| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,792.6630 |
1,796.9040 |
4.2410 |
0.2% |
1,535.1070 |
| High |
1,818.3860 |
1,837.3300 |
18.9440 |
1.0% |
1,877.1170 |
| Low |
1,715.1770 |
1,745.1630 |
29.9860 |
1.7% |
1,515.2340 |
| Close |
1,796.9040 |
1,815.2830 |
18.3790 |
1.0% |
1,758.8830 |
| Range |
103.2090 |
92.1670 |
-11.0420 |
-10.7% |
361.8830 |
| ATR |
164.1287 |
158.9886 |
-5.1401 |
-3.1% |
0.0000 |
| Volume |
747,899 |
695,606 |
-52,293 |
-7.0% |
3,620,490 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.7597 |
2,037.6883 |
1,865.9749 |
|
| R3 |
1,983.5927 |
1,945.5213 |
1,840.6289 |
|
| R2 |
1,891.4257 |
1,891.4257 |
1,832.1803 |
|
| R1 |
1,853.3543 |
1,853.3543 |
1,823.7316 |
1,872.3900 |
| PP |
1,799.2587 |
1,799.2587 |
1,799.2587 |
1,808.7765 |
| S1 |
1,761.1873 |
1,761.1873 |
1,806.8344 |
1,780.2230 |
| S2 |
1,707.0917 |
1,707.0917 |
1,798.3857 |
|
| S3 |
1,614.9247 |
1,669.0203 |
1,789.9371 |
|
| S4 |
1,522.7577 |
1,576.8533 |
1,764.5912 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.7270 |
2,642.6880 |
1,957.9187 |
|
| R3 |
2,440.8440 |
2,280.8050 |
1,858.4008 |
|
| R2 |
2,078.9610 |
2,078.9610 |
1,825.2282 |
|
| R1 |
1,918.9220 |
1,918.9220 |
1,792.0556 |
1,998.9415 |
| PP |
1,717.0780 |
1,717.0780 |
1,717.0780 |
1,757.0878 |
| S1 |
1,557.0390 |
1,557.0390 |
1,725.7104 |
1,637.0585 |
| S2 |
1,355.1950 |
1,355.1950 |
1,692.5378 |
|
| S3 |
993.3120 |
1,195.1560 |
1,659.3652 |
|
| S4 |
631.4290 |
833.2730 |
1,559.8474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,942.6760 |
1,715.1770 |
227.4990 |
12.5% |
129.3440 |
7.1% |
44% |
False |
False |
709,551 |
| 10 |
1,942.6760 |
1,444.7800 |
497.8960 |
27.4% |
134.7230 |
7.4% |
74% |
False |
False |
750,668 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
40.9% |
179.1984 |
9.9% |
70% |
False |
False |
915,710 |
| 40 |
2,036.8430 |
1,043.7570 |
993.0860 |
54.7% |
172.1110 |
9.5% |
78% |
False |
False |
1,071,429 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
81.8% |
162.0881 |
8.9% |
85% |
False |
False |
1,233,962 |
| 80 |
2,036.8430 |
465.4040 |
1,571.4390 |
86.6% |
132.7051 |
7.3% |
86% |
False |
False |
1,126,504 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
91.8% |
111.1797 |
6.1% |
87% |
False |
False |
1,037,739 |
| 120 |
2,036.8430 |
317.1550 |
1,719.6880 |
94.7% |
95.7062 |
5.3% |
87% |
False |
False |
947,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.0398 |
|
2.618 |
2,078.6232 |
|
1.618 |
1,986.4562 |
|
1.000 |
1,929.4970 |
|
0.618 |
1,894.2892 |
|
HIGH |
1,837.3300 |
|
0.618 |
1,802.1222 |
|
0.500 |
1,791.2465 |
|
0.382 |
1,780.3708 |
|
LOW |
1,745.1630 |
|
0.618 |
1,688.2038 |
|
1.000 |
1,652.9960 |
|
1.618 |
1,596.0368 |
|
2.618 |
1,503.8698 |
|
4.250 |
1,353.4533 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,807.2708 |
1,828.9265 |
| PP |
1,799.2587 |
1,824.3787 |
| S1 |
1,791.2465 |
1,819.8308 |
|