221 |
|
| R2 |
3,069.2990 |
3,069.2990 |
2,942.0131 |
|
| R1 |
2,990.6470 |
2,990.6470 |
2,927.0040 |
2,948.1055 |
| PP |
2,905.5640 |
2,905.5640 |
2,905.5640 |
2,884.2933 |
| S1 |
2,826.9120 |
2,826.9120 |
2,896.9860 |
2,784.3705 |
| S2 |
2,741.8290 |
2,741.8290 |
2,881.9769 |
|
| S3 |
2,578.0940 |
2,663.1770 |
2,866.9679 |
|
| S4 |
2,414.3590 |
2,499.4420 |
2,821.9408 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,274.6073 |
4,100.6047 |
3,218.7831 |
|
| R3 |
3,786.4563 |
3,612.4537 |
3,084.5415 |
|
| R2 |
3,298.3053 |
3,298.3053 |
3,039.7944 |
|
| R1 |
3,124.3027 |
3,124.3027 |
2,995.0472 |
3,211.3040 |
| PP |
2,810.1543 |
2,810.1543 |
2,810.1543 |
2,853.6550 |
| S1 |
2,636.1517 |
2,636.1517 |
2,905.5528 |
2,723.1530 |
| S2 |
2,322.0033 |
2,322.0033 |
2,860.8057 |
|
| S3 |
1,833.8523 |
2,148.0007 |
2,816.0585 |
|
| S4 |
1,345.7013 |
1,659.8497 |
2,681.8170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,984.2160 |
2,512.6010 |
471.6150 |
16.2% |
160.6724 |
5.5% |
85% |
True |
False |
381,979 |
| 10 |
2,984.2160 |
2,480.8590 |
503.3570 |
17.3% |
159.1841 |
5.5% |
86% |
True |
False |
323,488 |
| 20 |
3,038.6400 |
2,304.2910 |
734.3490 |
25.2% |
191.0655 |
6.6% |
83% |
False |
False |
417,641 |
| 40 |
3,279.5970 |
2,163.3160 |
1,116.2810 |
38.3% |
207.3103 |
7.1% |
67% |
False |
False |
419,928 |
| 60 |
4,149.8130 |
2,163.3160 |
1,986.4970 |
68.2% |
212.8116 |
7.3% |
38% |
False |
False |
412,060 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
89.9% |
242.8726 |
8.3% |
29% |
False |
False |
408,483 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
92.8% |
253.2639 |
8.7% |
28% |
False |
False |
405,678 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
92.8% |
248.4193 |
8.5% |
28% |
False |
False |
391,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,680.0898 |
|
2.618 |
3,412.8742 |
|
1.618 |
3,249.1392 |
|
1.000 |
3,147.9510 |
|
0.618 |
3,085.4042 |
|
HIGH |
2,984.2160 |
|
0.618 |
2,921.6692 |
|
0.500 |
2,902.3485 |
|
0.382 |
2,883.0278 |
|
LOW |
2,820.4810 |
|
0.618 |
2,719.2928 |
|
1.000 |
2,656.7460 |
|
1.618 |
2,555.5578 |
|
2.618 |
2,391.8228 |
|
4.250 |
2,124.6073 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.7795 |
2,896.2238 |
| PP |
2,905.5640 |
2,880.4527 |
| S1 |
2,902.3485 |
2,864.6815 |
|