Trading Metrics calculated at close of trading on 17-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,732.5 |
1,732.4 |
-0.1 |
0.0% |
1,703.9 |
High |
1,742.6 |
1,752.7 |
10.1 |
0.6% |
1,740.4 |
Low |
1,727.1 |
1,724.1 |
-3.0 |
-0.2% |
1,676.2 |
Close |
1,733.2 |
1,729.2 |
-4.0 |
-0.2% |
1,722.4 |
Range |
15.5 |
28.6 |
13.1 |
84.5% |
64.2 |
ATR |
28.9 |
28.9 |
0.0 |
-0.1% |
0.0 |
Volume |
16,645 |
15,641 |
-1,004 |
-6.0% |
264,271 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.1 |
1,803.8 |
1,744.9 |
|
R3 |
1,792.5 |
1,775.2 |
1,737.1 |
|
R2 |
1,763.9 |
1,763.9 |
1,734.4 |
|
R1 |
1,746.6 |
1,746.6 |
1,731.8 |
1,741.0 |
PP |
1,735.3 |
1,735.3 |
1,735.3 |
1,732.5 |
S1 |
1,718.0 |
1,718.0 |
1,726.6 |
1,712.4 |
S2 |
1,706.7 |
1,706.7 |
1,724.0 |
|
S3 |
1,678.1 |
1,689.4 |
1,721.3 |
|
S4 |
1,649.5 |
1,660.8 |
1,713.5 |
|
|
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 |
1,752.7 |
1,699.4 |
53.3 |
3.1% |
22.0 |
1.3% |
56% |
True |
False |
28,997 |
10 |
1,752.7 |
1,676.2 |
76.5 |
4.4% |
26.6 |
1.5% |
69% |
True |
False |
39,048 |
20 |
1,817.6 |
1,676.2 |
141.4 |
8.2% |
30.4 |
1.8% |
37% |
False |
False |
24,094 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.8% |
28.7 |
1.7% |
26% |
False |
False |
15,137 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.3 |
1.7% |
18% |
False |
False |
11,698 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.1 |
1.7% |
18% |
False |
False |
9,423 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
29.3 |
1.7% |
17% |
False |
False |
7,941 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
28.6 |
1.7% |
17% |
False |
False |
6,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.3 |
2.618 |
1,827.6 |
1.618 |
1,799.0 |
1.000 |
1,781.3 |
0.618 |
1,770.4 |
HIGH |
1,752.7 |
0.618 |
1,741.8 |
0.500 |
1,738.4 |
0.382 |
1,735.0 |
LOW |
1,724.1 |
0.618 |
1,706.4 |
1.000 |
1,695.5 |
1.618 |
1,677.8 |
2.618 |
1,649.2 |
4.250 |
1,602.6 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,738.4 |
1,737.3 |
PP |
1,735.3 |
1,734.6 |
S1 |
1,732.3 |
1,731.9 |
|