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 |
3,972.00 |
3,923.75 |
-48.25 |
-1.2% |
3,945.75 |
High |
3,988.75 |
3,934.25 |
-54.50 |
-1.4% |
3,988.75 |
Low |
3,911.00 |
3,908.00 |
-3.00 |
-0.1% |
3,908.00 |
Close |
3,916.50 |
3,912.62 |
-3.88 |
-0.1% |
3,912.62 |
Range |
77.75 |
26.25 |
-51.50 |
-66.2% |
80.75 |
ATR |
65.12 |
62.35 |
-2.78 |
-4.3% |
0.00 |
Volume |
335,435 |
38,581 |
-296,854 |
-88.5% |
3,076,773 |
|
Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,997.00 |
3,981.00 |
3,927.00 |
|
R3 |
3,970.75 |
3,954.75 |
3,919.75 |
|
R2 |
3,944.50 |
3,944.50 |
3,917.50 |
|
R1 |
3,928.50 |
3,928.50 |
3,915.00 |
3,923.50 |
PP |
3,918.25 |
3,918.25 |
3,918.25 |
3,915.75 |
S1 |
3,902.25 |
3,902.25 |
3,910.25 |
3,897.25 |
S2 |
3,892.00 |
3,892.00 |
3,907.75 |
|
S3 |
3,865.75 |
3,876.00 |
3,905.50 |
|
S4 |
3,839.50 |
3,849.75 |
3,898.25 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,178.75 |
4,126.50 |
3,957.00 |
|
R3 |
4,098.00 |
4,045.75 |
3,934.75 |
|
R2 |
4,017.25 |
4,017.25 |
3,927.50 |
|
R1 |
3,965.00 |
3,965.00 |
3,920.00 |
3,950.75 |
PP |
3,936.50 |
3,936.50 |
3,936.50 |
3,929.25 |
S1 |
3,884.25 |
3,884.25 |
3,905.25 |
3,870.00 |
S2 |
3,855.75 |
3,855.75 |
3,897.75 |
|
S3 |
3,775.00 |
3,803.50 |
3,890.50 |
|
S4 |
3,694.25 |
3,722.75 |
3,868.25 |
|
|
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 |
3,908.00 |
80.75 |
2.1% |
45.50 |
1.2% |
6% |
False |
True |
615,354 |
10 |
3,988.75 |
3,796.25 |
192.50 |
4.9% |
54.75 |
1.4% |
60% |
False |
False |
1,187,381 |
20 |
3,988.75 |
3,720.50 |
268.25 |
6.9% |
71.75 |
1.8% |
72% |
False |
False |
1,758,388 |
40 |
3,988.75 |
3,656.50 |
332.25 |
8.5% |
65.00 |
1.7% |
77% |
False |
False |
1,623,297 |
60 |
3,988.75 |
3,651.00 |
337.75 |
8.6% |
59.75 |
1.5% |
77% |
False |
False |
1,493,132 |
80 |
3,988.75 |
3,537.75 |
451.00 |
11.5% |
56.25 |
1.4% |
83% |
False |
False |
1,283,505 |
100 |
3,988.75 |
3,215.75 |
773.00 |
19.8% |
59.75 |
1.5% |
90% |
False |
False |
1,027,757 |
120 |
3,988.75 |
3,215.75 |
773.00 |
19.8% |
59.25 |
1.5% |
90% |
False |
False |
856,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,045.75 |
2.618 |
4,003.00 |
1.618 |
3,976.75 |
1.000 |
3,960.50 |
0.618 |
3,950.50 |
HIGH |
3,934.25 |
0.618 |
3,924.25 |
0.500 |
3,921.00 |
0.382 |
3,918.00 |
LOW |
3,908.00 |
0.618 |
3,891.75 |
1.000 |
3,881.75 |
1.618 |
3,865.50 |
2.618 |
3,839.25 |
4.250 |
3,796.50 |
|
|
Fisher Pivots for day following 19-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,921.00 |
3,948.50 |
PP |
3,918.25 |
3,936.50 |
S1 |
3,915.50 |
3,924.50 |
|