Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,720.5 |
1,726.5 |
6.0 |
0.3% |
1,701.6 |
High |
1,728.0 |
1,733.2 |
5.2 |
0.3% |
1,738.0 |
Low |
1,696.6 |
1,719.2 |
22.6 |
1.3% |
1,673.3 |
Close |
1,719.8 |
1,729.2 |
9.4 |
0.5% |
1,719.8 |
Range |
31.4 |
14.0 |
-17.4 |
-55.4% |
64.7 |
ATR |
31.8 |
30.5 |
-1.3 |
-4.0% |
0.0 |
Volume |
232,207 |
163,045 |
-69,162 |
-29.8% |
1,197,289 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.2 |
1,763.2 |
1,736.9 |
|
R3 |
1,755.2 |
1,749.2 |
1,733.1 |
|
R2 |
1,741.2 |
1,741.2 |
1,731.8 |
|
R1 |
1,735.2 |
1,735.2 |
1,730.5 |
1,738.2 |
PP |
1,727.2 |
1,727.2 |
1,727.2 |
1,728.7 |
S1 |
1,721.2 |
1,721.2 |
1,727.9 |
1,724.2 |
S2 |
1,713.2 |
1,713.2 |
1,726.6 |
|
S3 |
1,699.2 |
1,707.2 |
1,725.4 |
|
S4 |
1,685.2 |
1,693.2 |
1,721.5 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.5 |
1,876.8 |
1,755.4 |
|
R3 |
1,839.8 |
1,812.1 |
1,737.6 |
|
R2 |
1,775.1 |
1,775.1 |
1,731.7 |
|
R1 |
1,747.4 |
1,747.4 |
1,725.7 |
1,761.3 |
PP |
1,710.4 |
1,710.4 |
1,710.4 |
1,717.3 |
S1 |
1,682.7 |
1,682.7 |
1,713.9 |
1,696.6 |
S2 |
1,645.7 |
1,645.7 |
1,707.9 |
|
S3 |
1,581.0 |
1,618.0 |
1,702.0 |
|
S4 |
1,516.3 |
1,553.3 |
1,684.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,738.0 |
1,676.7 |
61.3 |
3.5% |
25.7 |
1.5% |
86% |
False |
False |
217,285 |
10 |
1,739.1 |
1,673.3 |
65.8 |
3.8% |
29.7 |
1.7% |
85% |
False |
False |
239,873 |
20 |
1,827.1 |
1,673.3 |
153.8 |
8.9% |
32.1 |
1.9% |
36% |
False |
False |
252,283 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
30.3 |
1.8% |
27% |
False |
False |
204,803 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
30.4 |
1.8% |
19% |
False |
False |
143,437 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
29.9 |
1.7% |
19% |
False |
False |
109,004 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
30.1 |
1.7% |
18% |
False |
False |
88,077 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
29.6 |
1.7% |
18% |
False |
False |
73,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.7 |
2.618 |
1,769.9 |
1.618 |
1,755.9 |
1.000 |
1,747.2 |
0.618 |
1,741.9 |
HIGH |
1,733.2 |
0.618 |
1,727.9 |
0.500 |
1,726.2 |
0.382 |
1,724.5 |
LOW |
1,719.2 |
0.618 |
1,710.5 |
1.000 |
1,705.2 |
1.618 |
1,696.5 |
2.618 |
1,682.5 |
4.250 |
1,659.7 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,728.2 |
1,725.2 |
PP |
1,727.2 |
1,721.3 |
S1 |
1,726.2 |
1,717.3 |
|