Trading Metrics calculated at close of trading on 19-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,813.0 |
3,783.0 |
-30.0 |
-0.8% |
3,794.0 |
High |
3,821.0 |
3,802.0 |
-19.0 |
-0.5% |
3,821.0 |
Low |
3,771.0 |
3,757.0 |
-14.0 |
-0.4% |
3,757.0 |
Close |
3,810.0 |
3,782.0 |
-28.0 |
-0.7% |
3,782.0 |
Range |
50.0 |
45.0 |
-5.0 |
-10.0% |
64.0 |
ATR |
49.8 |
50.0 |
0.2 |
0.5% |
0.0 |
Volume |
930,630 |
1,354,500 |
423,870 |
45.5% |
5,770,331 |
|
Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,915.3 |
3,893.7 |
3,806.8 |
|
R3 |
3,870.3 |
3,848.7 |
3,794.4 |
|
R2 |
3,825.3 |
3,825.3 |
3,790.3 |
|
R1 |
3,803.7 |
3,803.7 |
3,786.1 |
3,792.0 |
PP |
3,780.3 |
3,780.3 |
3,780.3 |
3,774.5 |
S1 |
3,758.7 |
3,758.7 |
3,777.9 |
3,747.0 |
S2 |
3,735.3 |
3,735.3 |
3,773.8 |
|
S3 |
3,690.3 |
3,713.7 |
3,769.6 |
|
S4 |
3,645.3 |
3,668.7 |
3,757.3 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,978.7 |
3,944.3 |
3,817.2 |
|
R3 |
3,914.7 |
3,880.3 |
3,799.6 |
|
R2 |
3,850.7 |
3,850.7 |
3,793.7 |
|
R1 |
3,816.3 |
3,816.3 |
3,787.9 |
3,801.5 |
PP |
3,786.7 |
3,786.7 |
3,786.7 |
3,779.3 |
S1 |
3,752.3 |
3,752.3 |
3,776.1 |
3,737.5 |
S2 |
3,722.7 |
3,722.7 |
3,770.3 |
|
S3 |
3,658.7 |
3,688.3 |
3,764.4 |
|
S4 |
3,594.7 |
3,624.3 |
3,746.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,821.0 |
3,757.0 |
64.0 |
1.7% |
37.6 |
1.0% |
39% |
False |
True |
1,154,066 |
10 |
3,821.0 |
3,619.0 |
202.0 |
5.3% |
44.1 |
1.2% |
81% |
False |
False |
664,100 |
20 |
3,821.0 |
3,559.0 |
262.0 |
6.9% |
51.9 |
1.4% |
85% |
False |
False |
340,158 |
40 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
51.5 |
1.4% |
92% |
False |
False |
174,306 |
60 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
44.5 |
1.2% |
92% |
False |
False |
116,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,993.3 |
2.618 |
3,919.8 |
1.618 |
3,874.8 |
1.000 |
3,847.0 |
0.618 |
3,829.8 |
HIGH |
3,802.0 |
0.618 |
3,784.8 |
0.500 |
3,779.5 |
0.382 |
3,774.2 |
LOW |
3,757.0 |
0.618 |
3,729.2 |
1.000 |
3,712.0 |
1.618 |
3,684.2 |
2.618 |
3,639.2 |
4.250 |
3,565.8 |
|
|
Fisher Pivots for day following 19-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,781.2 |
3,789.0 |
PP |
3,780.3 |
3,786.7 |
S1 |
3,779.5 |
3,784.3 |
|