| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1,920.9 |
1,944.1 |
23.2 |
1.2% |
1,988.7 |
| High |
1,948.8 |
1,967.2 |
18.4 |
0.9% |
1,994.8 |
| Low |
1,915.6 |
1,937.4 |
21.8 |
1.1% |
1,895.2 |
| Close |
1,937.3 |
1,962.2 |
24.9 |
1.3% |
1,929.3 |
| Range |
33.2 |
29.8 |
-3.4 |
-10.2% |
99.6 |
| ATR |
38.6 |
38.0 |
-0.6 |
-1.6% |
0.0 |
| Volume |
153,306 |
181,204 |
27,898 |
18.2% |
878,748 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.0 |
2,033.4 |
1,978.6 |
|
| R3 |
2,015.2 |
2,003.6 |
1,970.4 |
|
| R2 |
1,985.4 |
1,985.4 |
1,967.7 |
|
| R1 |
1,973.8 |
1,973.8 |
1,964.9 |
1,979.6 |
| PP |
1,955.6 |
1,955.6 |
1,955.6 |
1,958.5 |
| S1 |
1,944.0 |
1,944.0 |
1,959.5 |
1,949.8 |
| S2 |
1,925.8 |
1,925.8 |
1,956.7 |
|
| S3 |
1,896.0 |
1,914.2 |
1,954.0 |
|
| S4 |
1,866.2 |
1,884.4 |
1,945.8 |
|
|
| 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 |
1,967.2 |
1,909.8 |
57.4 |
2.9% |
29.1 |
1.5% |
91% |
True |
False |
157,017 |
| 10 |
2,004.0 |
1,895.2 |
108.8 |
5.5% |
34.2 |
1.7% |
62% |
False |
False |
177,503 |
| 20 |
2,078.8 |
1,884.4 |
194.4 |
9.9% |
42.0 |
2.1% |
40% |
False |
False |
230,562 |
| 40 |
2,078.8 |
1,780.6 |
298.2 |
15.2% |
34.4 |
1.8% |
61% |
False |
False |
214,829 |
| 60 |
2,078.8 |
1,780.6 |
298.2 |
15.2% |
29.7 |
1.5% |
61% |
False |
False |
160,976 |
| 80 |
2,078.8 |
1,755.4 |
323.4 |
16.5% |
26.9 |
1.4% |
64% |
False |
False |
121,845 |
| 100 |
2,078.8 |
1,755.4 |
323.4 |
16.5% |
26.3 |
1.3% |
64% |
False |
False |
98,447 |
| 120 |
2,078.8 |
1,749.5 |
329.3 |
16.8% |
25.3 |
1.3% |
65% |
False |
False |
82,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.9 |
|
2.618 |
2,045.2 |
|
1.618 |
2,015.4 |
|
1.000 |
1,997.0 |
|
0.618 |
1,985.6 |
|
HIGH |
1,967.2 |
|
0.618 |
1,955.8 |
|
0.500 |
1,952.3 |
|
0.382 |
1,948.8 |
|
LOW |
1,937.4 |
|
0.618 |
1,919.0 |
|
1.000 |
1,907.6 |
|
1.618 |
1,889.2 |
|
2.618 |
1,859.4 |
|
4.250 |
1,810.8 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.9 |
1,954.3 |
| PP |
1,955.6 |
1,946.4 |
| S1 |
1,952.3 |
1,938.5 |
|