Trading Metrics calculated at close of trading on 19-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
13,200.50 |
12,818.25 |
-382.25 |
-2.9% |
12,950.00 |
High |
13,279.00 |
12,919.00 |
-360.00 |
-2.7% |
13,298.00 |
Low |
12,777.50 |
12,732.75 |
-44.75 |
-0.4% |
12,732.75 |
Close |
12,795.50 |
12,808.76 |
13.26 |
0.1% |
12,808.76 |
Range |
501.50 |
186.25 |
-315.25 |
-62.9% |
565.25 |
ATR |
358.86 |
346.53 |
-12.33 |
-3.4% |
0.00 |
Volume |
121,108 |
9,019 |
-112,089 |
-92.6% |
871,395 |
|
Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,379.00 |
13,280.00 |
12,911.25 |
|
R3 |
13,192.75 |
13,093.75 |
12,860.00 |
|
R2 |
13,006.50 |
13,006.50 |
12,843.00 |
|
R1 |
12,907.50 |
12,907.50 |
12,825.75 |
12,864.00 |
PP |
12,820.25 |
12,820.25 |
12,820.25 |
12,798.25 |
S1 |
12,721.25 |
12,721.25 |
12,791.75 |
12,677.75 |
S2 |
12,634.00 |
12,634.00 |
12,774.50 |
|
S3 |
12,447.75 |
12,535.00 |
12,757.50 |
|
S4 |
12,261.50 |
12,348.75 |
12,706.25 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,642.25 |
14,290.75 |
13,119.75 |
|
R3 |
14,077.00 |
13,725.50 |
12,964.25 |
|
R2 |
13,511.75 |
13,511.75 |
12,912.50 |
|
R1 |
13,160.25 |
13,160.25 |
12,860.50 |
13,053.50 |
PP |
12,946.50 |
12,946.50 |
12,946.50 |
12,893.00 |
S1 |
12,595.00 |
12,595.00 |
12,757.00 |
12,488.25 |
S2 |
12,381.25 |
12,381.25 |
12,705.25 |
|
S3 |
11,816.00 |
12,029.75 |
12,653.25 |
|
S4 |
11,250.75 |
11,464.50 |
12,497.75 |
|
|
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 |
12,732.75 |
565.25 |
4.4% |
298.50 |
2.3% |
13% |
False |
True |
174,279 |
10 |
13,298.00 |
12,281.75 |
1,016.25 |
7.9% |
352.50 |
2.8% |
52% |
False |
False |
398,289 |
20 |
13,629.00 |
12,207.25 |
1,421.75 |
11.1% |
403.75 |
3.2% |
42% |
False |
False |
590,686 |
40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.2% |
332.50 |
2.6% |
36% |
False |
False |
560,414 |
60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.2% |
289.75 |
2.3% |
36% |
False |
False |
520,443 |
80 |
13,900.50 |
11,804.00 |
2,096.50 |
16.4% |
262.50 |
2.0% |
48% |
False |
False |
429,072 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
23.2% |
267.75 |
2.1% |
63% |
False |
False |
343,438 |
120 |
13,900.50 |
10,934.00 |
2,966.50 |
23.2% |
265.25 |
2.1% |
63% |
False |
False |
286,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,710.50 |
2.618 |
13,406.50 |
1.618 |
13,220.25 |
1.000 |
13,105.25 |
0.618 |
13,034.00 |
HIGH |
12,919.00 |
0.618 |
12,847.75 |
0.500 |
12,826.00 |
0.382 |
12,804.00 |
LOW |
12,732.75 |
0.618 |
12,617.75 |
1.000 |
12,546.50 |
1.618 |
12,431.50 |
2.618 |
12,245.25 |
4.250 |
11,941.25 |
|
|
Fisher Pivots for day following 19-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,826.00 |
13,008.00 |
PP |
12,820.25 |
12,941.50 |
S1 |
12,814.50 |
12,875.25 |
|