Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,727.19 |
1,731.76 |
4.57 |
0.3% |
1,701.62 |
High |
1,733.34 |
1,739.97 |
6.63 |
0.4% |
1,739.19 |
Low |
1,722.14 |
1,727.41 |
5.27 |
0.3% |
1,677.64 |
Close |
1,731.78 |
1,731.48 |
-0.30 |
0.0% |
1,726.84 |
Range |
11.20 |
12.56 |
1.36 |
12.1% |
61.55 |
ATR |
27.30 |
26.25 |
-1.05 |
-3.9% |
0.00 |
Volume |
6,353 |
6,641 |
288 |
4.5% |
31,953 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.63 |
1,763.62 |
1,738.39 |
|
R3 |
1,758.07 |
1,751.06 |
1,734.93 |
|
R2 |
1,745.51 |
1,745.51 |
1,733.78 |
|
R1 |
1,738.50 |
1,738.50 |
1,732.63 |
1,735.73 |
PP |
1,732.95 |
1,732.95 |
1,732.95 |
1,731.57 |
S1 |
1,725.94 |
1,725.94 |
1,730.33 |
1,723.17 |
S2 |
1,720.39 |
1,720.39 |
1,729.18 |
|
S3 |
1,707.83 |
1,713.38 |
1,728.03 |
|
S4 |
1,695.27 |
1,700.82 |
1,724.57 |
|
|
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 |
1,739.97 |
1,699.57 |
40.40 |
2.3% |
17.53 |
1.0% |
79% |
True |
False |
6,566 |
10 |
1,739.97 |
1,677.64 |
62.33 |
3.6% |
23.77 |
1.4% |
86% |
True |
False |
6,387 |
20 |
1,815.10 |
1,677.64 |
137.46 |
7.9% |
26.86 |
1.6% |
39% |
False |
False |
6,411 |
40 |
1,874.27 |
1,677.64 |
196.63 |
11.4% |
28.65 |
1.7% |
27% |
False |
False |
6,288 |
60 |
1,957.87 |
1,677.64 |
280.23 |
16.2% |
28.59 |
1.7% |
19% |
False |
False |
6,340 |
80 |
1,957.87 |
1,677.64 |
280.23 |
16.2% |
27.76 |
1.6% |
19% |
False |
False |
6,452 |
100 |
1,964.66 |
1,677.64 |
287.02 |
16.6% |
27.90 |
1.6% |
19% |
False |
False |
6,497 |
120 |
1,964.66 |
1,677.64 |
287.02 |
16.6% |
27.48 |
1.6% |
19% |
False |
False |
6,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,793.35 |
2.618 |
1,772.85 |
1.618 |
1,760.29 |
1.000 |
1,752.53 |
0.618 |
1,747.73 |
HIGH |
1,739.97 |
0.618 |
1,735.17 |
0.500 |
1,733.69 |
0.382 |
1,732.21 |
LOW |
1,727.41 |
0.618 |
1,719.65 |
1.000 |
1,714.85 |
1.618 |
1,707.09 |
2.618 |
1,694.53 |
4.250 |
1,674.03 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,733.69 |
1,727.58 |
PP |
1,732.95 |
1,723.67 |
S1 |
1,732.22 |
1,719.77 |
|