Trading Metrics calculated at close of trading on 17-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,779.0 |
3,788.0 |
9.0 |
0.2% |
3,640.0 |
High |
3,797.0 |
3,807.0 |
10.0 |
0.3% |
3,790.0 |
Low |
3,774.0 |
3,777.0 |
3.0 |
0.1% |
3,619.0 |
Close |
3,790.0 |
3,792.0 |
2.0 |
0.1% |
3,772.0 |
Range |
23.0 |
30.0 |
7.0 |
30.4% |
171.0 |
ATR |
51.3 |
49.8 |
-1.5 |
-3.0% |
0.0 |
Volume |
1,452,947 |
907,928 |
-545,019 |
-37.5% |
870,674 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,882.0 |
3,867.0 |
3,808.5 |
|
R3 |
3,852.0 |
3,837.0 |
3,800.3 |
|
R2 |
3,822.0 |
3,822.0 |
3,797.5 |
|
R1 |
3,807.0 |
3,807.0 |
3,794.8 |
3,814.5 |
PP |
3,792.0 |
3,792.0 |
3,792.0 |
3,795.8 |
S1 |
3,777.0 |
3,777.0 |
3,789.3 |
3,784.5 |
S2 |
3,762.0 |
3,762.0 |
3,786.5 |
|
S3 |
3,732.0 |
3,747.0 |
3,783.8 |
|
S4 |
3,702.0 |
3,717.0 |
3,775.5 |
|
|
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 |
3,807.0 |
3,756.0 |
51.0 |
1.3% |
31.2 |
0.8% |
71% |
True |
False |
822,936 |
10 |
3,807.0 |
3,587.0 |
220.0 |
5.8% |
47.2 |
1.2% |
93% |
True |
False |
440,636 |
20 |
3,807.0 |
3,559.0 |
248.0 |
6.5% |
51.0 |
1.3% |
94% |
True |
False |
225,922 |
40 |
3,807.0 |
3,360.0 |
447.0 |
11.8% |
50.7 |
1.3% |
97% |
True |
False |
117,238 |
60 |
3,807.0 |
3,335.0 |
472.0 |
12.4% |
45.5 |
1.2% |
97% |
True |
False |
78,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,934.5 |
2.618 |
3,885.5 |
1.618 |
3,855.5 |
1.000 |
3,837.0 |
0.618 |
3,825.5 |
HIGH |
3,807.0 |
0.618 |
3,795.5 |
0.500 |
3,792.0 |
0.382 |
3,788.5 |
LOW |
3,777.0 |
0.618 |
3,758.5 |
1.000 |
3,747.0 |
1.618 |
3,728.5 |
2.618 |
3,698.5 |
4.250 |
3,649.5 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,792.0 |
3,788.7 |
PP |
3,792.0 |
3,785.3 |
S1 |
3,792.0 |
3,782.0 |
|