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 |
3,937.50 |
3,945.75 |
8.25 |
0.2% |
3,854.75 |
High |
3,947.50 |
3,969.75 |
22.25 |
0.6% |
3,958.50 |
Low |
3,910.25 |
3,922.25 |
12.00 |
0.3% |
3,796.25 |
Close |
3,942.25 |
3,967.50 |
25.25 |
0.6% |
3,942.25 |
Range |
37.25 |
47.50 |
10.25 |
27.5% |
162.25 |
ATR |
69.84 |
68.25 |
-1.60 |
-2.3% |
0.00 |
Volume |
1,448,886 |
1,295,099 |
-153,787 |
-10.6% |
8,797,039 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,095.75 |
4,079.00 |
3,993.50 |
|
R3 |
4,048.25 |
4,031.50 |
3,980.50 |
|
R2 |
4,000.75 |
4,000.75 |
3,976.25 |
|
R1 |
3,984.00 |
3,984.00 |
3,971.75 |
3,992.50 |
PP |
3,953.25 |
3,953.25 |
3,953.25 |
3,957.25 |
S1 |
3,936.50 |
3,936.50 |
3,963.25 |
3,945.00 |
S2 |
3,905.75 |
3,905.75 |
3,958.75 |
|
S3 |
3,858.25 |
3,889.00 |
3,954.50 |
|
S4 |
3,810.75 |
3,841.50 |
3,941.50 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,385.75 |
4,326.25 |
4,031.50 |
|
R3 |
4,223.50 |
4,164.00 |
3,986.75 |
|
R2 |
4,061.25 |
4,061.25 |
3,972.00 |
|
R1 |
4,001.75 |
4,001.75 |
3,957.00 |
4,031.50 |
PP |
3,899.00 |
3,899.00 |
3,899.00 |
3,914.00 |
S1 |
3,839.50 |
3,839.50 |
3,927.50 |
3,869.25 |
S2 |
3,736.75 |
3,736.75 |
3,912.50 |
|
S3 |
3,574.50 |
3,677.25 |
3,897.75 |
|
S4 |
3,412.25 |
3,515.00 |
3,853.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,969.75 |
3,826.25 |
143.50 |
3.6% |
57.00 |
1.4% |
98% |
True |
False |
1,578,755 |
10 |
3,969.75 |
3,720.50 |
249.25 |
6.3% |
73.75 |
1.9% |
99% |
True |
False |
2,007,751 |
20 |
3,969.75 |
3,720.50 |
249.25 |
6.3% |
71.25 |
1.8% |
99% |
True |
False |
1,959,179 |
40 |
3,969.75 |
3,656.50 |
313.25 |
7.9% |
65.50 |
1.7% |
99% |
True |
False |
1,714,108 |
60 |
3,969.75 |
3,596.00 |
373.75 |
9.4% |
60.50 |
1.5% |
99% |
True |
False |
1,568,544 |
80 |
3,969.75 |
3,534.00 |
435.75 |
11.0% |
56.25 |
1.4% |
99% |
True |
False |
1,261,698 |
100 |
3,969.75 |
3,215.75 |
754.00 |
19.0% |
59.75 |
1.5% |
100% |
True |
False |
1,009,988 |
120 |
3,969.75 |
3,190.25 |
779.50 |
19.6% |
60.25 |
1.5% |
100% |
True |
False |
842,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,171.50 |
2.618 |
4,094.00 |
1.618 |
4,046.50 |
1.000 |
4,017.25 |
0.618 |
3,999.00 |
HIGH |
3,969.75 |
0.618 |
3,951.50 |
0.500 |
3,946.00 |
0.382 |
3,940.50 |
LOW |
3,922.25 |
0.618 |
3,893.00 |
1.000 |
3,874.75 |
1.618 |
3,845.50 |
2.618 |
3,798.00 |
4.250 |
3,720.50 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,960.25 |
3,955.50 |
PP |
3,953.25 |
3,943.50 |
S1 |
3,946.00 |
3,931.50 |
|