Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,736.3 |
1,747.5 |
11.2 |
0.6% |
1,728.2 |
High |
1,748.2 |
1,749.2 |
1.0 |
0.1% |
1,756.1 |
Low |
1,729.3 |
1,728.6 |
-0.7 |
0.0% |
1,719.1 |
Close |
1,743.9 |
1,740.4 |
-3.5 |
-0.2% |
1,743.9 |
Range |
18.9 |
20.6 |
1.7 |
9.0% |
37.0 |
ATR |
28.7 |
28.1 |
-0.6 |
-2.0% |
0.0 |
Volume |
40,485 |
38,348 |
-2,137 |
-5.3% |
111,655 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.2 |
1,791.4 |
1,751.7 |
|
R3 |
1,780.6 |
1,770.8 |
1,746.1 |
|
R2 |
1,760.0 |
1,760.0 |
1,744.2 |
|
R1 |
1,750.2 |
1,750.2 |
1,742.3 |
1,744.8 |
PP |
1,739.4 |
1,739.4 |
1,739.4 |
1,736.7 |
S1 |
1,729.6 |
1,729.6 |
1,738.5 |
1,724.2 |
S2 |
1,718.8 |
1,718.8 |
1,736.6 |
|
S3 |
1,698.2 |
1,709.0 |
1,734.7 |
|
S4 |
1,677.6 |
1,688.4 |
1,729.1 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.7 |
1,834.3 |
1,764.3 |
|
R3 |
1,813.7 |
1,797.3 |
1,754.1 |
|
R2 |
1,776.7 |
1,776.7 |
1,750.7 |
|
R1 |
1,760.3 |
1,760.3 |
1,747.3 |
1,768.5 |
PP |
1,739.7 |
1,739.7 |
1,739.7 |
1,743.8 |
S1 |
1,723.3 |
1,723.3 |
1,740.5 |
1,731.5 |
S2 |
1,702.7 |
1,702.7 |
1,737.1 |
|
S3 |
1,665.7 |
1,686.3 |
1,733.7 |
|
S4 |
1,628.7 |
1,649.3 |
1,723.6 |
|
|
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 |
1,719.1 |
37.0 |
2.1% |
24.1 |
1.4% |
58% |
False |
False |
26,095 |
10 |
1,756.1 |
1,679.7 |
76.4 |
4.4% |
24.8 |
1.4% |
79% |
False |
False |
35,021 |
20 |
1,817.6 |
1,676.2 |
141.4 |
8.1% |
30.0 |
1.7% |
45% |
False |
False |
28,014 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.8% |
28.3 |
1.6% |
31% |
False |
False |
17,212 |
60 |
1,969.3 |
1,676.2 |
293.1 |
16.8% |
29.1 |
1.7% |
22% |
False |
False |
13,258 |
80 |
1,969.3 |
1,676.2 |
293.1 |
16.8% |
29.0 |
1.7% |
22% |
False |
False |
10,541 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.6% |
29.4 |
1.7% |
21% |
False |
False |
8,895 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.6% |
28.6 |
1.6% |
21% |
False |
False |
7,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.8 |
2.618 |
1,803.1 |
1.618 |
1,782.5 |
1.000 |
1,769.8 |
0.618 |
1,761.9 |
HIGH |
1,749.2 |
0.618 |
1,741.3 |
0.500 |
1,738.9 |
0.382 |
1,736.5 |
LOW |
1,728.6 |
0.618 |
1,715.9 |
1.000 |
1,708.0 |
1.618 |
1,695.3 |
2.618 |
1,674.7 |
4.250 |
1,641.1 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,739.9 |
1,739.5 |
PP |
1,739.4 |
1,738.5 |
S1 |
1,738.9 |
1,737.6 |
|