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 |
1,730.0 |
1,744.0 |
14.0 |
0.8% |
1,701.6 |
High |
1,750.6 |
1,754.2 |
3.6 |
0.2% |
1,738.0 |
Low |
1,722.0 |
1,716.6 |
-5.4 |
-0.3% |
1,673.3 |
Close |
1,727.1 |
1,732.5 |
5.4 |
0.3% |
1,719.8 |
Range |
28.6 |
37.6 |
9.0 |
31.5% |
64.7 |
ATR |
29.5 |
30.0 |
0.6 |
2.0% |
0.0 |
Volume |
220,553 |
251,758 |
31,205 |
14.1% |
1,197,289 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.2 |
1,827.5 |
1,753.2 |
|
R3 |
1,809.6 |
1,789.9 |
1,742.8 |
|
R2 |
1,772.0 |
1,772.0 |
1,739.4 |
|
R1 |
1,752.3 |
1,752.3 |
1,735.9 |
1,743.4 |
PP |
1,734.4 |
1,734.4 |
1,734.4 |
1,730.0 |
S1 |
1,714.7 |
1,714.7 |
1,729.1 |
1,705.8 |
S2 |
1,696.8 |
1,696.8 |
1,725.6 |
|
S3 |
1,659.2 |
1,677.1 |
1,722.2 |
|
S4 |
1,621.6 |
1,639.5 |
1,711.8 |
|
|
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 |
1,754.2 |
1,696.6 |
57.6 |
3.3% |
25.5 |
1.5% |
62% |
True |
False |
208,290 |
10 |
1,754.2 |
1,673.3 |
80.9 |
4.7% |
27.2 |
1.6% |
73% |
True |
False |
227,586 |
20 |
1,815.2 |
1,673.3 |
141.9 |
8.2% |
31.8 |
1.8% |
42% |
False |
False |
242,692 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
29.4 |
1.7% |
29% |
False |
False |
216,367 |
60 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
30.6 |
1.8% |
20% |
False |
False |
154,001 |
80 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
30.2 |
1.7% |
20% |
False |
False |
116,881 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
30.1 |
1.7% |
19% |
False |
False |
94,471 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
29.5 |
1.7% |
19% |
False |
False |
79,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,914.0 |
2.618 |
1,852.6 |
1.618 |
1,815.0 |
1.000 |
1,791.8 |
0.618 |
1,777.4 |
HIGH |
1,754.2 |
0.618 |
1,739.8 |
0.500 |
1,735.4 |
0.382 |
1,731.0 |
LOW |
1,716.6 |
0.618 |
1,693.4 |
1.000 |
1,679.0 |
1.618 |
1,655.8 |
2.618 |
1,618.2 |
4.250 |
1,556.8 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,735.4 |
1,735.4 |
PP |
1,734.4 |
1,734.4 |
S1 |
1,733.5 |
1,733.5 |
|