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 |
3,967.50 |
3,972.00 |
4.50 |
0.1% |
3,854.75 |
High |
3,983.75 |
3,988.75 |
5.00 |
0.1% |
3,958.50 |
Low |
3,935.25 |
3,911.00 |
-24.25 |
-0.6% |
3,796.25 |
Close |
3,974.00 |
3,916.50 |
-57.50 |
-1.4% |
3,942.25 |
Range |
48.50 |
77.75 |
29.25 |
60.3% |
162.25 |
ATR |
64.15 |
65.12 |
0.97 |
1.5% |
0.00 |
Volume |
520,411 |
335,435 |
-184,976 |
-35.5% |
8,797,039 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,172.00 |
4,122.00 |
3,959.25 |
|
R3 |
4,094.25 |
4,044.25 |
3,938.00 |
|
R2 |
4,016.50 |
4,016.50 |
3,930.75 |
|
R1 |
3,966.50 |
3,966.50 |
3,923.75 |
3,952.50 |
PP |
3,938.75 |
3,938.75 |
3,938.75 |
3,931.75 |
S1 |
3,888.75 |
3,888.75 |
3,909.25 |
3,875.00 |
S2 |
3,861.00 |
3,861.00 |
3,902.25 |
|
S3 |
3,783.25 |
3,811.00 |
3,895.00 |
|
S4 |
3,705.50 |
3,733.25 |
3,873.75 |
|
|
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 |
3,988.75 |
3,910.25 |
78.50 |
2.0% |
47.75 |
1.2% |
8% |
True |
False |
897,415 |
10 |
3,988.75 |
3,728.50 |
260.25 |
6.6% |
64.25 |
1.6% |
72% |
True |
False |
1,478,334 |
20 |
3,988.75 |
3,720.50 |
268.25 |
6.8% |
72.50 |
1.9% |
73% |
True |
False |
1,827,824 |
40 |
3,988.75 |
3,656.50 |
332.25 |
8.5% |
65.00 |
1.7% |
78% |
True |
False |
1,649,039 |
60 |
3,988.75 |
3,596.00 |
392.75 |
10.0% |
61.25 |
1.6% |
82% |
True |
False |
1,523,116 |
80 |
3,988.75 |
3,534.00 |
454.75 |
11.6% |
56.50 |
1.4% |
84% |
True |
False |
1,283,192 |
100 |
3,988.75 |
3,215.75 |
773.00 |
19.7% |
59.75 |
1.5% |
91% |
True |
False |
1,027,376 |
120 |
3,988.75 |
3,198.50 |
790.25 |
20.2% |
59.75 |
1.5% |
91% |
True |
False |
856,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,319.25 |
2.618 |
4,192.25 |
1.618 |
4,114.50 |
1.000 |
4,066.50 |
0.618 |
4,036.75 |
HIGH |
3,988.75 |
0.618 |
3,959.00 |
0.500 |
3,950.00 |
0.382 |
3,940.75 |
LOW |
3,911.00 |
0.618 |
3,863.00 |
1.000 |
3,833.25 |
1.618 |
3,785.25 |
2.618 |
3,707.50 |
4.250 |
3,580.50 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,950.00 |
3,950.00 |
PP |
3,938.75 |
3,938.75 |
S1 |
3,927.50 |
3,927.50 |
|