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 |
3,782.0 |
3,794.0 |
12.0 |
0.3% |
3,640.0 |
High |
3,790.0 |
3,797.0 |
7.0 |
0.2% |
3,790.0 |
Low |
3,756.0 |
3,757.0 |
1.0 |
0.0% |
3,619.0 |
Close |
3,772.0 |
3,769.0 |
-3.0 |
-0.1% |
3,772.0 |
Range |
34.0 |
40.0 |
6.0 |
17.6% |
171.0 |
ATR |
54.1 |
53.1 |
-1.0 |
-1.9% |
0.0 |
Volume |
426,628 |
1,124,326 |
697,698 |
163.5% |
870,674 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,894.3 |
3,871.7 |
3,791.0 |
|
R3 |
3,854.3 |
3,831.7 |
3,780.0 |
|
R2 |
3,814.3 |
3,814.3 |
3,776.3 |
|
R1 |
3,791.7 |
3,791.7 |
3,772.7 |
3,783.0 |
PP |
3,774.3 |
3,774.3 |
3,774.3 |
3,770.0 |
S1 |
3,751.7 |
3,751.7 |
3,765.3 |
3,743.0 |
S2 |
3,734.3 |
3,734.3 |
3,761.7 |
|
S3 |
3,694.3 |
3,711.7 |
3,758.0 |
|
S4 |
3,654.3 |
3,671.7 |
3,747.0 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.0 |
4,177.0 |
3,866.1 |
|
R3 |
4,069.0 |
4,006.0 |
3,819.0 |
|
R2 |
3,898.0 |
3,898.0 |
3,803.4 |
|
R1 |
3,835.0 |
3,835.0 |
3,787.7 |
3,866.5 |
PP |
3,727.0 |
3,727.0 |
3,727.0 |
3,742.8 |
S1 |
3,664.0 |
3,664.0 |
3,756.3 |
3,695.5 |
S2 |
3,556.0 |
3,556.0 |
3,740.7 |
|
S3 |
3,385.0 |
3,493.0 |
3,725.0 |
|
S4 |
3,214.0 |
3,322.0 |
3,678.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,797.0 |
3,694.0 |
103.0 |
2.7% |
39.2 |
1.0% |
73% |
True |
False |
394,187 |
10 |
3,797.0 |
3,587.0 |
210.0 |
5.6% |
51.3 |
1.4% |
87% |
True |
False |
207,024 |
20 |
3,797.0 |
3,559.0 |
238.0 |
6.3% |
50.9 |
1.3% |
88% |
True |
False |
108,479 |
40 |
3,797.0 |
3,360.0 |
437.0 |
11.6% |
50.6 |
1.3% |
94% |
True |
False |
58,251 |
60 |
3,797.0 |
3,335.0 |
462.0 |
12.3% |
46.8 |
1.2% |
94% |
True |
False |
39,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,967.0 |
2.618 |
3,901.7 |
1.618 |
3,861.7 |
1.000 |
3,837.0 |
0.618 |
3,821.7 |
HIGH |
3,797.0 |
0.618 |
3,781.7 |
0.500 |
3,777.0 |
0.382 |
3,772.3 |
LOW |
3,757.0 |
0.618 |
3,732.3 |
1.000 |
3,717.0 |
1.618 |
3,692.3 |
2.618 |
3,652.3 |
4.250 |
3,587.0 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,777.0 |
3,776.5 |
PP |
3,774.3 |
3,774.0 |
S1 |
3,771.7 |
3,771.5 |
|