Trading Metrics calculated at close of trading on 17-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,967.00 |
3,967.50 |
0.50 |
0.0% |
3,854.75 |
High |
3,980.50 |
3,983.75 |
3.25 |
0.1% |
3,958.50 |
Low |
3,952.75 |
3,935.25 |
-17.50 |
-0.4% |
3,796.25 |
Close |
3,962.50 |
3,974.00 |
11.50 |
0.3% |
3,942.25 |
Range |
27.75 |
48.50 |
20.75 |
74.8% |
162.25 |
ATR |
65.36 |
64.15 |
-1.20 |
-1.8% |
0.00 |
Volume |
887,247 |
520,411 |
-366,836 |
-41.3% |
8,797,039 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,109.75 |
4,090.50 |
4,000.75 |
|
R3 |
4,061.25 |
4,042.00 |
3,987.25 |
|
R2 |
4,012.75 |
4,012.75 |
3,983.00 |
|
R1 |
3,993.50 |
3,993.50 |
3,978.50 |
4,003.00 |
PP |
3,964.25 |
3,964.25 |
3,964.25 |
3,969.25 |
S1 |
3,945.00 |
3,945.00 |
3,969.50 |
3,954.50 |
S2 |
3,915.75 |
3,915.75 |
3,965.00 |
|
S3 |
3,867.25 |
3,896.50 |
3,960.75 |
|
S4 |
3,818.75 |
3,848.00 |
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 |
3,983.75 |
3,893.00 |
90.75 |
2.3% |
45.25 |
1.1% |
89% |
True |
False |
1,150,278 |
10 |
3,983.75 |
3,720.50 |
263.25 |
6.6% |
68.75 |
1.7% |
96% |
True |
False |
1,764,038 |
20 |
3,983.75 |
3,720.50 |
263.25 |
6.6% |
71.25 |
1.8% |
96% |
True |
False |
1,887,900 |
40 |
3,983.75 |
3,656.50 |
327.25 |
8.2% |
64.75 |
1.6% |
97% |
True |
False |
1,671,873 |
60 |
3,983.75 |
3,596.00 |
387.75 |
9.8% |
60.75 |
1.5% |
97% |
True |
False |
1,546,378 |
80 |
3,983.75 |
3,534.00 |
449.75 |
11.3% |
56.00 |
1.4% |
98% |
True |
False |
1,279,093 |
100 |
3,983.75 |
3,215.75 |
768.00 |
19.3% |
59.50 |
1.5% |
99% |
True |
False |
1,024,037 |
120 |
3,983.75 |
3,190.25 |
793.50 |
20.0% |
59.75 |
1.5% |
99% |
True |
False |
853,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,190.00 |
2.618 |
4,110.75 |
1.618 |
4,062.25 |
1.000 |
4,032.25 |
0.618 |
4,013.75 |
HIGH |
3,983.75 |
0.618 |
3,965.25 |
0.500 |
3,959.50 |
0.382 |
3,953.75 |
LOW |
3,935.25 |
0.618 |
3,905.25 |
1.000 |
3,886.75 |
1.618 |
3,856.75 |
2.618 |
3,808.25 |
4.250 |
3,729.00 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,969.25 |
3,967.00 |
PP |
3,964.25 |
3,960.00 |
S1 |
3,959.50 |
3,953.00 |
|