| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,815.3760 |
1,773.2810 |
-42.0950 |
-2.3% |
1,758.8900 |
| High |
1,848.9930 |
1,839.1310 |
-9.8620 |
-0.5% |
1,942.6760 |
| Low |
1,761.2320 |
1,734.7130 |
-26.5190 |
-1.5% |
1,715.1770 |
| Close |
1,773.2810 |
1,816.2700 |
42.9890 |
2.4% |
1,816.2700 |
| Range |
87.7610 |
104.4180 |
16.6570 |
19.0% |
227.4990 |
| ATR |
153.9009 |
150.3664 |
-3.5345 |
-2.3% |
0.0000 |
| Volume |
611,018 |
487,845 |
-123,173 |
-20.2% |
3,404,251 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.9587 |
2,067.5323 |
1,873.6999 |
|
| R3 |
2,005.5407 |
1,963.1143 |
1,844.9850 |
|
| R2 |
1,901.1227 |
1,901.1227 |
1,835.4133 |
|
| R1 |
1,858.6963 |
1,858.6963 |
1,825.8417 |
1,879.9095 |
| PP |
1,796.7047 |
1,796.7047 |
1,796.7047 |
1,807.3113 |
| S1 |
1,754.2783 |
1,754.2783 |
1,806.6984 |
1,775.4915 |
| S2 |
1,692.2867 |
1,692.2867 |
1,797.1267 |
|
| S3 |
1,587.8687 |
1,649.8603 |
1,787.5551 |
|
| S4 |
1,483.4507 |
1,545.4423 |
1,758.8401 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.2047 |
2,389.2363 |
1,941.3945 |
|
| R3 |
2,279.7057 |
2,161.7373 |
1,878.8322 |
|
| R2 |
2,052.2067 |
2,052.2067 |
1,857.9782 |
|
| R1 |
1,934.2383 |
1,934.2383 |
1,837.1241 |
1,993.2225 |
| PP |
1,824.7077 |
1,824.7077 |
1,824.7077 |
1,854.1998 |
| S1 |
1,706.7393 |
1,706.7393 |
1,795.4159 |
1,765.7235 |
| S2 |
1,597.2087 |
1,597.2087 |
1,774.5619 |
|
| S3 |
1,369.7097 |
1,479.2403 |
1,753.7078 |
|
| S4 |
1,142.2107 |
1,251.7413 |
1,691.1456 |
|
|
| 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% |
120.0670 |
6.6% |
44% |
False |
False |
680,850 |
| 10 |
1,942.6760 |
1,515.2340 |
427.4420 |
23.5% |
131.8805 |
7.3% |
70% |
False |
False |
702,474 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
40.9% |
178.8403 |
9.8% |
70% |
False |
False |
894,259 |
| 40 |
2,036.8430 |
1,043.7570 |
993.0860 |
54.7% |
166.6071 |
9.2% |
78% |
False |
False |
1,012,327 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
81.7% |
163.5363 |
9.0% |
85% |
False |
False |
1,222,824 |
| 80 |
2,036.8430 |
495.2350 |
1,541.6080 |
84.9% |
134.3527 |
7.4% |
86% |
False |
False |
1,121,365 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
91.7% |
112.6260 |
6.2% |
87% |
False |
False |
1,035,344 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
93.8% |
96.8801 |
5.3% |
87% |
False |
False |
946,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,282.9075 |
|
2.618 |
2,112.4973 |
|
1.618 |
2,008.0793 |
|
1.000 |
1,943.5490 |
|
0.618 |
1,903.6613 |
|
HIGH |
1,839.1310 |
|
0.618 |
1,799.2433 |
|
0.500 |
1,786.9220 |
|
0.382 |
1,774.6007 |
|
LOW |
1,734.7130 |
|
0.618 |
1,670.1827 |
|
1.000 |
1,630.2950 |
|
1.618 |
1,565.7647 |
|
2.618 |
1,461.3467 |
|
4.250 |
1,290.9365 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,806.4873 |
1,808.1310 |
| PP |
1,796.7047 |
1,799.9920 |
| S1 |
1,786.9220 |
1,791.8530 |
|