Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,722.27 |
1,727.19 |
4.92 |
0.3% |
1,701.62 |
High |
1,727.30 |
1,733.34 |
6.04 |
0.3% |
1,739.19 |
Low |
1,699.57 |
1,722.14 |
22.57 |
1.3% |
1,677.64 |
Close |
1,726.84 |
1,731.78 |
4.94 |
0.3% |
1,726.84 |
Range |
27.73 |
11.20 |
-16.53 |
-59.6% |
61.55 |
ATR |
28.54 |
27.30 |
-1.24 |
-4.3% |
0.00 |
Volume |
6,523 |
6,353 |
-170 |
-2.6% |
31,953 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.69 |
1,758.43 |
1,737.94 |
|
R3 |
1,751.49 |
1,747.23 |
1,734.86 |
|
R2 |
1,740.29 |
1,740.29 |
1,733.83 |
|
R1 |
1,736.03 |
1,736.03 |
1,732.81 |
1,738.16 |
PP |
1,729.09 |
1,729.09 |
1,729.09 |
1,730.15 |
S1 |
1,724.83 |
1,724.83 |
1,730.75 |
1,726.96 |
S2 |
1,717.89 |
1,717.89 |
1,729.73 |
|
S3 |
1,706.69 |
1,713.63 |
1,728.70 |
|
S4 |
1,695.49 |
1,702.43 |
1,725.62 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.21 |
1,874.57 |
1,760.69 |
|
R3 |
1,837.66 |
1,813.02 |
1,743.77 |
|
R2 |
1,776.11 |
1,776.11 |
1,738.12 |
|
R1 |
1,751.47 |
1,751.47 |
1,732.48 |
1,763.79 |
PP |
1,714.56 |
1,714.56 |
1,714.56 |
1,720.72 |
S1 |
1,689.92 |
1,689.92 |
1,721.20 |
1,702.24 |
S2 |
1,653.01 |
1,653.01 |
1,715.56 |
|
S3 |
1,591.46 |
1,628.37 |
1,709.91 |
|
S4 |
1,529.91 |
1,566.82 |
1,692.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,739.19 |
1,681.10 |
58.09 |
3.4% |
22.60 |
1.3% |
87% |
False |
False |
6,481 |
10 |
1,739.53 |
1,677.64 |
61.89 |
3.6% |
25.48 |
1.5% |
87% |
False |
False |
6,356 |
20 |
1,825.97 |
1,677.64 |
148.33 |
8.6% |
28.00 |
1.6% |
36% |
False |
False |
6,408 |
40 |
1,874.27 |
1,677.64 |
196.63 |
11.4% |
29.13 |
1.7% |
28% |
False |
False |
6,288 |
60 |
1,957.87 |
1,677.64 |
280.23 |
16.2% |
28.70 |
1.7% |
19% |
False |
False |
6,344 |
80 |
1,957.87 |
1,677.64 |
280.23 |
16.2% |
27.75 |
1.6% |
19% |
False |
False |
6,419 |
100 |
1,964.66 |
1,677.64 |
287.02 |
16.6% |
27.95 |
1.6% |
19% |
False |
False |
6,506 |
120 |
1,964.66 |
1,677.64 |
287.02 |
16.6% |
27.56 |
1.6% |
19% |
False |
False |
6,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.94 |
2.618 |
1,762.66 |
1.618 |
1,751.46 |
1.000 |
1,744.54 |
0.618 |
1,740.26 |
HIGH |
1,733.34 |
0.618 |
1,729.06 |
0.500 |
1,727.74 |
0.382 |
1,726.42 |
LOW |
1,722.14 |
0.618 |
1,715.22 |
1.000 |
1,710.94 |
1.618 |
1,704.02 |
2.618 |
1,692.82 |
4.250 |
1,674.54 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,730.43 |
1,727.65 |
PP |
1,729.09 |
1,723.51 |
S1 |
1,727.74 |
1,719.38 |
|