Trading Metrics calculated at close of trading on 23-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,745.6 |
1,738.5 |
-7.1 |
-0.4% |
1,726.5 |
High |
1,747.0 |
1,742.0 |
-5.0 |
-0.3% |
1,754.2 |
Low |
1,726.4 |
1,722.7 |
-3.7 |
-0.2% |
1,716.6 |
Close |
1,738.1 |
1,725.1 |
-13.0 |
-0.7% |
1,741.7 |
Range |
20.6 |
19.3 |
-1.3 |
-6.3% |
37.6 |
ATR |
28.6 |
28.0 |
-0.7 |
-2.3% |
0.0 |
Volume |
196,311 |
226,204 |
29,893 |
15.2% |
1,022,529 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,787.8 |
1,775.8 |
1,735.7 |
|
R3 |
1,768.5 |
1,756.5 |
1,730.4 |
|
R2 |
1,749.2 |
1,749.2 |
1,728.6 |
|
R1 |
1,737.2 |
1,737.2 |
1,726.9 |
1,733.6 |
PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,728.1 |
S1 |
1,717.9 |
1,717.9 |
1,723.3 |
1,714.3 |
S2 |
1,710.6 |
1,710.6 |
1,721.6 |
|
S3 |
1,691.3 |
1,698.6 |
1,719.8 |
|
S4 |
1,672.0 |
1,679.3 |
1,714.5 |
|
|
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% |
25.0 |
1.5% |
23% |
False |
False |
221,621 |
10 |
1,754.2 |
1,696.6 |
57.6 |
3.3% |
22.8 |
1.3% |
49% |
False |
False |
211,948 |
20 |
1,813.0 |
1,673.3 |
139.7 |
8.1% |
30.4 |
1.8% |
37% |
False |
False |
241,275 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
29.1 |
1.7% |
25% |
False |
False |
226,869 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
29.9 |
1.7% |
18% |
False |
False |
164,424 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
29.6 |
1.7% |
18% |
False |
False |
124,466 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
30.2 |
1.8% |
17% |
False |
False |
100,791 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
29.3 |
1.7% |
17% |
False |
False |
84,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.0 |
2.618 |
1,792.5 |
1.618 |
1,773.2 |
1.000 |
1,761.3 |
0.618 |
1,753.9 |
HIGH |
1,742.0 |
0.618 |
1,734.6 |
0.500 |
1,732.4 |
0.382 |
1,730.1 |
LOW |
1,722.7 |
0.618 |
1,710.8 |
1.000 |
1,703.4 |
1.618 |
1,691.5 |
2.618 |
1,672.2 |
4.250 |
1,640.7 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,732.4 |
1,734.9 |
PP |
1,729.9 |
1,731.6 |
S1 |
1,727.5 |
1,728.4 |
|