Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,722.6 |
1,728.2 |
5.6 |
0.3% |
1,703.9 |
High |
1,730.4 |
1,735.5 |
5.1 |
0.3% |
1,740.4 |
Low |
1,699.4 |
1,721.8 |
22.4 |
1.3% |
1,676.2 |
Close |
1,722.4 |
1,731.8 |
9.4 |
0.5% |
1,722.4 |
Range |
31.0 |
13.7 |
-17.3 |
-55.8% |
64.2 |
ATR |
31.2 |
29.9 |
-1.2 |
-4.0% |
0.0 |
Volume |
42,737 |
19,528 |
-23,209 |
-54.3% |
264,271 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.8 |
1,765.0 |
1,739.3 |
|
R3 |
1,757.1 |
1,751.3 |
1,735.6 |
|
R2 |
1,743.4 |
1,743.4 |
1,734.3 |
|
R1 |
1,737.6 |
1,737.6 |
1,733.1 |
1,740.5 |
PP |
1,729.7 |
1,729.7 |
1,729.7 |
1,731.2 |
S1 |
1,723.9 |
1,723.9 |
1,730.5 |
1,726.8 |
S2 |
1,716.0 |
1,716.0 |
1,729.3 |
|
S3 |
1,702.3 |
1,710.2 |
1,728.0 |
|
S4 |
1,688.6 |
1,696.5 |
1,724.3 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.6 |
1,878.2 |
1,757.7 |
|
R3 |
1,841.4 |
1,814.0 |
1,740.1 |
|
R2 |
1,777.2 |
1,777.2 |
1,734.2 |
|
R1 |
1,749.8 |
1,749.8 |
1,728.3 |
1,763.5 |
PP |
1,713.0 |
1,713.0 |
1,713.0 |
1,719.9 |
S1 |
1,685.6 |
1,685.6 |
1,716.5 |
1,699.3 |
S2 |
1,648.8 |
1,648.8 |
1,710.6 |
|
S3 |
1,584.6 |
1,621.4 |
1,704.7 |
|
S4 |
1,520.4 |
1,557.2 |
1,687.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,740.4 |
1,679.7 |
60.7 |
3.5% |
25.4 |
1.5% |
86% |
False |
False |
43,948 |
10 |
1,741.0 |
1,676.2 |
64.8 |
3.7% |
29.2 |
1.7% |
86% |
False |
False |
38,142 |
20 |
1,829.9 |
1,676.2 |
153.7 |
8.9% |
31.4 |
1.8% |
36% |
False |
False |
23,207 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.8% |
29.4 |
1.7% |
27% |
False |
False |
14,620 |
60 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.5 |
1.7% |
19% |
False |
False |
11,240 |
80 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.0 |
1.7% |
19% |
False |
False |
9,092 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
29.3 |
1.7% |
18% |
False |
False |
7,636 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
28.7 |
1.7% |
18% |
False |
False |
6,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,793.7 |
2.618 |
1,771.4 |
1.618 |
1,757.7 |
1.000 |
1,749.2 |
0.618 |
1,744.0 |
HIGH |
1,735.5 |
0.618 |
1,730.3 |
0.500 |
1,728.7 |
0.382 |
1,727.0 |
LOW |
1,721.8 |
0.618 |
1,713.3 |
1.000 |
1,708.1 |
1.618 |
1,699.6 |
2.618 |
1,685.9 |
4.250 |
1,663.6 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,730.8 |
1,727.8 |
PP |
1,729.7 |
1,723.9 |
S1 |
1,728.7 |
1,719.9 |
|