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 |
1,730.7 |
1,730.0 |
-0.7 |
0.0% |
1,701.6 |
High |
1,740.5 |
1,750.6 |
10.1 |
0.6% |
1,738.0 |
Low |
1,724.4 |
1,722.0 |
-2.4 |
-0.1% |
1,673.3 |
Close |
1,730.9 |
1,727.1 |
-3.8 |
-0.2% |
1,719.8 |
Range |
16.1 |
28.6 |
12.5 |
77.6% |
64.7 |
ATR |
29.5 |
29.5 |
-0.1 |
-0.2% |
0.0 |
Volume |
173,891 |
220,553 |
46,662 |
26.8% |
1,197,289 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.0 |
1,801.7 |
1,742.8 |
|
R3 |
1,790.4 |
1,773.1 |
1,735.0 |
|
R2 |
1,761.8 |
1,761.8 |
1,732.3 |
|
R1 |
1,744.5 |
1,744.5 |
1,729.7 |
1,738.9 |
PP |
1,733.2 |
1,733.2 |
1,733.2 |
1,730.4 |
S1 |
1,715.9 |
1,715.9 |
1,724.5 |
1,710.3 |
S2 |
1,704.6 |
1,704.6 |
1,721.9 |
|
S3 |
1,676.0 |
1,687.3 |
1,719.2 |
|
S4 |
1,647.4 |
1,658.7 |
1,711.4 |
|
|
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 |
1,750.6 |
1,696.6 |
54.0 |
3.1% |
22.3 |
1.3% |
56% |
True |
False |
201,007 |
10 |
1,750.6 |
1,673.3 |
77.3 |
4.5% |
26.8 |
1.6% |
70% |
True |
False |
230,156 |
20 |
1,815.2 |
1,673.3 |
141.9 |
8.2% |
31.0 |
1.8% |
38% |
False |
False |
241,342 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
29.5 |
1.7% |
26% |
False |
False |
211,388 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
30.2 |
1.7% |
18% |
False |
False |
149,847 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
29.9 |
1.7% |
18% |
False |
False |
113,794 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
30.1 |
1.7% |
18% |
False |
False |
91,984 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
29.4 |
1.7% |
18% |
False |
False |
77,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.2 |
2.618 |
1,825.5 |
1.618 |
1,796.9 |
1.000 |
1,779.2 |
0.618 |
1,768.3 |
HIGH |
1,750.6 |
0.618 |
1,739.7 |
0.500 |
1,736.3 |
0.382 |
1,732.9 |
LOW |
1,722.0 |
0.618 |
1,704.3 |
1.000 |
1,693.4 |
1.618 |
1,675.7 |
2.618 |
1,647.1 |
4.250 |
1,600.5 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,736.3 |
1,734.9 |
PP |
1,733.2 |
1,732.3 |
S1 |
1,730.2 |
1,729.7 |
|