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 |
3,852.0 |
3,838.0 |
-14.0 |
-0.4% |
3,708.0 |
High |
3,856.0 |
3,857.0 |
1.0 |
0.0% |
3,850.0 |
Low |
3,816.0 |
3,832.0 |
16.0 |
0.4% |
3,677.0 |
Close |
3,829.0 |
3,850.0 |
21.0 |
0.5% |
3,832.0 |
Range |
40.0 |
25.0 |
-15.0 |
-37.5% |
173.0 |
ATR |
56.2 |
54.2 |
-2.0 |
-3.6% |
0.0 |
Volume |
1,121,171 |
1,888,610 |
767,439 |
68.4% |
5,357,923 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,921.3 |
3,910.7 |
3,863.8 |
|
R3 |
3,896.3 |
3,885.7 |
3,856.9 |
|
R2 |
3,871.3 |
3,871.3 |
3,854.6 |
|
R1 |
3,860.7 |
3,860.7 |
3,852.3 |
3,866.0 |
PP |
3,846.3 |
3,846.3 |
3,846.3 |
3,849.0 |
S1 |
3,835.7 |
3,835.7 |
3,847.7 |
3,841.0 |
S2 |
3,821.3 |
3,821.3 |
3,845.4 |
|
S3 |
3,796.3 |
3,810.7 |
3,843.1 |
|
S4 |
3,771.3 |
3,785.7 |
3,836.3 |
|
|
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 |
3,857.0 |
3,771.0 |
86.0 |
2.2% |
37.0 |
1.0% |
92% |
True |
False |
1,230,672 |
10 |
3,857.0 |
3,643.0 |
214.0 |
5.6% |
51.8 |
1.3% |
97% |
True |
False |
1,144,474 |
20 |
3,857.0 |
3,616.0 |
241.0 |
6.3% |
54.2 |
1.4% |
97% |
True |
False |
1,049,748 |
40 |
3,857.0 |
3,451.0 |
406.0 |
10.5% |
55.6 |
1.4% |
98% |
True |
False |
947,784 |
60 |
3,857.0 |
3,379.0 |
478.0 |
12.4% |
55.1 |
1.4% |
99% |
True |
False |
901,689 |
80 |
3,857.0 |
3,379.0 |
478.0 |
12.4% |
50.0 |
1.3% |
99% |
True |
False |
699,155 |
100 |
3,857.0 |
2,874.0 |
983.0 |
25.5% |
54.2 |
1.4% |
99% |
True |
False |
560,448 |
120 |
3,857.0 |
2,874.0 |
983.0 |
25.5% |
51.4 |
1.3% |
99% |
True |
False |
467,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,963.3 |
2.618 |
3,922.5 |
1.618 |
3,897.5 |
1.000 |
3,882.0 |
0.618 |
3,872.5 |
HIGH |
3,857.0 |
0.618 |
3,847.5 |
0.500 |
3,844.5 |
0.382 |
3,841.6 |
LOW |
3,832.0 |
0.618 |
3,816.6 |
1.000 |
3,807.0 |
1.618 |
3,791.6 |
2.618 |
3,766.6 |
4.250 |
3,725.8 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,848.2 |
3,845.5 |
PP |
3,846.3 |
3,841.0 |
S1 |
3,844.5 |
3,836.5 |
|