| 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 |
14,056.75 |
14,404.00 |
347.25 |
2.5% |
13,334.50 |
| High |
14,442.75 |
14,466.75 |
24.00 |
0.2% |
14,442.75 |
| Low |
13,966.50 |
14,183.75 |
217.25 |
1.6% |
12,942.50 |
| Close |
14,413.50 |
14,370.50 |
-43.00 |
-0.3% |
14,413.50 |
| Range |
476.25 |
283.00 |
-193.25 |
-40.6% |
1,500.25 |
| ATR |
484.29 |
469.91 |
-14.38 |
-3.0% |
0.00 |
| Volume |
558,776 |
589,629 |
30,853 |
5.5% |
2,836,238 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,189.25 |
15,063.00 |
14,526.25 |
|
| R3 |
14,906.25 |
14,780.00 |
14,448.25 |
|
| R2 |
14,623.25 |
14,623.25 |
14,422.50 |
|
| R1 |
14,497.00 |
14,497.00 |
14,396.50 |
14,418.50 |
| PP |
14,340.25 |
14,340.25 |
14,340.25 |
14,301.25 |
| S1 |
14,214.00 |
14,214.00 |
14,344.50 |
14,135.50 |
| S2 |
14,057.25 |
14,057.25 |
14,318.50 |
|
| S3 |
13,774.25 |
13,931.00 |
14,292.75 |
|
| S4 |
13,491.25 |
13,648.00 |
14,214.75 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,433.75 |
17,923.75 |
15,238.75 |
|
| R3 |
16,933.50 |
16,423.50 |
14,826.00 |
|
| R2 |
15,433.25 |
15,433.25 |
14,688.50 |
|
| R1 |
14,923.25 |
14,923.25 |
14,551.00 |
15,178.25 |
| PP |
13,933.00 |
13,933.00 |
13,933.00 |
14,060.50 |
| S1 |
13,423.00 |
13,423.00 |
14,276.00 |
13,678.00 |
| S2 |
12,432.75 |
12,432.75 |
14,138.50 |
|
| S3 |
10,932.50 |
11,922.75 |
14,001.00 |
|
| S4 |
9,432.25 |
10,422.50 |
13,588.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,466.75 |
12,942.50 |
1,524.25 |
10.6% |
445.00 |
3.1% |
94% |
True |
False |
575,786 |
| 10 |
14,466.75 |
12,942.50 |
1,524.25 |
10.6% |
479.75 |
3.3% |
94% |
True |
False |
392,504 |
| 20 |
14,466.75 |
12,942.50 |
1,524.25 |
10.6% |
504.75 |
3.5% |
94% |
True |
False |
198,310 |
| 40 |
15,261.25 |
12,942.50 |
2,318.75 |
16.1% |
487.50 |
3.4% |
62% |
False |
False |
100,059 |
| 60 |
16,654.00 |
12,942.50 |
3,711.50 |
25.8% |
438.50 |
3.1% |
38% |
False |
False |
67,174 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
25.8% |
420.75 |
2.9% |
38% |
False |
False |
50,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,669.50 |
|
2.618 |
15,207.75 |
|
1.618 |
14,924.75 |
|
1.000 |
14,749.75 |
|
0.618 |
14,641.75 |
|
HIGH |
14,466.75 |
|
0.618 |
14,358.75 |
|
0.500 |
14,325.25 |
|
0.382 |
14,291.75 |
|
LOW |
14,183.75 |
|
0.618 |
14,008.75 |
|
1.000 |
13,900.75 |
|
1.618 |
13,725.75 |
|
2.618 |
13,442.75 |
|
4.250 |
12,981.00 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,355.50 |
14,294.50 |
| PP |
14,340.25 |
14,218.75 |
| S1 |
14,325.25 |
14,143.00 |
|