Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,783.0 |
3,773.0 |
-10.0 |
-0.3% |
3,794.0 |
High |
3,802.0 |
3,782.0 |
-20.0 |
-0.5% |
3,821.0 |
Low |
3,757.0 |
3,750.0 |
-7.0 |
-0.2% |
3,757.0 |
Close |
3,782.0 |
3,773.0 |
-9.0 |
-0.2% |
3,782.0 |
Range |
45.0 |
32.0 |
-13.0 |
-28.9% |
64.0 |
ATR |
50.0 |
48.7 |
-1.3 |
-2.6% |
0.0 |
Volume |
1,354,500 |
580,790 |
-773,710 |
-57.1% |
5,770,331 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,864.3 |
3,850.7 |
3,790.6 |
|
R3 |
3,832.3 |
3,818.7 |
3,781.8 |
|
R2 |
3,800.3 |
3,800.3 |
3,778.9 |
|
R1 |
3,786.7 |
3,786.7 |
3,775.9 |
3,789.0 |
PP |
3,768.3 |
3,768.3 |
3,768.3 |
3,769.5 |
S1 |
3,754.7 |
3,754.7 |
3,770.1 |
3,757.0 |
S2 |
3,736.3 |
3,736.3 |
3,767.1 |
|
S3 |
3,704.3 |
3,722.7 |
3,764.2 |
|
S4 |
3,672.3 |
3,690.7 |
3,755.4 |
|
|
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 |
3,750.0 |
71.0 |
1.9% |
36.0 |
1.0% |
32% |
False |
True |
1,045,359 |
10 |
3,821.0 |
3,694.0 |
127.0 |
3.4% |
37.6 |
1.0% |
62% |
False |
False |
719,773 |
20 |
3,821.0 |
3,559.0 |
262.0 |
6.9% |
50.3 |
1.3% |
82% |
False |
False |
368,445 |
40 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
50.3 |
1.3% |
90% |
False |
False |
188,785 |
60 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
44.8 |
1.2% |
90% |
False |
False |
126,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,918.0 |
2.618 |
3,865.8 |
1.618 |
3,833.8 |
1.000 |
3,814.0 |
0.618 |
3,801.8 |
HIGH |
3,782.0 |
0.618 |
3,769.8 |
0.500 |
3,766.0 |
0.382 |
3,762.2 |
LOW |
3,750.0 |
0.618 |
3,730.2 |
1.000 |
3,718.0 |
1.618 |
3,698.2 |
2.618 |
3,666.2 |
4.250 |
3,614.0 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,770.7 |
3,785.5 |
PP |
3,768.3 |
3,781.3 |
S1 |
3,766.0 |
3,777.2 |
|