| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,001.0 |
2,060.2 |
59.2 |
3.0% |
1,921.0 |
| High |
2,078.8 |
2,068.5 |
-10.3 |
-0.5% |
1,974.9 |
| Low |
1,985.8 |
1,981.0 |
-4.8 |
-0.2% |
1,892.2 |
| Close |
2,043.3 |
1,988.2 |
-55.1 |
-2.7% |
1,966.6 |
| Range |
93.0 |
87.5 |
-5.5 |
-5.9% |
82.7 |
| ATR |
38.0 |
41.6 |
3.5 |
9.3% |
0.0 |
| Volume |
447,651 |
360,345 |
-87,306 |
-19.5% |
1,122,986 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,275.1 |
2,219.1 |
2,036.3 |
|
| R3 |
2,187.6 |
2,131.6 |
2,012.3 |
|
| R2 |
2,100.1 |
2,100.1 |
2,004.2 |
|
| R1 |
2,044.1 |
2,044.1 |
1,996.2 |
2,028.4 |
| PP |
2,012.6 |
2,012.6 |
2,012.6 |
2,004.7 |
| S1 |
1,956.6 |
1,956.6 |
1,980.2 |
1,940.9 |
| S2 |
1,925.1 |
1,925.1 |
1,972.2 |
|
| S3 |
1,837.6 |
1,869.1 |
1,964.1 |
|
| S4 |
1,750.1 |
1,781.6 |
1,940.1 |
|
|
| 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 |
2,078.8 |
1,923.1 |
155.7 |
7.8% |
57.7 |
2.9% |
42% |
False |
False |
320,384 |
| 10 |
2,078.8 |
1,878.6 |
200.2 |
10.1% |
55.5 |
2.8% |
55% |
False |
False |
295,599 |
| 20 |
2,078.8 |
1,821.1 |
257.7 |
13.0% |
41.0 |
2.1% |
65% |
False |
False |
253,318 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.0% |
30.3 |
1.5% |
70% |
False |
False |
184,730 |
| 60 |
2,078.8 |
1,755.4 |
323.4 |
16.3% |
26.5 |
1.3% |
72% |
False |
False |
127,117 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.3% |
25.5 |
1.3% |
72% |
False |
False |
96,593 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.3% |
24.8 |
1.2% |
72% |
False |
False |
77,791 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
17.8% |
24.3 |
1.2% |
74% |
False |
False |
65,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,440.4 |
|
2.618 |
2,297.6 |
|
1.618 |
2,210.1 |
|
1.000 |
2,156.0 |
|
0.618 |
2,122.6 |
|
HIGH |
2,068.5 |
|
0.618 |
2,035.1 |
|
0.500 |
2,024.8 |
|
0.382 |
2,014.4 |
|
LOW |
1,981.0 |
|
0.618 |
1,926.9 |
|
1.000 |
1,893.5 |
|
1.618 |
1,839.4 |
|
2.618 |
1,751.9 |
|
4.250 |
1,609.1 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.8 |
2,021.5 |
| PP |
2,012.6 |
2,010.4 |
| S1 |
2,000.4 |
1,999.3 |
|