| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,002.8520 |
2,982.7080 |
-20.1440 |
-0.7% |
2,573.0240 |
| High |
3,042.1960 |
3,128.1580 |
85.9620 |
2.8% |
2,984.1570 |
| Low |
2,926.6320 |
2,973.9930 |
47.3610 |
1.6% |
2,496.0060 |
| Close |
2,982.7820 |
3,105.0220 |
122.2400 |
4.1% |
2,950.3000 |
| Range |
115.5640 |
154.1650 |
38.6010 |
33.4% |
488.1510 |
| ATR |
184.4625 |
182.2984 |
-2.1641 |
-1.2% |
0.0000 |
| Volume |
398,518 |
514,322 |
115,804 |
29.1% |
1,909,355 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,531.5527 |
3,472.4523 |
3,189.8128 |
|
| R3 |
3,377.3877 |
3,318.2873 |
3,147.4174 |
|
| R2 |
3,223.2227 |
3,223.2227 |
3,133.2856 |
|
| R1 |
3,164.1223 |
3,164.1223 |
3,119.1538 |
3,193.6725 |
| PP |
3,069.0577 |
3,069.0577 |
3,069.0577 |
3,083.8328 |
| S1 |
3,009.9573 |
3,009.9573 |
3,090.8902 |
3,039.5075 |
| S2 |
2,914.8927 |
2,914.8927 |
3,076.7584 |
|
| S3 |
2,760.7277 |
2,855.7923 |
3,062.6266 |
|
| S4 |
2,606.5627 |
2,701.6273 |
3,020.2313 |
|
|
| 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 |
3,128.1580 |
2,770.4130 |
357.7450 |
11.5% |
161.2688 |
5.2% |
94% |
True |
False |
288,536 |
| 10 |
3,128.1580 |
2,496.0060 |
632.1520 |
20.4% |
149.3503 |
4.8% |
96% |
True |
False |
322,097 |
| 20 |
3,128.1580 |
2,447.7690 |
680.3890 |
21.9% |
176.7263 |
5.7% |
97% |
True |
False |
347,427 |
| 40 |
3,279.5970 |
2,304.2910 |
975.3060 |
31.4% |
194.6114 |
6.3% |
82% |
False |
False |
401,130 |
| 60 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
55.6% |
208.4120 |
6.7% |
55% |
False |
False |
411,638 |
| 80 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
84.3% |
231.9718 |
7.5% |
36% |
False |
False |
407,574 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
87.0% |
247.6819 |
8.0% |
35% |
False |
False |
395,712 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
87.0% |
245.7787 |
7.9% |
35% |
False |
False |
380,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,783.3593 |
|
2.618 |
3,531.7620 |
|
1.618 |
3,377.5970 |
|
1.000 |
3,282.3230 |
|
0.618 |
3,223.4320 |
|
HIGH |
3,128.1580 |
|
0.618 |
3,069.2670 |
|
0.500 |
3,051.0755 |
|
0.382 |
3,032.8840 |
|
LOW |
2,973.9930 |
|
0.618 |
2,878.7190 |
|
1.000 |
2,819.8280 |
|
1.618 |
2,724.5540 |
|
2.618 |
2,570.3890 |
|
4.250 |
2,318.7918 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,087.0398 |
3,072.4692 |
| PP |
3,069.0577 |
3,039.9163 |
| S1 |
3,051.0755 |
3,007.3635 |
|