| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,796.9040 |
1,815.3760 |
18.4720 |
1.0% |
1,535.1070 |
| High |
1,837.3300 |
1,848.9930 |
11.6630 |
0.6% |
1,877.1170 |
| Low |
1,745.1630 |
1,761.2320 |
16.0690 |
0.9% |
1,515.2340 |
| Close |
1,815.2830 |
1,773.2810 |
-42.0020 |
-2.3% |
1,758.8830 |
| Range |
92.1670 |
87.7610 |
-4.4060 |
-4.8% |
361.8830 |
| ATR |
158.9886 |
153.9009 |
-5.0877 |
-3.2% |
0.0000 |
| Volume |
695,606 |
611,018 |
-84,588 |
-12.2% |
3,620,490 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.7850 |
2,003.2940 |
1,821.5496 |
|
| R3 |
1,970.0240 |
1,915.5330 |
1,797.4153 |
|
| R2 |
1,882.2630 |
1,882.2630 |
1,789.3705 |
|
| R1 |
1,827.7720 |
1,827.7720 |
1,781.3258 |
1,811.1370 |
| PP |
1,794.5020 |
1,794.5020 |
1,794.5020 |
1,786.1845 |
| S1 |
1,740.0110 |
1,740.0110 |
1,765.2362 |
1,723.3760 |
| S2 |
1,706.7410 |
1,706.7410 |
1,757.1915 |
|
| S3 |
1,618.9800 |
1,652.2500 |
1,749.1467 |
|
| S4 |
1,531.2190 |
1,564.4890 |
1,725.0125 |
|
|
| 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 |
12.8% |
123.9624 |
7.0% |
26% |
False |
False |
706,329 |
| 10 |
1,942.6760 |
1,444.7800 |
497.8960 |
28.1% |
131.8006 |
7.4% |
66% |
False |
False |
734,659 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
41.8% |
177.6979 |
10.0% |
64% |
False |
False |
909,627 |
| 40 |
2,036.8430 |
1,043.7570 |
993.0860 |
56.0% |
169.5899 |
9.6% |
73% |
False |
False |
1,046,227 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
83.7% |
162.9937 |
9.2% |
82% |
False |
False |
1,231,155 |
| 80 |
2,036.8430 |
469.2790 |
1,567.5640 |
88.4% |
133.6110 |
7.5% |
83% |
False |
False |
1,127,816 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
94.0% |
111.7694 |
6.3% |
84% |
False |
False |
1,036,040 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
96.1% |
96.1745 |
5.4% |
85% |
False |
False |
946,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.9773 |
|
2.618 |
2,078.7513 |
|
1.618 |
1,990.9903 |
|
1.000 |
1,936.7540 |
|
0.618 |
1,903.2293 |
|
HIGH |
1,848.9930 |
|
0.618 |
1,815.4683 |
|
0.500 |
1,805.1125 |
|
0.382 |
1,794.7567 |
|
LOW |
1,761.2320 |
|
0.618 |
1,706.9957 |
|
1.000 |
1,673.4710 |
|
1.618 |
1,619.2347 |
|
2.618 |
1,531.4737 |
|
4.250 |
1,388.2478 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,805.1125 |
1,782.0850 |
| PP |
1,794.5020 |
1,779.1503 |
| S1 |
1,783.8915 |
1,776.2157 |
|