| 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 |
2,355.1 |
2,320.7 |
-34.4 |
-1.5% |
2,201.0 |
| High |
2,356.3 |
2,341.9 |
-14.4 |
-0.6% |
2,356.0 |
| Low |
2,305.2 |
2,287.3 |
-17.9 |
-0.8% |
2,161.0 |
| Close |
2,319.5 |
2,337.4 |
17.9 |
0.8% |
2,351.3 |
| Range |
51.1 |
54.6 |
3.5 |
6.8% |
195.0 |
| ATR |
62.7 |
62.1 |
-0.6 |
-0.9% |
0.0 |
| Volume |
160,363 |
69,674 |
-90,689 |
-56.6% |
975,643 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.0 |
2,466.3 |
2,367.4 |
|
| R3 |
2,431.4 |
2,411.7 |
2,352.4 |
|
| R2 |
2,376.8 |
2,376.8 |
2,347.4 |
|
| R1 |
2,357.1 |
2,357.1 |
2,342.4 |
2,367.0 |
| PP |
2,322.2 |
2,322.2 |
2,322.2 |
2,327.1 |
| S1 |
2,302.5 |
2,302.5 |
2,332.4 |
2,312.4 |
| S2 |
2,267.6 |
2,267.6 |
2,327.4 |
|
| S3 |
2,213.0 |
2,247.9 |
2,322.4 |
|
| S4 |
2,158.4 |
2,193.3 |
2,307.4 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.4 |
2,807.9 |
2,458.6 |
|
| R3 |
2,679.4 |
2,612.9 |
2,404.9 |
|
| R2 |
2,484.4 |
2,484.4 |
2,387.1 |
|
| R1 |
2,417.9 |
2,417.9 |
2,369.2 |
2,451.2 |
| PP |
2,289.4 |
2,289.4 |
2,289.4 |
2,306.1 |
| S1 |
2,222.9 |
2,222.9 |
2,333.4 |
2,256.2 |
| S2 |
2,094.4 |
2,094.4 |
2,315.6 |
|
| S3 |
1,899.4 |
2,027.9 |
2,297.7 |
|
| S4 |
1,704.4 |
1,832.9 |
2,244.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,368.2 |
2,282.7 |
85.5 |
3.7% |
44.9 |
1.9% |
64% |
False |
False |
176,199 |
| 10 |
2,368.2 |
2,084.4 |
283.8 |
12.1% |
65.4 |
2.8% |
89% |
False |
False |
211,989 |
| 20 |
2,368.2 |
2,084.4 |
283.8 |
12.1% |
69.7 |
3.0% |
89% |
False |
False |
214,575 |
| 40 |
2,368.2 |
2,028.6 |
339.6 |
14.5% |
60.8 |
2.6% |
91% |
False |
False |
203,821 |
| 60 |
2,368.2 |
1,878.1 |
490.1 |
21.0% |
57.6 |
2.5% |
94% |
False |
False |
193,748 |
| 80 |
2,368.2 |
1,751.7 |
616.5 |
26.4% |
52.2 |
2.2% |
95% |
False |
False |
161,299 |
| 100 |
2,368.2 |
1,515.9 |
852.3 |
36.5% |
51.8 |
2.2% |
96% |
False |
False |
129,077 |
| 120 |
2,368.2 |
1,424.4 |
943.8 |
40.4% |
48.7 |
2.1% |
97% |
False |
False |
107,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.0 |
|
2.618 |
2,484.8 |
|
1.618 |
2,430.2 |
|
1.000 |
2,396.5 |
|
0.618 |
2,375.6 |
|
HIGH |
2,341.9 |
|
0.618 |
2,321.0 |
|
0.500 |
2,314.6 |
|
0.382 |
2,308.2 |
|
LOW |
2,287.3 |
|
0.618 |
2,253.6 |
|
1.000 |
2,232.7 |
|
1.618 |
2,199.0 |
|
2.618 |
2,144.4 |
|
4.250 |
2,055.3 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,329.8 |
2,334.2 |
| PP |
2,322.2 |
2,331.0 |
| S1 |
2,314.6 |
2,327.8 |
|