Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,726.5 |
1,730.7 |
4.2 |
0.2% |
1,701.6 |
High |
1,733.2 |
1,740.5 |
7.3 |
0.4% |
1,738.0 |
Low |
1,719.2 |
1,724.4 |
5.2 |
0.3% |
1,673.3 |
Close |
1,729.2 |
1,730.9 |
1.7 |
0.1% |
1,719.8 |
Range |
14.0 |
16.1 |
2.1 |
15.0% |
64.7 |
ATR |
30.5 |
29.5 |
-1.0 |
-3.4% |
0.0 |
Volume |
163,045 |
173,891 |
10,846 |
6.7% |
1,197,289 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,780.2 |
1,771.7 |
1,739.8 |
|
R3 |
1,764.1 |
1,755.6 |
1,735.3 |
|
R2 |
1,748.0 |
1,748.0 |
1,733.9 |
|
R1 |
1,739.5 |
1,739.5 |
1,732.4 |
1,743.8 |
PP |
1,731.9 |
1,731.9 |
1,731.9 |
1,734.1 |
S1 |
1,723.4 |
1,723.4 |
1,729.4 |
1,727.7 |
S2 |
1,715.8 |
1,715.8 |
1,727.9 |
|
S3 |
1,699.7 |
1,707.3 |
1,726.5 |
|
S4 |
1,683.6 |
1,691.2 |
1,722.0 |
|
|
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 |
1,740.5 |
1,696.6 |
43.9 |
2.5% |
20.5 |
1.2% |
78% |
True |
False |
202,274 |
10 |
1,740.5 |
1,673.3 |
67.2 |
3.9% |
28.0 |
1.6% |
86% |
True |
False |
233,666 |
20 |
1,815.2 |
1,673.3 |
141.9 |
8.2% |
30.9 |
1.8% |
41% |
False |
False |
243,181 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
29.9 |
1.7% |
28% |
False |
False |
208,135 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
30.3 |
1.8% |
20% |
False |
False |
146,266 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
29.9 |
1.7% |
20% |
False |
False |
111,096 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
30.0 |
1.7% |
19% |
False |
False |
89,804 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
29.6 |
1.7% |
19% |
False |
False |
75,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.9 |
2.618 |
1,782.6 |
1.618 |
1,766.5 |
1.000 |
1,756.6 |
0.618 |
1,750.4 |
HIGH |
1,740.5 |
0.618 |
1,734.3 |
0.500 |
1,732.5 |
0.382 |
1,730.6 |
LOW |
1,724.4 |
0.618 |
1,714.5 |
1.000 |
1,708.3 |
1.618 |
1,698.4 |
2.618 |
1,682.3 |
4.250 |
1,656.0 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,732.5 |
1,726.8 |
PP |
1,731.9 |
1,722.7 |
S1 |
1,731.4 |
1,718.6 |
|