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 |
3,945.75 |
3,967.00 |
21.25 |
0.5% |
3,854.75 |
High |
3,969.75 |
3,980.50 |
10.75 |
0.3% |
3,958.50 |
Low |
3,922.25 |
3,952.75 |
30.50 |
0.8% |
3,796.25 |
Close |
3,967.50 |
3,962.50 |
-5.00 |
-0.1% |
3,942.25 |
Range |
47.50 |
27.75 |
-19.75 |
-41.6% |
162.25 |
ATR |
68.25 |
65.36 |
-2.89 |
-4.2% |
0.00 |
Volume |
1,295,099 |
887,247 |
-407,852 |
-31.5% |
8,797,039 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,048.50 |
4,033.25 |
3,977.75 |
|
R3 |
4,020.75 |
4,005.50 |
3,970.25 |
|
R2 |
3,993.00 |
3,993.00 |
3,967.50 |
|
R1 |
3,977.75 |
3,977.75 |
3,965.00 |
3,971.50 |
PP |
3,965.25 |
3,965.25 |
3,965.25 |
3,962.00 |
S1 |
3,950.00 |
3,950.00 |
3,960.00 |
3,943.75 |
S2 |
3,937.50 |
3,937.50 |
3,957.50 |
|
S3 |
3,909.75 |
3,922.25 |
3,954.75 |
|
S4 |
3,882.00 |
3,894.50 |
3,947.25 |
|
|
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 |
3,980.50 |
3,856.25 |
124.25 |
3.1% |
47.50 |
1.2% |
86% |
True |
False |
1,415,237 |
10 |
3,980.50 |
3,720.50 |
260.00 |
6.6% |
72.50 |
1.8% |
93% |
True |
False |
1,932,336 |
20 |
3,980.50 |
3,720.50 |
260.00 |
6.6% |
70.75 |
1.8% |
93% |
True |
False |
1,931,020 |
40 |
3,980.50 |
3,656.50 |
324.00 |
8.2% |
64.75 |
1.6% |
94% |
True |
False |
1,691,752 |
60 |
3,980.50 |
3,596.00 |
384.50 |
9.7% |
60.50 |
1.5% |
95% |
True |
False |
1,558,167 |
80 |
3,980.50 |
3,534.00 |
446.50 |
11.3% |
56.25 |
1.4% |
96% |
True |
False |
1,272,725 |
100 |
3,980.50 |
3,215.75 |
764.75 |
19.3% |
59.50 |
1.5% |
98% |
True |
False |
1,018,851 |
120 |
3,980.50 |
3,190.25 |
790.25 |
19.9% |
60.25 |
1.5% |
98% |
True |
False |
849,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,098.50 |
2.618 |
4,053.25 |
1.618 |
4,025.50 |
1.000 |
4,008.25 |
0.618 |
3,997.75 |
HIGH |
3,980.50 |
0.618 |
3,970.00 |
0.500 |
3,966.50 |
0.382 |
3,963.25 |
LOW |
3,952.75 |
0.618 |
3,935.50 |
1.000 |
3,925.00 |
1.618 |
3,907.75 |
2.618 |
3,880.00 |
4.250 |
3,834.75 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,966.50 |
3,956.75 |
PP |
3,965.25 |
3,951.00 |
S1 |
3,964.00 |
3,945.50 |
|