| 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 |
2,334.5 |
2,271.5 |
-63.0 |
-2.7% |
2,357.6 |
| High |
2,344.9 |
2,279.8 |
-65.1 |
-2.8% |
2,368.2 |
| Low |
2,259.6 |
2,250.9 |
-8.7 |
-0.4% |
2,250.9 |
| Close |
2,265.6 |
2,266.2 |
0.6 |
0.0% |
2,266.2 |
| Range |
85.3 |
28.9 |
-56.4 |
-66.1% |
117.3 |
| ATR |
63.8 |
61.3 |
-2.5 |
-3.9% |
0.0 |
| Volume |
45,263 |
1,727 |
-43,536 |
-96.2% |
540,007 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.3 |
2,338.1 |
2,282.1 |
|
| R3 |
2,323.4 |
2,309.2 |
2,274.1 |
|
| R2 |
2,294.5 |
2,294.5 |
2,271.5 |
|
| R1 |
2,280.3 |
2,280.3 |
2,268.8 |
2,273.0 |
| PP |
2,265.6 |
2,265.6 |
2,265.6 |
2,261.9 |
| S1 |
2,251.4 |
2,251.4 |
2,263.5 |
2,244.1 |
| S2 |
2,236.7 |
2,236.7 |
2,260.9 |
|
| S3 |
2,207.8 |
2,222.5 |
2,258.2 |
|
| S4 |
2,178.9 |
2,193.6 |
2,250.3 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.0 |
2,573.9 |
2,330.7 |
|
| R3 |
2,529.7 |
2,456.6 |
2,298.4 |
|
| R2 |
2,412.4 |
2,412.4 |
2,287.7 |
|
| R1 |
2,339.3 |
2,339.3 |
2,276.9 |
2,317.2 |
| PP |
2,295.1 |
2,295.1 |
2,295.1 |
2,284.0 |
| S1 |
2,222.0 |
2,222.0 |
2,255.4 |
2,199.9 |
| S2 |
2,177.8 |
2,177.8 |
2,244.7 |
|
| S3 |
2,060.5 |
2,104.7 |
2,233.9 |
|
| S4 |
1,943.2 |
1,987.4 |
2,201.6 |
|
|
| 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 |
2,250.9 |
117.3 |
5.2% |
51.2 |
2.3% |
13% |
False |
True |
108,001 |
| 10 |
2,368.2 |
2,161.0 |
207.2 |
9.1% |
54.4 |
2.4% |
51% |
False |
False |
151,565 |
| 20 |
2,368.2 |
2,084.4 |
283.8 |
12.5% |
69.0 |
3.0% |
64% |
False |
False |
198,353 |
| 40 |
2,368.2 |
2,028.6 |
339.6 |
15.0% |
61.9 |
2.7% |
70% |
False |
False |
196,080 |
| 60 |
2,368.2 |
1,920.5 |
447.7 |
19.8% |
57.1 |
2.5% |
77% |
False |
False |
187,276 |
| 80 |
2,368.2 |
1,774.5 |
593.7 |
26.2% |
52.9 |
2.3% |
83% |
False |
False |
161,877 |
| 100 |
2,368.2 |
1,515.9 |
852.3 |
37.6% |
52.3 |
2.3% |
88% |
False |
False |
129,544 |
| 120 |
2,368.2 |
1,477.9 |
890.3 |
39.3% |
48.9 |
2.2% |
89% |
False |
False |
107,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,402.6 |
|
2.618 |
2,355.5 |
|
1.618 |
2,326.6 |
|
1.000 |
2,308.7 |
|
0.618 |
2,297.7 |
|
HIGH |
2,279.8 |
|
0.618 |
2,268.8 |
|
0.500 |
2,265.4 |
|
0.382 |
2,261.9 |
|
LOW |
2,250.9 |
|
0.618 |
2,233.0 |
|
1.000 |
2,222.0 |
|
1.618 |
2,204.1 |
|
2.618 |
2,175.2 |
|
4.250 |
2,128.1 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.9 |
2,297.9 |
| PP |
2,265.6 |
2,287.3 |
| S1 |
2,265.4 |
2,276.7 |
|