Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,738.5 |
1,725.9 |
-12.6 |
-0.7% |
1,726.5 |
High |
1,742.0 |
1,737.7 |
-4.3 |
-0.2% |
1,754.2 |
Low |
1,722.7 |
1,722.3 |
-0.4 |
0.0% |
1,716.6 |
Close |
1,725.1 |
1,733.2 |
8.1 |
0.5% |
1,741.7 |
Range |
19.3 |
15.4 |
-3.9 |
-20.2% |
37.6 |
ATR |
28.0 |
27.1 |
-0.9 |
-3.2% |
0.0 |
Volume |
226,204 |
186,524 |
-39,680 |
-17.5% |
1,022,529 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,777.3 |
1,770.6 |
1,741.7 |
|
R3 |
1,761.9 |
1,755.2 |
1,737.4 |
|
R2 |
1,746.5 |
1,746.5 |
1,736.0 |
|
R1 |
1,739.8 |
1,739.8 |
1,734.6 |
1,743.2 |
PP |
1,731.1 |
1,731.1 |
1,731.1 |
1,732.7 |
S1 |
1,724.4 |
1,724.4 |
1,731.8 |
1,727.8 |
S2 |
1,715.7 |
1,715.7 |
1,730.4 |
|
S3 |
1,700.3 |
1,709.0 |
1,729.0 |
|
S4 |
1,684.9 |
1,693.6 |
1,724.7 |
|
|
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% |
22.4 |
1.3% |
44% |
False |
False |
214,815 |
10 |
1,754.2 |
1,696.6 |
57.6 |
3.3% |
22.3 |
1.3% |
64% |
False |
False |
207,911 |
20 |
1,805.0 |
1,673.3 |
131.7 |
7.6% |
29.7 |
1.7% |
45% |
False |
False |
239,398 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
29.1 |
1.7% |
29% |
False |
False |
229,251 |
60 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
30.0 |
1.7% |
20% |
False |
False |
167,490 |
80 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
29.6 |
1.7% |
20% |
False |
False |
126,750 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
30.0 |
1.7% |
20% |
False |
False |
102,642 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
29.2 |
1.7% |
20% |
False |
False |
85,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,803.2 |
2.618 |
1,778.0 |
1.618 |
1,762.6 |
1.000 |
1,753.1 |
0.618 |
1,747.2 |
HIGH |
1,737.7 |
0.618 |
1,731.8 |
0.500 |
1,730.0 |
0.382 |
1,728.2 |
LOW |
1,722.3 |
0.618 |
1,712.8 |
1.000 |
1,706.9 |
1.618 |
1,697.4 |
2.618 |
1,682.0 |
4.250 |
1,656.9 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,732.1 |
1,734.7 |
PP |
1,731.1 |
1,734.2 |
S1 |
1,730.0 |
1,733.7 |
|