| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,075.5 |
2,074.9 |
-0.6 |
0.0% |
2,082.1 |
| High |
2,077.7 |
2,137.1 |
59.4 |
2.9% |
2,097.0 |
| Low |
2,043.0 |
2,071.4 |
28.4 |
1.4% |
2,039.8 |
| Close |
2,074.8 |
2,131.3 |
56.5 |
2.7% |
2,075.2 |
| Range |
34.7 |
65.7 |
31.0 |
89.3% |
57.2 |
| ATR |
53.5 |
54.4 |
0.9 |
1.6% |
0.0 |
| Volume |
155,784 |
203,862 |
48,078 |
30.9% |
801,129 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.4 |
2,286.5 |
2,167.4 |
|
| R3 |
2,244.7 |
2,220.8 |
2,149.4 |
|
| R2 |
2,179.0 |
2,179.0 |
2,143.3 |
|
| R1 |
2,155.1 |
2,155.1 |
2,137.3 |
2,167.1 |
| PP |
2,113.3 |
2,113.3 |
2,113.3 |
2,119.2 |
| S1 |
2,089.4 |
2,089.4 |
2,125.3 |
2,101.4 |
| S2 |
2,047.6 |
2,047.6 |
2,119.3 |
|
| S3 |
1,981.9 |
2,023.7 |
2,113.2 |
|
| S4 |
1,916.2 |
1,958.0 |
2,095.2 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.3 |
2,215.9 |
2,106.7 |
|
| R3 |
2,185.1 |
2,158.7 |
2,090.9 |
|
| R2 |
2,127.9 |
2,127.9 |
2,085.7 |
|
| R1 |
2,101.5 |
2,101.5 |
2,080.4 |
2,086.1 |
| PP |
2,070.7 |
2,070.7 |
2,070.7 |
2,063.0 |
| S1 |
2,044.3 |
2,044.3 |
2,070.0 |
2,028.9 |
| S2 |
2,013.5 |
2,013.5 |
2,064.7 |
|
| S3 |
1,956.3 |
1,987.1 |
2,059.5 |
|
| S4 |
1,899.1 |
1,929.9 |
2,043.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,137.1 |
2,039.8 |
97.3 |
4.6% |
40.3 |
1.9% |
94% |
True |
False |
163,264 |
| 10 |
2,137.1 |
1,958.1 |
179.0 |
8.4% |
46.4 |
2.2% |
97% |
True |
False |
184,560 |
| 20 |
2,137.1 |
1,911.8 |
225.3 |
10.6% |
55.5 |
2.6% |
97% |
True |
False |
147,228 |
| 40 |
2,137.1 |
1,881.7 |
255.4 |
12.0% |
57.2 |
2.7% |
98% |
True |
False |
73,840 |
| 60 |
2,285.0 |
1,881.7 |
403.3 |
18.9% |
59.9 |
2.8% |
62% |
False |
False |
49,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,416.3 |
|
2.618 |
2,309.1 |
|
1.618 |
2,243.4 |
|
1.000 |
2,202.8 |
|
0.618 |
2,177.7 |
|
HIGH |
2,137.1 |
|
0.618 |
2,112.0 |
|
0.500 |
2,104.3 |
|
0.382 |
2,096.5 |
|
LOW |
2,071.4 |
|
0.618 |
2,030.8 |
|
1.000 |
2,005.7 |
|
1.618 |
1,965.1 |
|
2.618 |
1,899.4 |
|
4.250 |
1,792.2 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,122.3 |
2,117.6 |
| PP |
2,113.3 |
2,103.8 |
| S1 |
2,104.3 |
2,090.1 |
|