| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,000.3 |
1,988.7 |
-11.6 |
-0.6% |
1,978.5 |
| High |
2,004.0 |
1,994.8 |
-9.2 |
-0.5% |
2,078.8 |
| Low |
1,960.6 |
1,952.0 |
-8.6 |
-0.4% |
1,960.6 |
| Close |
1,985.0 |
1,960.8 |
-24.2 |
-1.2% |
1,985.0 |
| Range |
43.4 |
42.8 |
-0.6 |
-1.4% |
118.2 |
| ATR |
41.6 |
41.7 |
0.1 |
0.2% |
0.0 |
| Volume |
262,088 |
162,203 |
-99,885 |
-38.1% |
1,745,536 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.6 |
2,072.0 |
1,984.3 |
|
| R3 |
2,054.8 |
2,029.2 |
1,972.6 |
|
| R2 |
2,012.0 |
2,012.0 |
1,968.6 |
|
| R1 |
1,986.4 |
1,986.4 |
1,964.7 |
1,977.8 |
| PP |
1,969.2 |
1,969.2 |
1,969.2 |
1,964.9 |
| S1 |
1,943.6 |
1,943.6 |
1,956.9 |
1,935.0 |
| S2 |
1,926.4 |
1,926.4 |
1,953.0 |
|
| S3 |
1,883.6 |
1,900.8 |
1,949.0 |
|
| S4 |
1,840.8 |
1,858.0 |
1,937.3 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.7 |
2,292.1 |
2,050.0 |
|
| R3 |
2,244.5 |
2,173.9 |
2,017.5 |
|
| R2 |
2,126.3 |
2,126.3 |
2,006.7 |
|
| R1 |
2,055.7 |
2,055.7 |
1,995.8 |
2,091.0 |
| PP |
2,008.1 |
2,008.1 |
2,008.1 |
2,025.8 |
| S1 |
1,937.5 |
1,937.5 |
1,974.2 |
1,972.8 |
| S2 |
1,889.9 |
1,889.9 |
1,963.3 |
|
| S3 |
1,771.7 |
1,819.3 |
1,952.5 |
|
| S4 |
1,653.5 |
1,701.1 |
1,920.0 |
|
|
| 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 |
1,952.0 |
126.8 |
6.5% |
61.4 |
3.1% |
7% |
False |
True |
307,110 |
| 10 |
2,078.8 |
1,903.0 |
175.8 |
9.0% |
50.0 |
2.5% |
33% |
False |
False |
278,145 |
| 20 |
2,078.8 |
1,845.4 |
233.4 |
11.9% |
43.3 |
2.2% |
49% |
False |
False |
259,532 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.2% |
32.1 |
1.6% |
60% |
False |
False |
198,602 |
| 60 |
2,078.8 |
1,778.4 |
300.4 |
15.3% |
27.6 |
1.4% |
61% |
False |
False |
139,018 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.5% |
26.3 |
1.3% |
64% |
False |
False |
105,468 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.5% |
25.4 |
1.3% |
64% |
False |
False |
85,038 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
18.0% |
24.8 |
1.3% |
67% |
False |
False |
71,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.7 |
|
2.618 |
2,106.9 |
|
1.618 |
2,064.1 |
|
1.000 |
2,037.6 |
|
0.618 |
2,021.3 |
|
HIGH |
1,994.8 |
|
0.618 |
1,978.5 |
|
0.500 |
1,973.4 |
|
0.382 |
1,968.3 |
|
LOW |
1,952.0 |
|
0.618 |
1,925.5 |
|
1.000 |
1,909.2 |
|
1.618 |
1,882.7 |
|
2.618 |
1,839.9 |
|
4.250 |
1,770.1 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.4 |
1,983.6 |
| PP |
1,969.2 |
1,976.0 |
| S1 |
1,965.0 |
1,968.4 |
|