| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
14,404.00 |
14,390.00 |
-14.00 |
-0.1% |
13,334.50 |
| High |
14,466.75 |
14,690.75 |
224.00 |
1.5% |
14,442.75 |
| Low |
14,183.75 |
14,293.50 |
109.75 |
0.8% |
12,942.50 |
| Close |
14,370.50 |
14,654.00 |
283.50 |
2.0% |
14,413.50 |
| Range |
283.00 |
397.25 |
114.25 |
40.4% |
1,500.25 |
| ATR |
469.91 |
464.72 |
-5.19 |
-1.1% |
0.00 |
| Volume |
589,629 |
509,918 |
-79,711 |
-13.5% |
2,836,238 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,737.75 |
15,593.25 |
14,872.50 |
|
| R3 |
15,340.50 |
15,196.00 |
14,763.25 |
|
| R2 |
14,943.25 |
14,943.25 |
14,726.75 |
|
| R1 |
14,798.75 |
14,798.75 |
14,690.50 |
14,871.00 |
| PP |
14,546.00 |
14,546.00 |
14,546.00 |
14,582.25 |
| S1 |
14,401.50 |
14,401.50 |
14,617.50 |
14,473.75 |
| S2 |
14,148.75 |
14,148.75 |
14,581.25 |
|
| S3 |
13,751.50 |
14,004.25 |
14,544.75 |
|
| S4 |
13,354.25 |
13,607.00 |
14,435.50 |
|
|
| 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 |
14,690.75 |
13,417.25 |
1,273.50 |
8.7% |
415.75 |
2.8% |
97% |
True |
False |
567,290 |
| 10 |
14,690.75 |
12,942.50 |
1,748.25 |
11.9% |
463.75 |
3.2% |
98% |
True |
False |
441,435 |
| 20 |
14,690.75 |
12,942.50 |
1,748.25 |
11.9% |
496.75 |
3.4% |
98% |
True |
False |
223,628 |
| 40 |
15,261.25 |
12,942.50 |
2,318.75 |
15.8% |
475.50 |
3.2% |
74% |
False |
False |
112,706 |
| 60 |
16,654.00 |
12,942.50 |
3,711.50 |
25.3% |
441.75 |
3.0% |
46% |
False |
False |
75,663 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
25.3% |
422.75 |
2.9% |
46% |
False |
False |
56,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,379.00 |
|
2.618 |
15,730.75 |
|
1.618 |
15,333.50 |
|
1.000 |
15,088.00 |
|
0.618 |
14,936.25 |
|
HIGH |
14,690.75 |
|
0.618 |
14,539.00 |
|
0.500 |
14,492.00 |
|
0.382 |
14,445.25 |
|
LOW |
14,293.50 |
|
0.618 |
14,048.00 |
|
1.000 |
13,896.25 |
|
1.618 |
13,650.75 |
|
2.618 |
13,253.50 |
|
4.250 |
12,605.25 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,600.00 |
14,545.50 |
| PP |
14,546.00 |
14,437.00 |
| S1 |
14,492.00 |
14,328.50 |
|