| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,676.0400 |
1,671.8830 |
-4.1570 |
-0.2% |
1,758.8900 |
| High |
1,721.1040 |
1,739.9440 |
18.8400 |
1.1% |
1,942.6760 |
| Low |
1,653.4760 |
1,582.5490 |
-70.9270 |
-4.3% |
1,715.1770 |
| Close |
1,671.7750 |
1,607.2510 |
-64.5240 |
-3.9% |
1,816.2700 |
| Range |
67.6280 |
157.3950 |
89.7670 |
132.7% |
227.4990 |
| ATR |
147.1738 |
147.9039 |
0.7301 |
0.5% |
0.0000 |
| Volume |
613,529 |
584,158 |
-29,371 |
-4.8% |
3,404,251 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.4330 |
2,018.7370 |
1,693.8183 |
|
| R3 |
1,958.0380 |
1,861.3420 |
1,650.5346 |
|
| R2 |
1,800.6430 |
1,800.6430 |
1,636.1068 |
|
| R1 |
1,703.9470 |
1,703.9470 |
1,621.6789 |
1,673.5975 |
| PP |
1,643.2480 |
1,643.2480 |
1,643.2480 |
1,628.0733 |
| S1 |
1,546.5520 |
1,546.5520 |
1,592.8231 |
1,516.2025 |
| S2 |
1,485.8530 |
1,485.8530 |
1,578.3953 |
|
| S3 |
1,328.4580 |
1,389.1570 |
1,563.9674 |
|
| S4 |
1,171.0630 |
1,231.7620 |
1,520.6838 |
|
|
| 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 |
1,867.3270 |
1,582.5490 |
284.7780 |
17.7% |
121.7072 |
7.6% |
9% |
False |
True |
563,175 |
| 10 |
1,942.6760 |
1,582.5490 |
360.1270 |
22.4% |
125.5256 |
7.8% |
7% |
False |
True |
636,363 |
| 20 |
1,942.6760 |
1,294.7920 |
647.8840 |
40.3% |
143.1818 |
8.9% |
48% |
False |
False |
731,823 |
| 40 |
2,036.8430 |
1,209.5030 |
827.3400 |
51.5% |
161.0650 |
10.0% |
48% |
False |
False |
927,845 |
| 60 |
2,036.8430 |
615.8020 |
1,421.0410 |
88.4% |
168.0211 |
10.5% |
70% |
False |
False |
1,214,721 |
| 80 |
2,036.8430 |
495.2350 |
1,541.6080 |
95.9% |
137.4741 |
8.6% |
72% |
False |
False |
1,098,861 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
103.7% |
115.9713 |
7.2% |
74% |
False |
False |
1,033,576 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
106.0% |
99.9970 |
6.2% |
75% |
False |
False |
950,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.8728 |
|
2.618 |
2,152.0041 |
|
1.618 |
1,994.6091 |
|
1.000 |
1,897.3390 |
|
0.618 |
1,837.2141 |
|
HIGH |
1,739.9440 |
|
0.618 |
1,679.8191 |
|
0.500 |
1,661.2465 |
|
0.382 |
1,642.6739 |
|
LOW |
1,582.5490 |
|
0.618 |
1,485.2789 |
|
1.000 |
1,425.1540 |
|
1.618 |
1,327.8839 |
|
2.618 |
1,170.4889 |
|
4.250 |
913.6203 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,661.2465 |
1,724.9380 |
| PP |
1,643.2480 |
1,685.7090 |
| S1 |
1,625.2495 |
1,646.4800 |
|