| 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 |
2,320.7 |
2,334.5 |
13.8 |
0.6% |
2,201.0 |
| High |
2,341.9 |
2,344.9 |
3.0 |
0.1% |
2,356.0 |
| Low |
2,287.3 |
2,259.6 |
-27.7 |
-1.2% |
2,161.0 |
| Close |
2,337.4 |
2,265.6 |
-71.8 |
-3.1% |
2,351.3 |
| Range |
54.6 |
85.3 |
30.7 |
56.2% |
195.0 |
| ATR |
62.1 |
63.8 |
1.7 |
2.7% |
0.0 |
| Volume |
69,674 |
45,263 |
-24,411 |
-35.0% |
975,643 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.9 |
2,491.1 |
2,312.5 |
|
| R3 |
2,460.6 |
2,405.8 |
2,289.1 |
|
| R2 |
2,375.3 |
2,375.3 |
2,281.2 |
|
| R1 |
2,320.5 |
2,320.5 |
2,273.4 |
2,305.3 |
| PP |
2,290.0 |
2,290.0 |
2,290.0 |
2,282.4 |
| S1 |
2,235.2 |
2,235.2 |
2,257.8 |
2,220.0 |
| S2 |
2,204.7 |
2,204.7 |
2,250.0 |
|
| S3 |
2,119.4 |
2,149.9 |
2,242.1 |
|
| S4 |
2,034.1 |
2,064.6 |
2,218.7 |
|
|
| 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 |
2,259.6 |
108.6 |
4.8% |
51.1 |
2.3% |
6% |
False |
True |
147,463 |
| 10 |
2,368.2 |
2,084.4 |
283.8 |
12.5% |
62.5 |
2.8% |
64% |
False |
False |
185,706 |
| 20 |
2,368.2 |
2,084.4 |
283.8 |
12.5% |
71.2 |
3.1% |
64% |
False |
False |
207,889 |
| 40 |
2,368.2 |
2,028.6 |
339.6 |
15.0% |
62.0 |
2.7% |
70% |
False |
False |
200,108 |
| 60 |
2,368.2 |
1,878.1 |
490.1 |
21.6% |
58.5 |
2.6% |
79% |
False |
False |
191,243 |
| 80 |
2,368.2 |
1,755.2 |
613.0 |
27.1% |
52.9 |
2.3% |
83% |
False |
False |
161,864 |
| 100 |
2,368.2 |
1,515.9 |
852.3 |
37.6% |
52.2 |
2.3% |
88% |
False |
False |
129,527 |
| 120 |
2,368.2 |
1,426.9 |
941.3 |
41.5% |
49.1 |
2.2% |
89% |
False |
False |
107,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.4 |
|
2.618 |
2,568.2 |
|
1.618 |
2,482.9 |
|
1.000 |
2,430.2 |
|
0.618 |
2,397.6 |
|
HIGH |
2,344.9 |
|
0.618 |
2,312.3 |
|
0.500 |
2,302.3 |
|
0.382 |
2,292.2 |
|
LOW |
2,259.6 |
|
0.618 |
2,206.9 |
|
1.000 |
2,174.3 |
|
1.618 |
2,121.6 |
|
2.618 |
2,036.3 |
|
4.250 |
1,897.1 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,302.3 |
2,308.0 |
| PP |
2,290.0 |
2,293.8 |
| S1 |
2,277.8 |
2,279.7 |
|