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 |
1,744.0 |
1,733.7 |
-10.3 |
-0.6% |
1,726.5 |
High |
1,754.2 |
1,746.1 |
-8.1 |
-0.5% |
1,754.2 |
Low |
1,716.6 |
1,727.1 |
10.5 |
0.6% |
1,716.6 |
Close |
1,732.5 |
1,741.7 |
9.2 |
0.5% |
1,741.7 |
Range |
37.6 |
19.0 |
-18.6 |
-49.5% |
37.6 |
ATR |
30.0 |
29.2 |
-0.8 |
-2.6% |
0.0 |
Volume |
251,758 |
213,282 |
-38,476 |
-15.3% |
1,022,529 |
|
Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.3 |
1,787.5 |
1,752.2 |
|
R3 |
1,776.3 |
1,768.5 |
1,746.9 |
|
R2 |
1,757.3 |
1,757.3 |
1,745.2 |
|
R1 |
1,749.5 |
1,749.5 |
1,743.4 |
1,753.4 |
PP |
1,738.3 |
1,738.3 |
1,738.3 |
1,740.3 |
S1 |
1,730.5 |
1,730.5 |
1,740.0 |
1,734.4 |
S2 |
1,719.3 |
1,719.3 |
1,738.2 |
|
S3 |
1,700.3 |
1,711.5 |
1,736.5 |
|
S4 |
1,681.3 |
1,692.5 |
1,731.3 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.3 |
1,833.6 |
1,762.4 |
|
R3 |
1,812.7 |
1,796.0 |
1,752.0 |
|
R2 |
1,775.1 |
1,775.1 |
1,748.6 |
|
R1 |
1,758.4 |
1,758.4 |
1,745.1 |
1,766.8 |
PP |
1,737.5 |
1,737.5 |
1,737.5 |
1,741.7 |
S1 |
1,720.8 |
1,720.8 |
1,738.3 |
1,729.2 |
S2 |
1,699.9 |
1,699.9 |
1,734.8 |
|
S3 |
1,662.3 |
1,683.2 |
1,731.4 |
|
S4 |
1,624.7 |
1,645.6 |
1,721.0 |
|
|
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 |
1,716.6 |
37.6 |
2.2% |
23.1 |
1.3% |
67% |
False |
False |
204,505 |
10 |
1,754.2 |
1,673.3 |
80.9 |
4.6% |
26.8 |
1.5% |
85% |
False |
False |
221,981 |
20 |
1,815.2 |
1,673.3 |
141.9 |
8.1% |
31.2 |
1.8% |
48% |
False |
False |
240,767 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.8% |
29.5 |
1.7% |
33% |
False |
False |
220,493 |
60 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
30.0 |
1.7% |
23% |
False |
False |
157,490 |
80 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
30.1 |
1.7% |
23% |
False |
False |
119,498 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.5% |
30.1 |
1.7% |
22% |
False |
False |
96,595 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.5% |
29.4 |
1.7% |
22% |
False |
False |
80,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.9 |
2.618 |
1,795.8 |
1.618 |
1,776.8 |
1.000 |
1,765.1 |
0.618 |
1,757.8 |
HIGH |
1,746.1 |
0.618 |
1,738.8 |
0.500 |
1,736.6 |
0.382 |
1,734.4 |
LOW |
1,727.1 |
0.618 |
1,715.4 |
1.000 |
1,708.1 |
1.618 |
1,696.4 |
2.618 |
1,677.4 |
4.250 |
1,646.4 |
|
|
Fisher Pivots for day following 19-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,740.0 |
1,739.6 |
PP |
1,738.3 |
1,737.5 |
S1 |
1,736.6 |
1,735.4 |
|