Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,794.0 |
3,779.0 |
-15.0 |
-0.4% |
3,640.0 |
High |
3,797.0 |
3,797.0 |
0.0 |
0.0% |
3,790.0 |
Low |
3,757.0 |
3,774.0 |
17.0 |
0.5% |
3,619.0 |
Close |
3,769.0 |
3,790.0 |
21.0 |
0.6% |
3,772.0 |
Range |
40.0 |
23.0 |
-17.0 |
-42.5% |
171.0 |
ATR |
53.1 |
51.3 |
-1.8 |
-3.4% |
0.0 |
Volume |
1,124,326 |
1,452,947 |
328,621 |
29.2% |
870,674 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,856.0 |
3,846.0 |
3,802.7 |
|
R3 |
3,833.0 |
3,823.0 |
3,796.3 |
|
R2 |
3,810.0 |
3,810.0 |
3,794.2 |
|
R1 |
3,800.0 |
3,800.0 |
3,792.1 |
3,805.0 |
PP |
3,787.0 |
3,787.0 |
3,787.0 |
3,789.5 |
S1 |
3,777.0 |
3,777.0 |
3,787.9 |
3,782.0 |
S2 |
3,764.0 |
3,764.0 |
3,785.8 |
|
S3 |
3,741.0 |
3,754.0 |
3,783.7 |
|
S4 |
3,718.0 |
3,731.0 |
3,777.4 |
|
|
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 |
3,714.0 |
83.0 |
2.2% |
35.4 |
0.9% |
92% |
True |
False |
664,954 |
10 |
3,797.0 |
3,587.0 |
210.0 |
5.5% |
49.7 |
1.3% |
97% |
True |
False |
350,592 |
20 |
3,797.0 |
3,559.0 |
238.0 |
6.3% |
50.7 |
1.3% |
97% |
True |
False |
180,745 |
40 |
3,797.0 |
3,360.0 |
437.0 |
11.5% |
50.4 |
1.3% |
98% |
True |
False |
94,570 |
60 |
3,797.0 |
3,335.0 |
462.0 |
12.2% |
46.9 |
1.2% |
98% |
True |
False |
63,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,894.8 |
2.618 |
3,857.2 |
1.618 |
3,834.2 |
1.000 |
3,820.0 |
0.618 |
3,811.2 |
HIGH |
3,797.0 |
0.618 |
3,788.2 |
0.500 |
3,785.5 |
0.382 |
3,782.8 |
LOW |
3,774.0 |
0.618 |
3,759.8 |
1.000 |
3,751.0 |
1.618 |
3,736.8 |
2.618 |
3,713.8 |
4.250 |
3,676.3 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,788.5 |
3,785.5 |
PP |
3,787.0 |
3,781.0 |
S1 |
3,785.5 |
3,776.5 |
|