| 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 |
1,942.16 |
1,924.78 |
-17.38 |
-0.9% |
1,987.53 |
| High |
1,944.44 |
1,938.90 |
-5.54 |
-0.3% |
1,987.57 |
| Low |
1,918.30 |
1,918.26 |
-0.04 |
0.0% |
1,901.79 |
| Close |
1,920.29 |
1,935.04 |
14.75 |
0.8% |
1,920.29 |
| Range |
26.14 |
20.64 |
-5.50 |
-21.0% |
85.78 |
| ATR |
34.34 |
33.36 |
-0.98 |
-2.8% |
0.00 |
| Volume |
6,437 |
6,323 |
-114 |
-1.8% |
31,144 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.65 |
1,984.49 |
1,946.39 |
|
| R3 |
1,972.01 |
1,963.85 |
1,940.72 |
|
| R2 |
1,951.37 |
1,951.37 |
1,938.82 |
|
| R1 |
1,943.21 |
1,943.21 |
1,936.93 |
1,947.29 |
| PP |
1,930.73 |
1,930.73 |
1,930.73 |
1,932.78 |
| S1 |
1,922.57 |
1,922.57 |
1,933.15 |
1,926.65 |
| S2 |
1,910.09 |
1,910.09 |
1,931.26 |
|
| S3 |
1,889.45 |
1,901.93 |
1,929.36 |
|
| S4 |
1,868.81 |
1,881.29 |
1,923.69 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.89 |
2,142.87 |
1,967.47 |
|
| R3 |
2,108.11 |
2,057.09 |
1,943.88 |
|
| R2 |
2,022.33 |
2,022.33 |
1,936.02 |
|
| R1 |
1,971.31 |
1,971.31 |
1,928.15 |
1,953.93 |
| PP |
1,936.55 |
1,936.55 |
1,936.55 |
1,927.86 |
| S1 |
1,885.53 |
1,885.53 |
1,912.43 |
1,868.15 |
| S2 |
1,850.77 |
1,850.77 |
1,904.56 |
|
| S3 |
1,764.99 |
1,799.75 |
1,896.70 |
|
| S4 |
1,679.21 |
1,713.97 |
1,873.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,953.80 |
1,901.79 |
52.01 |
2.7% |
28.78 |
1.5% |
64% |
False |
False |
6,296 |
| 10 |
2,065.89 |
1,901.79 |
164.10 |
8.5% |
41.26 |
2.1% |
20% |
False |
False |
6,163 |
| 20 |
2,065.89 |
1,882.77 |
183.12 |
9.5% |
38.74 |
2.0% |
29% |
False |
False |
6,307 |
| 40 |
2,065.89 |
1,780.75 |
285.14 |
14.7% |
29.59 |
1.5% |
54% |
False |
False |
6,495 |
| 60 |
2,065.89 |
1,780.75 |
285.14 |
14.7% |
25.33 |
1.3% |
54% |
False |
False |
6,374 |
| 80 |
2,065.89 |
1,759.35 |
306.54 |
15.8% |
23.41 |
1.2% |
57% |
False |
False |
6,333 |
| 100 |
2,065.89 |
1,759.35 |
306.54 |
15.8% |
23.08 |
1.2% |
57% |
False |
False |
6,319 |
| 120 |
2,065.89 |
1,722.02 |
343.87 |
17.8% |
22.66 |
1.2% |
62% |
False |
False |
6,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,026.62 |
|
2.618 |
1,992.94 |
|
1.618 |
1,972.30 |
|
1.000 |
1,959.54 |
|
0.618 |
1,951.66 |
|
HIGH |
1,938.90 |
|
0.618 |
1,931.02 |
|
0.500 |
1,928.58 |
|
0.382 |
1,926.14 |
|
LOW |
1,918.26 |
|
0.618 |
1,905.50 |
|
1.000 |
1,897.62 |
|
1.618 |
1,884.86 |
|
2.618 |
1,864.22 |
|
4.250 |
1,830.54 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,932.89 |
1,934.52 |
| PP |
1,930.73 |
1,933.99 |
| S1 |
1,928.58 |
1,933.47 |
|