Trading Metrics calculated at close of trading on 18-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
13,174.75 |
13,200.50 |
25.75 |
0.2% |
12,715.00 |
High |
13,283.25 |
13,279.00 |
-4.25 |
0.0% |
13,119.25 |
Low |
12,946.50 |
12,777.50 |
-169.00 |
-1.3% |
12,281.75 |
Close |
13,201.50 |
12,795.50 |
-406.00 |
-3.1% |
12,933.50 |
Range |
336.75 |
501.50 |
164.75 |
48.9% |
837.50 |
ATR |
347.89 |
358.86 |
10.97 |
3.2% |
0.00 |
Volume |
202,697 |
121,108 |
-81,589 |
-40.3% |
3,111,502 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,455.25 |
14,126.75 |
13,071.25 |
|
R3 |
13,953.75 |
13,625.25 |
12,933.50 |
|
R2 |
13,452.25 |
13,452.25 |
12,887.50 |
|
R1 |
13,123.75 |
13,123.75 |
12,841.50 |
13,037.25 |
PP |
12,950.75 |
12,950.75 |
12,950.75 |
12,907.50 |
S1 |
12,622.25 |
12,622.25 |
12,749.50 |
12,535.75 |
S2 |
12,449.25 |
12,449.25 |
12,703.50 |
|
S3 |
11,947.75 |
12,120.75 |
12,657.50 |
|
S4 |
11,446.25 |
11,619.25 |
12,519.75 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,290.75 |
14,949.50 |
13,394.00 |
|
R3 |
14,453.25 |
14,112.00 |
13,163.75 |
|
R2 |
13,615.75 |
13,615.75 |
13,087.00 |
|
R1 |
13,274.50 |
13,274.50 |
13,010.25 |
13,445.00 |
PP |
12,778.25 |
12,778.25 |
12,778.25 |
12,863.50 |
S1 |
12,437.00 |
12,437.00 |
12,856.75 |
12,607.50 |
S2 |
11,940.75 |
11,940.75 |
12,780.00 |
|
S3 |
11,103.25 |
11,599.50 |
12,703.25 |
|
S4 |
10,265.75 |
10,762.00 |
12,473.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,298.00 |
12,768.25 |
529.75 |
4.1% |
326.75 |
2.6% |
5% |
False |
False |
267,745 |
10 |
13,298.00 |
12,207.25 |
1,090.75 |
8.5% |
383.00 |
3.0% |
54% |
False |
False |
499,019 |
20 |
13,729.00 |
12,207.25 |
1,521.75 |
11.9% |
404.00 |
3.2% |
39% |
False |
False |
616,995 |
40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.2% |
331.50 |
2.6% |
35% |
False |
False |
570,736 |
60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.2% |
292.00 |
2.3% |
35% |
False |
False |
530,402 |
80 |
13,900.50 |
11,804.00 |
2,096.50 |
16.4% |
261.75 |
2.0% |
47% |
False |
False |
428,964 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
23.2% |
267.25 |
2.1% |
63% |
False |
False |
343,351 |
120 |
13,900.50 |
10,808.75 |
3,091.75 |
24.2% |
266.50 |
2.1% |
64% |
False |
False |
286,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,410.50 |
2.618 |
14,592.00 |
1.618 |
14,090.50 |
1.000 |
13,780.50 |
0.618 |
13,589.00 |
HIGH |
13,279.00 |
0.618 |
13,087.50 |
0.500 |
13,028.25 |
0.382 |
12,969.00 |
LOW |
12,777.50 |
0.618 |
12,467.50 |
1.000 |
12,276.00 |
1.618 |
11,966.00 |
2.618 |
11,464.50 |
4.250 |
10,646.00 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,028.25 |
13,037.75 |
PP |
12,950.75 |
12,957.00 |
S1 |
12,873.00 |
12,876.25 |
|