| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,921.0 |
1,908.4 |
-12.6 |
-0.7% |
1,903.5 |
| High |
1,935.2 |
1,952.6 |
17.4 |
0.9% |
1,976.5 |
| Low |
1,892.2 |
1,903.0 |
10.8 |
0.6% |
1,878.6 |
| Close |
1,900.7 |
1,943.8 |
43.1 |
2.3% |
1,887.6 |
| Range |
43.0 |
49.6 |
6.6 |
15.3% |
97.9 |
| ATR |
31.4 |
32.8 |
1.5 |
4.7% |
0.0 |
| Volume |
249,273 |
223,998 |
-25,275 |
-10.1% |
1,142,260 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.9 |
2,062.5 |
1,971.1 |
|
| R3 |
2,032.3 |
2,012.9 |
1,957.4 |
|
| R2 |
1,982.7 |
1,982.7 |
1,952.9 |
|
| R1 |
1,963.3 |
1,963.3 |
1,948.3 |
1,973.0 |
| PP |
1,933.1 |
1,933.1 |
1,933.1 |
1,938.0 |
| S1 |
1,913.7 |
1,913.7 |
1,939.3 |
1,923.4 |
| S2 |
1,883.5 |
1,883.5 |
1,934.7 |
|
| S3 |
1,833.9 |
1,864.1 |
1,930.2 |
|
| S4 |
1,784.3 |
1,814.5 |
1,916.5 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.9 |
2,145.7 |
1,941.4 |
|
| R3 |
2,110.0 |
2,047.8 |
1,914.5 |
|
| R2 |
2,012.1 |
2,012.1 |
1,905.5 |
|
| R1 |
1,949.9 |
1,949.9 |
1,896.6 |
1,932.1 |
| PP |
1,914.2 |
1,914.2 |
1,914.2 |
1,905.3 |
| S1 |
1,852.0 |
1,852.0 |
1,878.6 |
1,834.2 |
| S2 |
1,816.3 |
1,816.3 |
1,869.7 |
|
| S3 |
1,718.4 |
1,754.1 |
1,860.7 |
|
| S4 |
1,620.5 |
1,656.2 |
1,833.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,976.5 |
1,878.6 |
97.9 |
5.0% |
50.6 |
2.6% |
67% |
False |
False |
256,188 |
| 10 |
1,976.5 |
1,845.4 |
131.1 |
6.7% |
39.2 |
2.0% |
75% |
False |
False |
240,218 |
| 20 |
1,976.5 |
1,788.5 |
188.0 |
9.7% |
30.1 |
1.5% |
83% |
False |
False |
206,101 |
| 40 |
1,976.5 |
1,780.6 |
195.9 |
10.1% |
25.4 |
1.3% |
83% |
False |
False |
143,385 |
| 60 |
1,976.5 |
1,755.4 |
221.1 |
11.4% |
22.7 |
1.2% |
85% |
False |
False |
97,106 |
| 80 |
1,976.5 |
1,755.4 |
221.1 |
11.4% |
23.4 |
1.2% |
85% |
False |
False |
74,120 |
| 100 |
1,976.5 |
1,753.7 |
222.8 |
11.5% |
22.7 |
1.2% |
85% |
False |
False |
59,659 |
| 120 |
1,976.5 |
1,725.0 |
251.5 |
12.9% |
22.7 |
1.2% |
87% |
False |
False |
49,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.4 |
|
2.618 |
2,082.5 |
|
1.618 |
2,032.9 |
|
1.000 |
2,002.2 |
|
0.618 |
1,983.3 |
|
HIGH |
1,952.6 |
|
0.618 |
1,933.7 |
|
0.500 |
1,927.8 |
|
0.382 |
1,921.9 |
|
LOW |
1,903.0 |
|
0.618 |
1,872.3 |
|
1.000 |
1,853.4 |
|
1.618 |
1,822.7 |
|
2.618 |
1,773.1 |
|
4.250 |
1,692.2 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,938.5 |
1,935.4 |
| PP |
1,933.1 |
1,926.9 |
| S1 |
1,927.8 |
1,918.5 |
|