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 |
3,842.0 |
3,852.0 |
10.0 |
0.3% |
3,708.0 |
High |
3,850.0 |
3,856.0 |
6.0 |
0.2% |
3,850.0 |
Low |
3,816.0 |
3,816.0 |
0.0 |
0.0% |
3,677.0 |
Close |
3,832.0 |
3,829.0 |
-3.0 |
-0.1% |
3,832.0 |
Range |
34.0 |
40.0 |
6.0 |
17.6% |
173.0 |
ATR |
57.5 |
56.2 |
-1.2 |
-2.2% |
0.0 |
Volume |
1,121,171 |
1,121,171 |
0 |
0.0% |
5,357,923 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,953.7 |
3,931.3 |
3,851.0 |
|
R3 |
3,913.7 |
3,891.3 |
3,840.0 |
|
R2 |
3,873.7 |
3,873.7 |
3,836.3 |
|
R1 |
3,851.3 |
3,851.3 |
3,832.7 |
3,842.5 |
PP |
3,833.7 |
3,833.7 |
3,833.7 |
3,829.3 |
S1 |
3,811.3 |
3,811.3 |
3,825.3 |
3,802.5 |
S2 |
3,793.7 |
3,793.7 |
3,821.7 |
|
S3 |
3,753.7 |
3,771.3 |
3,818.0 |
|
S4 |
3,713.7 |
3,731.3 |
3,807.0 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,305.3 |
4,241.7 |
3,927.2 |
|
R3 |
4,132.3 |
4,068.7 |
3,879.6 |
|
R2 |
3,959.3 |
3,959.3 |
3,863.7 |
|
R1 |
3,895.7 |
3,895.7 |
3,847.9 |
3,927.5 |
PP |
3,786.3 |
3,786.3 |
3,786.3 |
3,802.3 |
S1 |
3,722.7 |
3,722.7 |
3,816.1 |
3,754.5 |
S2 |
3,613.3 |
3,613.3 |
3,800.3 |
|
S3 |
3,440.3 |
3,549.7 |
3,784.4 |
|
S4 |
3,267.3 |
3,376.7 |
3,736.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,856.0 |
3,746.0 |
110.0 |
2.9% |
41.8 |
1.1% |
75% |
True |
False |
1,058,817 |
10 |
3,856.0 |
3,643.0 |
213.0 |
5.6% |
53.4 |
1.4% |
87% |
True |
False |
1,037,128 |
20 |
3,856.0 |
3,616.0 |
240.0 |
6.3% |
54.4 |
1.4% |
89% |
True |
False |
988,313 |
40 |
3,856.0 |
3,451.0 |
405.0 |
10.6% |
56.7 |
1.5% |
93% |
True |
False |
927,525 |
60 |
3,856.0 |
3,379.0 |
477.0 |
12.5% |
55.3 |
1.4% |
94% |
True |
False |
887,685 |
80 |
3,856.0 |
3,379.0 |
477.0 |
12.5% |
50.2 |
1.3% |
94% |
True |
False |
675,572 |
100 |
3,856.0 |
2,874.0 |
982.0 |
25.6% |
54.7 |
1.4% |
97% |
True |
False |
541,563 |
120 |
3,856.0 |
2,874.0 |
982.0 |
25.6% |
52.1 |
1.4% |
97% |
True |
False |
451,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,026.0 |
2.618 |
3,960.7 |
1.618 |
3,920.7 |
1.000 |
3,896.0 |
0.618 |
3,880.7 |
HIGH |
3,856.0 |
0.618 |
3,840.7 |
0.500 |
3,836.0 |
0.382 |
3,831.3 |
LOW |
3,816.0 |
0.618 |
3,791.3 |
1.000 |
3,776.0 |
1.618 |
3,751.3 |
2.618 |
3,711.3 |
4.250 |
3,646.0 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,836.0 |
3,835.5 |
PP |
3,833.7 |
3,833.3 |
S1 |
3,831.3 |
3,831.2 |
|