Trading Metrics calculated at close of trading on 18-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,732.4 |
1,745.9 |
13.5 |
0.8% |
1,703.9 |
High |
1,752.7 |
1,756.1 |
3.4 |
0.2% |
1,740.4 |
Low |
1,724.1 |
1,719.1 |
-5.0 |
-0.3% |
1,676.2 |
Close |
1,729.2 |
1,734.6 |
5.4 |
0.3% |
1,722.4 |
Range |
28.6 |
37.0 |
8.4 |
29.4% |
64.2 |
ATR |
28.9 |
29.5 |
0.6 |
2.0% |
0.0 |
Volume |
15,641 |
19,356 |
3,715 |
23.8% |
264,271 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.6 |
1,828.1 |
1,755.0 |
|
R3 |
1,810.6 |
1,791.1 |
1,744.8 |
|
R2 |
1,773.6 |
1,773.6 |
1,741.4 |
|
R1 |
1,754.1 |
1,754.1 |
1,738.0 |
1,745.4 |
PP |
1,736.6 |
1,736.6 |
1,736.6 |
1,732.2 |
S1 |
1,717.1 |
1,717.1 |
1,731.2 |
1,708.4 |
S2 |
1,699.6 |
1,699.6 |
1,727.8 |
|
S3 |
1,662.6 |
1,680.1 |
1,724.4 |
|
S4 |
1,625.6 |
1,643.1 |
1,714.3 |
|
|
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 |
1,756.1 |
1,699.4 |
56.7 |
3.3% |
25.2 |
1.5% |
62% |
True |
False |
22,781 |
10 |
1,756.1 |
1,676.2 |
79.9 |
4.6% |
26.9 |
1.6% |
73% |
True |
False |
38,826 |
20 |
1,817.6 |
1,676.2 |
141.4 |
8.2% |
31.2 |
1.8% |
41% |
False |
False |
24,776 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.8% |
28.6 |
1.6% |
29% |
False |
False |
15,475 |
60 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.7 |
1.7% |
20% |
False |
False |
12,007 |
80 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.3 |
1.7% |
20% |
False |
False |
9,645 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
29.4 |
1.7% |
19% |
False |
False |
8,121 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
28.7 |
1.7% |
19% |
False |
False |
7,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.4 |
2.618 |
1,853.0 |
1.618 |
1,816.0 |
1.000 |
1,793.1 |
0.618 |
1,779.0 |
HIGH |
1,756.1 |
0.618 |
1,742.0 |
0.500 |
1,737.6 |
0.382 |
1,733.2 |
LOW |
1,719.1 |
0.618 |
1,696.2 |
1.000 |
1,682.1 |
1.618 |
1,659.2 |
2.618 |
1,622.2 |
4.250 |
1,561.9 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,737.6 |
1,737.6 |
PP |
1,736.6 |
1,736.6 |
S1 |
1,735.6 |
1,735.6 |
|