Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,733.7 |
1,745.6 |
11.9 |
0.7% |
1,726.5 |
High |
1,746.1 |
1,747.0 |
0.9 |
0.1% |
1,754.2 |
Low |
1,727.1 |
1,726.4 |
-0.7 |
0.0% |
1,716.6 |
Close |
1,741.7 |
1,738.1 |
-3.6 |
-0.2% |
1,741.7 |
Range |
19.0 |
20.6 |
1.6 |
8.4% |
37.6 |
ATR |
29.2 |
28.6 |
-0.6 |
-2.1% |
0.0 |
Volume |
213,282 |
196,311 |
-16,971 |
-8.0% |
1,022,529 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.0 |
1,789.1 |
1,749.4 |
|
R3 |
1,778.4 |
1,768.5 |
1,743.8 |
|
R2 |
1,757.8 |
1,757.8 |
1,741.9 |
|
R1 |
1,747.9 |
1,747.9 |
1,740.0 |
1,742.6 |
PP |
1,737.2 |
1,737.2 |
1,737.2 |
1,734.5 |
S1 |
1,727.3 |
1,727.3 |
1,736.2 |
1,722.0 |
S2 |
1,716.6 |
1,716.6 |
1,734.3 |
|
S3 |
1,696.0 |
1,706.7 |
1,732.4 |
|
S4 |
1,675.4 |
1,686.1 |
1,726.8 |
|
|
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% |
24.4 |
1.4% |
57% |
False |
False |
211,159 |
10 |
1,754.2 |
1,676.7 |
77.5 |
4.5% |
25.0 |
1.4% |
79% |
False |
False |
214,222 |
20 |
1,815.2 |
1,673.3 |
141.9 |
8.2% |
30.5 |
1.8% |
46% |
False |
False |
239,522 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.8% |
29.1 |
1.7% |
32% |
False |
False |
223,452 |
60 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
30.0 |
1.7% |
22% |
False |
False |
160,692 |
80 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
29.8 |
1.7% |
22% |
False |
False |
121,851 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.5% |
30.2 |
1.7% |
21% |
False |
False |
98,549 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.5% |
29.3 |
1.7% |
21% |
False |
False |
82,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.6 |
2.618 |
1,800.9 |
1.618 |
1,780.3 |
1.000 |
1,767.6 |
0.618 |
1,759.7 |
HIGH |
1,747.0 |
0.618 |
1,739.1 |
0.500 |
1,736.7 |
0.382 |
1,734.3 |
LOW |
1,726.4 |
0.618 |
1,713.7 |
1.000 |
1,705.8 |
1.618 |
1,693.1 |
2.618 |
1,672.5 |
4.250 |
1,638.9 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,737.6 |
1,737.2 |
PP |
1,737.2 |
1,736.3 |
S1 |
1,736.7 |
1,735.4 |
|