| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,931.7 |
1,938.5 |
6.8 |
0.4% |
1,921.0 |
| High |
1,944.6 |
1,974.9 |
30.3 |
1.6% |
1,974.9 |
| Low |
1,923.1 |
1,931.5 |
8.4 |
0.4% |
1,892.2 |
| Close |
1,935.9 |
1,966.6 |
30.7 |
1.6% |
1,966.6 |
| Range |
21.5 |
43.4 |
21.9 |
101.9% |
82.7 |
| ATR |
32.3 |
33.1 |
0.8 |
2.5% |
0.0 |
| Volume |
180,207 |
241,533 |
61,326 |
34.0% |
1,122,986 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.9 |
2,070.6 |
1,990.5 |
|
| R3 |
2,044.5 |
2,027.2 |
1,978.5 |
|
| R2 |
2,001.1 |
2,001.1 |
1,974.6 |
|
| R1 |
1,983.8 |
1,983.8 |
1,970.6 |
1,992.5 |
| PP |
1,957.7 |
1,957.7 |
1,957.7 |
1,962.0 |
| S1 |
1,940.4 |
1,940.4 |
1,962.6 |
1,949.1 |
| S2 |
1,914.3 |
1,914.3 |
1,958.6 |
|
| S3 |
1,870.9 |
1,897.0 |
1,954.7 |
|
| S4 |
1,827.5 |
1,853.6 |
1,942.7 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.7 |
2,162.3 |
2,012.1 |
|
| R3 |
2,110.0 |
2,079.6 |
1,989.3 |
|
| R2 |
2,027.3 |
2,027.3 |
1,981.8 |
|
| R1 |
1,996.9 |
1,996.9 |
1,974.2 |
2,012.1 |
| PP |
1,944.6 |
1,944.6 |
1,944.6 |
1,952.2 |
| S1 |
1,914.2 |
1,914.2 |
1,959.0 |
1,929.4 |
| S2 |
1,861.9 |
1,861.9 |
1,951.4 |
|
| S3 |
1,779.2 |
1,831.5 |
1,943.9 |
|
| S4 |
1,696.5 |
1,748.8 |
1,921.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,974.9 |
1,892.2 |
82.7 |
4.2% |
38.6 |
2.0% |
90% |
True |
False |
224,597 |
| 10 |
1,976.5 |
1,878.6 |
97.9 |
5.0% |
39.9 |
2.0% |
90% |
False |
False |
242,699 |
| 20 |
1,976.5 |
1,792.1 |
184.4 |
9.4% |
32.5 |
1.7% |
95% |
False |
False |
217,305 |
| 40 |
1,976.5 |
1,780.6 |
195.9 |
10.0% |
26.1 |
1.3% |
95% |
False |
False |
158,849 |
| 60 |
1,976.5 |
1,755.4 |
221.1 |
11.2% |
23.6 |
1.2% |
96% |
False |
False |
107,686 |
| 80 |
1,976.5 |
1,755.4 |
221.1 |
11.2% |
23.7 |
1.2% |
96% |
False |
False |
82,086 |
| 100 |
1,976.5 |
1,755.2 |
221.3 |
11.3% |
23.2 |
1.2% |
96% |
False |
False |
66,070 |
| 120 |
1,976.5 |
1,725.0 |
251.5 |
12.8% |
23.2 |
1.2% |
96% |
False |
False |
55,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.4 |
|
2.618 |
2,088.5 |
|
1.618 |
2,045.1 |
|
1.000 |
2,018.3 |
|
0.618 |
2,001.7 |
|
HIGH |
1,974.9 |
|
0.618 |
1,958.3 |
|
0.500 |
1,953.2 |
|
0.382 |
1,948.1 |
|
LOW |
1,931.5 |
|
0.618 |
1,904.7 |
|
1.000 |
1,888.1 |
|
1.618 |
1,861.3 |
|
2.618 |
1,817.9 |
|
4.250 |
1,747.1 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,962.1 |
1,959.6 |
| PP |
1,957.7 |
1,952.5 |
| S1 |
1,953.2 |
1,945.5 |
|