| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,567.5 |
3,765.5 |
198.0 |
5.6% |
3,862.0 |
| High |
3,805.5 |
3,765.5 |
-40.0 |
-1.1% |
3,934.5 |
| Low |
3,546.0 |
3,623.5 |
77.5 |
2.2% |
3,528.0 |
| Close |
3,741.0 |
3,640.5 |
-100.5 |
-2.7% |
3,558.5 |
| Range |
259.5 |
142.0 |
-117.5 |
-45.3% |
406.5 |
| ATR |
156.4 |
155.4 |
-1.0 |
-0.7% |
0.0 |
| Volume |
1,658,716 |
1,534,467 |
-124,249 |
-7.5% |
7,154,012 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,102.5 |
4,013.5 |
3,718.6 |
|
| R3 |
3,960.5 |
3,871.5 |
3,679.6 |
|
| R2 |
3,818.5 |
3,818.5 |
3,666.5 |
|
| R1 |
3,729.5 |
3,729.5 |
3,653.5 |
3,703.0 |
| PP |
3,676.5 |
3,676.5 |
3,676.5 |
3,663.3 |
| S1 |
3,587.5 |
3,587.5 |
3,627.5 |
3,561.0 |
| S2 |
3,534.5 |
3,534.5 |
3,614.5 |
|
| S3 |
3,392.5 |
3,445.5 |
3,601.5 |
|
| S4 |
3,250.5 |
3,303.5 |
3,562.4 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,893.2 |
4,632.3 |
3,782.1 |
|
| R3 |
4,486.7 |
4,225.8 |
3,670.3 |
|
| R2 |
4,080.2 |
4,080.2 |
3,633.0 |
|
| R1 |
3,819.3 |
3,819.3 |
3,595.8 |
3,746.5 |
| PP |
3,673.7 |
3,673.7 |
3,673.7 |
3,637.3 |
| S1 |
3,412.8 |
3,412.8 |
3,521.2 |
3,340.0 |
| S2 |
3,267.2 |
3,267.2 |
3,484.0 |
|
| S3 |
2,860.7 |
3,006.3 |
3,446.7 |
|
| S4 |
2,454.2 |
2,599.8 |
3,334.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,805.5 |
3,380.0 |
425.5 |
11.7% |
210.7 |
5.8% |
61% |
False |
False |
1,761,077 |
| 10 |
3,994.5 |
3,380.0 |
614.5 |
16.9% |
186.1 |
5.1% |
42% |
False |
False |
1,549,262 |
| 20 |
4,230.5 |
3,380.0 |
850.5 |
23.4% |
147.6 |
4.1% |
31% |
False |
False |
1,306,118 |
| 40 |
4,324.5 |
3,380.0 |
944.5 |
25.9% |
117.5 |
3.2% |
28% |
False |
False |
1,075,257 |
| 60 |
4,381.5 |
3,380.0 |
1,001.5 |
27.5% |
98.9 |
2.7% |
26% |
False |
False |
908,669 |
| 80 |
4,392.5 |
3,380.0 |
1,012.5 |
27.8% |
91.7 |
2.5% |
26% |
False |
False |
713,938 |
| 100 |
4,392.5 |
3,380.0 |
1,012.5 |
27.8% |
78.6 |
2.2% |
26% |
False |
False |
571,760 |
| 120 |
4,392.5 |
3,380.0 |
1,012.5 |
27.8% |
73.6 |
2.0% |
26% |
False |
False |
476,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,369.0 |
|
2.618 |
4,137.3 |
|
1.618 |
3,995.3 |
|
1.000 |
3,907.5 |
|
0.618 |
3,853.3 |
|
HIGH |
3,765.5 |
|
0.618 |
3,711.3 |
|
0.500 |
3,694.5 |
|
0.382 |
3,677.7 |
|
LOW |
3,623.5 |
|
0.618 |
3,535.7 |
|
1.000 |
3,481.5 |
|
1.618 |
3,393.7 |
|
2.618 |
3,251.7 |
|
4.250 |
3,020.0 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,694.5 |
3,628.8 |
| PP |
3,676.5 |
3,617.2 |
| S1 |
3,658.5 |
3,605.5 |
|