Trading Metrics calculated at close of trading on 23-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,773.0 |
3,777.0 |
4.0 |
0.1% |
3,794.0 |
High |
3,782.0 |
3,782.0 |
0.0 |
0.0% |
3,821.0 |
Low |
3,750.0 |
3,742.0 |
-8.0 |
-0.2% |
3,757.0 |
Close |
3,773.0 |
3,773.0 |
0.0 |
0.0% |
3,782.0 |
Range |
32.0 |
40.0 |
8.0 |
25.0% |
64.0 |
ATR |
48.7 |
48.1 |
-0.6 |
-1.3% |
0.0 |
Volume |
580,790 |
768,876 |
188,086 |
32.4% |
5,770,331 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,885.7 |
3,869.3 |
3,795.0 |
|
R3 |
3,845.7 |
3,829.3 |
3,784.0 |
|
R2 |
3,805.7 |
3,805.7 |
3,780.3 |
|
R1 |
3,789.3 |
3,789.3 |
3,776.7 |
3,777.5 |
PP |
3,765.7 |
3,765.7 |
3,765.7 |
3,759.8 |
S1 |
3,749.3 |
3,749.3 |
3,769.3 |
3,737.5 |
S2 |
3,725.7 |
3,725.7 |
3,765.7 |
|
S3 |
3,685.7 |
3,709.3 |
3,762.0 |
|
S4 |
3,645.7 |
3,669.3 |
3,751.0 |
|
|
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 |
3,742.0 |
79.0 |
2.1% |
39.4 |
1.0% |
39% |
False |
True |
908,544 |
10 |
3,821.0 |
3,714.0 |
107.0 |
2.8% |
37.4 |
1.0% |
55% |
False |
False |
786,749 |
20 |
3,821.0 |
3,559.0 |
262.0 |
6.9% |
48.8 |
1.3% |
82% |
False |
False |
406,467 |
40 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
49.5 |
1.3% |
90% |
False |
False |
207,831 |
60 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
44.8 |
1.2% |
90% |
False |
False |
139,377 |
80 |
3,821.0 |
3,335.0 |
486.0 |
12.9% |
38.2 |
1.0% |
90% |
False |
False |
104,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,952.0 |
2.618 |
3,886.7 |
1.618 |
3,846.7 |
1.000 |
3,822.0 |
0.618 |
3,806.7 |
HIGH |
3,782.0 |
0.618 |
3,766.7 |
0.500 |
3,762.0 |
0.382 |
3,757.3 |
LOW |
3,742.0 |
0.618 |
3,717.3 |
1.000 |
3,702.0 |
1.618 |
3,677.3 |
2.618 |
3,637.3 |
4.250 |
3,572.0 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,769.3 |
3,772.7 |
PP |
3,765.7 |
3,772.3 |
S1 |
3,762.0 |
3,772.0 |
|