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 |
1,741.2 |
1,728.2 |
-13.0 |
-0.7% |
1,728.2 |
High |
1,744.4 |
1,739.9 |
-4.5 |
-0.3% |
1,756.1 |
Low |
1,725.2 |
1,724.8 |
-0.4 |
0.0% |
1,719.1 |
Close |
1,727.5 |
1,735.5 |
8.0 |
0.5% |
1,743.9 |
Range |
19.2 |
15.1 |
-4.1 |
-21.4% |
37.0 |
ATR |
27.5 |
26.6 |
-0.9 |
-3.2% |
0.0 |
Volume |
65,403 |
72,473 |
7,070 |
10.8% |
111,655 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,778.7 |
1,772.2 |
1,743.8 |
|
R3 |
1,763.6 |
1,757.1 |
1,739.7 |
|
R2 |
1,748.5 |
1,748.5 |
1,738.3 |
|
R1 |
1,742.0 |
1,742.0 |
1,736.9 |
1,745.3 |
PP |
1,733.4 |
1,733.4 |
1,733.4 |
1,735.0 |
S1 |
1,726.9 |
1,726.9 |
1,734.1 |
1,730.2 |
S2 |
1,718.3 |
1,718.3 |
1,732.7 |
|
S3 |
1,703.2 |
1,711.8 |
1,731.3 |
|
S4 |
1,688.1 |
1,696.7 |
1,727.2 |
|
|
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% |
22.2 |
1.3% |
44% |
False |
False |
47,213 |
10 |
1,756.1 |
1,699.4 |
56.7 |
3.3% |
22.1 |
1.3% |
64% |
False |
False |
38,105 |
20 |
1,806.9 |
1,676.2 |
130.7 |
7.5% |
29.2 |
1.7% |
45% |
False |
False |
34,307 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.8% |
28.4 |
1.6% |
29% |
False |
False |
20,450 |
60 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.1 |
1.7% |
20% |
False |
False |
15,511 |
80 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
28.7 |
1.7% |
20% |
False |
False |
12,188 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
29.2 |
1.7% |
19% |
False |
False |
10,255 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
28.5 |
1.6% |
19% |
False |
False |
8,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.1 |
2.618 |
1,779.4 |
1.618 |
1,764.3 |
1.000 |
1,755.0 |
0.618 |
1,749.2 |
HIGH |
1,739.9 |
0.618 |
1,734.1 |
0.500 |
1,732.4 |
0.382 |
1,730.6 |
LOW |
1,724.8 |
0.618 |
1,715.5 |
1.000 |
1,709.7 |
1.618 |
1,700.4 |
2.618 |
1,685.3 |
4.250 |
1,660.6 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,734.5 |
1,737.0 |
PP |
1,733.4 |
1,736.5 |
S1 |
1,732.4 |
1,736.0 |
|