| 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 |
1,943.9 |
1,922.4 |
-21.5 |
-1.1% |
1,988.7 |
| High |
1,946.2 |
1,941.8 |
-4.4 |
-0.2% |
1,994.8 |
| Low |
1,918.0 |
1,917.2 |
-0.8 |
0.0% |
1,895.2 |
| Close |
1,929.3 |
1,929.5 |
0.2 |
0.0% |
1,929.3 |
| Range |
28.2 |
24.6 |
-3.6 |
-12.8% |
99.6 |
| ATR |
40.9 |
39.8 |
-1.2 |
-2.9% |
0.0 |
| Volume |
150,882 |
146,411 |
-4,471 |
-3.0% |
878,748 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.3 |
1,991.0 |
1,943.0 |
|
| R3 |
1,978.7 |
1,966.4 |
1,936.3 |
|
| R2 |
1,954.1 |
1,954.1 |
1,934.0 |
|
| R1 |
1,941.8 |
1,941.8 |
1,931.8 |
1,948.0 |
| PP |
1,929.5 |
1,929.5 |
1,929.5 |
1,932.6 |
| S1 |
1,917.2 |
1,917.2 |
1,927.2 |
1,923.4 |
| S2 |
1,904.9 |
1,904.9 |
1,925.0 |
|
| S3 |
1,880.3 |
1,892.6 |
1,922.7 |
|
| S4 |
1,855.7 |
1,868.0 |
1,916.0 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.6 |
2,183.5 |
1,984.1 |
|
| R3 |
2,139.0 |
2,083.9 |
1,956.7 |
|
| R2 |
2,039.4 |
2,039.4 |
1,947.6 |
|
| R1 |
1,984.3 |
1,984.3 |
1,938.4 |
1,962.1 |
| PP |
1,939.8 |
1,939.8 |
1,939.8 |
1,928.6 |
| S1 |
1,884.7 |
1,884.7 |
1,920.2 |
1,862.5 |
| S2 |
1,840.2 |
1,840.2 |
1,911.0 |
|
| S3 |
1,740.6 |
1,785.1 |
1,901.9 |
|
| S4 |
1,641.0 |
1,685.5 |
1,874.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,956.9 |
1,895.2 |
61.7 |
3.2% |
32.7 |
1.7% |
56% |
False |
False |
172,591 |
| 10 |
2,078.8 |
1,895.2 |
183.6 |
9.5% |
47.0 |
2.4% |
19% |
False |
False |
239,851 |
| 20 |
2,078.8 |
1,878.6 |
200.2 |
10.4% |
44.8 |
2.3% |
25% |
False |
False |
251,797 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.5% |
33.8 |
1.8% |
50% |
False |
False |
211,038 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.5% |
28.8 |
1.5% |
50% |
False |
False |
152,974 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.8% |
26.7 |
1.4% |
54% |
False |
False |
115,928 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.8% |
26.0 |
1.3% |
54% |
False |
False |
93,610 |
| 120 |
2,078.8 |
1,725.0 |
353.8 |
18.3% |
25.2 |
1.3% |
58% |
False |
False |
78,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,046.4 |
|
2.618 |
2,006.2 |
|
1.618 |
1,981.6 |
|
1.000 |
1,966.4 |
|
0.618 |
1,957.0 |
|
HIGH |
1,941.8 |
|
0.618 |
1,932.4 |
|
0.500 |
1,929.5 |
|
0.382 |
1,926.6 |
|
LOW |
1,917.2 |
|
0.618 |
1,902.0 |
|
1.000 |
1,892.6 |
|
1.618 |
1,877.4 |
|
2.618 |
1,852.8 |
|
4.250 |
1,812.7 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,929.5 |
1,934.1 |
| PP |
1,929.5 |
1,932.6 |
| S1 |
1,929.5 |
1,931.0 |
|