| 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 |
2,083.4 |
2,047.1 |
-36.3 |
-1.7% |
1,980.0 |
| High |
2,088.4 |
2,074.4 |
-14.0 |
-0.7% |
2,086.9 |
| Low |
2,044.2 |
2,039.8 |
-4.4 |
-0.2% |
1,911.8 |
| Close |
2,047.4 |
2,070.8 |
23.4 |
1.1% |
2,080.2 |
| Range |
44.2 |
34.6 |
-9.6 |
-21.7% |
175.1 |
| ATR |
59.2 |
57.4 |
-1.8 |
-3.0% |
0.0 |
| Volume |
163,386 |
143,350 |
-20,036 |
-12.3% |
1,412,078 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.5 |
2,152.7 |
2,089.8 |
|
| R3 |
2,130.9 |
2,118.1 |
2,080.3 |
|
| R2 |
2,096.3 |
2,096.3 |
2,077.1 |
|
| R1 |
2,083.5 |
2,083.5 |
2,074.0 |
2,089.9 |
| PP |
2,061.7 |
2,061.7 |
2,061.7 |
2,064.9 |
| S1 |
2,048.9 |
2,048.9 |
2,067.6 |
2,055.3 |
| S2 |
2,027.1 |
2,027.1 |
2,064.5 |
|
| S3 |
1,992.5 |
2,014.3 |
2,061.3 |
|
| S4 |
1,957.9 |
1,979.7 |
2,051.8 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.6 |
2,491.0 |
2,176.5 |
|
| R3 |
2,376.5 |
2,315.9 |
2,128.4 |
|
| R2 |
2,201.4 |
2,201.4 |
2,112.3 |
|
| R1 |
2,140.8 |
2,140.8 |
2,096.3 |
2,171.1 |
| PP |
2,026.3 |
2,026.3 |
2,026.3 |
2,041.5 |
| S1 |
1,965.7 |
1,965.7 |
2,064.1 |
1,996.0 |
| S2 |
1,851.2 |
1,851.2 |
2,048.1 |
|
| S3 |
1,676.1 |
1,790.6 |
2,032.0 |
|
| S4 |
1,501.0 |
1,615.5 |
1,983.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.0 |
2,039.8 |
57.2 |
2.8% |
42.2 |
2.0% |
54% |
False |
True |
168,612 |
| 10 |
2,097.0 |
1,911.8 |
185.2 |
8.9% |
54.4 |
2.6% |
86% |
False |
False |
233,034 |
| 20 |
2,097.0 |
1,911.8 |
185.2 |
8.9% |
61.0 |
2.9% |
86% |
False |
False |
121,827 |
| 40 |
2,100.7 |
1,881.7 |
219.0 |
10.6% |
60.3 |
2.9% |
86% |
False |
False |
61,120 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
19.5% |
59.2 |
2.9% |
47% |
False |
False |
40,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.5 |
|
2.618 |
2,165.0 |
|
1.618 |
2,130.4 |
|
1.000 |
2,109.0 |
|
0.618 |
2,095.8 |
|
HIGH |
2,074.4 |
|
0.618 |
2,061.2 |
|
0.500 |
2,057.1 |
|
0.382 |
2,053.0 |
|
LOW |
2,039.8 |
|
0.618 |
2,018.4 |
|
1.000 |
2,005.2 |
|
1.618 |
1,983.8 |
|
2.618 |
1,949.2 |
|
4.250 |
1,892.8 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.2 |
2,070.0 |
| PP |
2,061.7 |
2,069.2 |
| S1 |
2,057.1 |
2,068.4 |
|