Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,735.89 |
1,751.49 |
15.60 |
0.9% |
1,727.19 |
High |
1,745.41 |
1,751.49 |
6.08 |
0.3% |
1,754.45 |
Low |
1,728.61 |
1,728.20 |
-0.41 |
0.0% |
1,721.34 |
Close |
1,744.89 |
1,738.47 |
-6.42 |
-0.4% |
1,744.89 |
Range |
16.80 |
23.29 |
6.49 |
38.6% |
33.11 |
ATR |
25.95 |
25.76 |
-0.19 |
-0.7% |
0.00 |
Volume |
6,240 |
7,129 |
889 |
14.2% |
32,175 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.26 |
1,797.15 |
1,751.28 |
|
R3 |
1,785.97 |
1,773.86 |
1,744.87 |
|
R2 |
1,762.68 |
1,762.68 |
1,742.74 |
|
R1 |
1,750.57 |
1,750.57 |
1,740.60 |
1,744.98 |
PP |
1,739.39 |
1,739.39 |
1,739.39 |
1,736.59 |
S1 |
1,727.28 |
1,727.28 |
1,736.34 |
1,721.69 |
S2 |
1,716.10 |
1,716.10 |
1,734.20 |
|
S3 |
1,692.81 |
1,703.99 |
1,732.07 |
|
S4 |
1,669.52 |
1,680.70 |
1,725.66 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.56 |
1,825.33 |
1,763.10 |
|
R3 |
1,806.45 |
1,792.22 |
1,754.00 |
|
R2 |
1,773.34 |
1,773.34 |
1,750.96 |
|
R1 |
1,759.11 |
1,759.11 |
1,747.93 |
1,766.23 |
PP |
1,740.23 |
1,740.23 |
1,740.23 |
1,743.78 |
S1 |
1,726.00 |
1,726.00 |
1,741.85 |
1,733.12 |
S2 |
1,707.12 |
1,707.12 |
1,738.82 |
|
S3 |
1,674.01 |
1,692.89 |
1,735.78 |
|
S4 |
1,640.90 |
1,659.78 |
1,726.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.45 |
1,721.34 |
33.11 |
1.9% |
22.14 |
1.3% |
52% |
False |
False |
6,590 |
10 |
1,754.45 |
1,681.10 |
73.35 |
4.2% |
22.37 |
1.3% |
78% |
False |
False |
6,535 |
20 |
1,815.10 |
1,677.64 |
137.46 |
7.9% |
26.92 |
1.5% |
44% |
False |
False |
6,459 |
40 |
1,873.79 |
1,677.64 |
196.15 |
11.3% |
28.77 |
1.7% |
31% |
False |
False |
6,265 |
60 |
1,957.87 |
1,677.64 |
280.23 |
16.1% |
28.50 |
1.6% |
22% |
False |
False |
6,321 |
80 |
1,957.87 |
1,677.64 |
280.23 |
16.1% |
27.76 |
1.6% |
22% |
False |
False |
6,464 |
100 |
1,964.66 |
1,677.64 |
287.02 |
16.5% |
28.05 |
1.6% |
21% |
False |
False |
6,458 |
120 |
1,964.66 |
1,677.64 |
287.02 |
16.5% |
27.27 |
1.6% |
21% |
False |
False |
6,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.47 |
2.618 |
1,812.46 |
1.618 |
1,789.17 |
1.000 |
1,774.78 |
0.618 |
1,765.88 |
HIGH |
1,751.49 |
0.618 |
1,742.59 |
0.500 |
1,739.85 |
0.382 |
1,737.10 |
LOW |
1,728.20 |
0.618 |
1,713.81 |
1.000 |
1,704.91 |
1.618 |
1,690.52 |
2.618 |
1,667.23 |
4.250 |
1,629.22 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,739.85 |
1,738.28 |
PP |
1,739.39 |
1,738.09 |
S1 |
1,738.93 |
1,737.90 |
|