Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,777.0 |
3,747.0 |
-30.0 |
-0.8% |
3,794.0 |
High |
3,782.0 |
3,775.0 |
-7.0 |
-0.2% |
3,821.0 |
Low |
3,742.0 |
3,741.0 |
-1.0 |
0.0% |
3,757.0 |
Close |
3,773.0 |
3,772.0 |
-1.0 |
0.0% |
3,782.0 |
Range |
40.0 |
34.0 |
-6.0 |
-15.0% |
64.0 |
ATR |
48.1 |
47.1 |
-1.0 |
-2.1% |
0.0 |
Volume |
768,876 |
808,481 |
39,605 |
5.2% |
5,770,331 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,864.7 |
3,852.3 |
3,790.7 |
|
R3 |
3,830.7 |
3,818.3 |
3,781.4 |
|
R2 |
3,796.7 |
3,796.7 |
3,778.2 |
|
R1 |
3,784.3 |
3,784.3 |
3,775.1 |
3,790.5 |
PP |
3,762.7 |
3,762.7 |
3,762.7 |
3,765.8 |
S1 |
3,750.3 |
3,750.3 |
3,768.9 |
3,756.5 |
S2 |
3,728.7 |
3,728.7 |
3,765.8 |
|
S3 |
3,694.7 |
3,716.3 |
3,762.7 |
|
S4 |
3,660.7 |
3,682.3 |
3,753.3 |
|
|
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 |
3,741.0 |
80.0 |
2.1% |
40.2 |
1.1% |
39% |
False |
True |
888,655 |
10 |
3,821.0 |
3,741.0 |
80.0 |
2.1% |
35.7 |
0.9% |
39% |
False |
True |
855,795 |
20 |
3,821.0 |
3,559.0 |
262.0 |
6.9% |
48.0 |
1.3% |
81% |
False |
False |
445,136 |
40 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
48.2 |
1.3% |
89% |
False |
False |
227,989 |
60 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
45.0 |
1.2% |
89% |
False |
False |
152,852 |
80 |
3,821.0 |
3,335.0 |
486.0 |
12.9% |
38.7 |
1.0% |
90% |
False |
False |
114,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,919.5 |
2.618 |
3,864.0 |
1.618 |
3,830.0 |
1.000 |
3,809.0 |
0.618 |
3,796.0 |
HIGH |
3,775.0 |
0.618 |
3,762.0 |
0.500 |
3,758.0 |
0.382 |
3,754.0 |
LOW |
3,741.0 |
0.618 |
3,720.0 |
1.000 |
3,707.0 |
1.618 |
3,686.0 |
2.618 |
3,652.0 |
4.250 |
3,596.5 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,767.3 |
3,768.5 |
PP |
3,762.7 |
3,765.0 |
S1 |
3,758.0 |
3,761.5 |
|