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 |
14,710.0 |
14,624.0 |
-86.0 |
-0.6% |
14,595.0 |
High |
14,761.0 |
14,693.0 |
-68.0 |
-0.5% |
14,816.0 |
Low |
14,574.0 |
14,551.0 |
-23.0 |
-0.2% |
14,420.0 |
Close |
14,660.0 |
14,667.0 |
7.0 |
0.0% |
14,660.0 |
Range |
187.0 |
142.0 |
-45.0 |
-24.1% |
396.0 |
ATR |
186.5 |
183.3 |
-3.2 |
-1.7% |
0.0 |
Volume |
75,346 |
44,713 |
-30,633 |
-40.7% |
214,498 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,063.0 |
15,007.0 |
14,745.1 |
|
R3 |
14,921.0 |
14,865.0 |
14,706.1 |
|
R2 |
14,779.0 |
14,779.0 |
14,693.0 |
|
R1 |
14,723.0 |
14,723.0 |
14,680.0 |
14,751.0 |
PP |
14,637.0 |
14,637.0 |
14,637.0 |
14,651.0 |
S1 |
14,581.0 |
14,581.0 |
14,654.0 |
14,609.0 |
S2 |
14,495.0 |
14,495.0 |
14,641.0 |
|
S3 |
14,353.0 |
14,439.0 |
14,628.0 |
|
S4 |
14,211.0 |
14,297.0 |
14,588.9 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,820.0 |
15,636.0 |
14,877.8 |
|
R3 |
15,424.0 |
15,240.0 |
14,768.9 |
|
R2 |
15,028.0 |
15,028.0 |
14,732.6 |
|
R1 |
14,844.0 |
14,844.0 |
14,696.3 |
14,936.0 |
PP |
14,632.0 |
14,632.0 |
14,632.0 |
14,678.0 |
S1 |
14,448.0 |
14,448.0 |
14,623.7 |
14,540.0 |
S2 |
14,236.0 |
14,236.0 |
14,587.4 |
|
S3 |
13,840.0 |
14,052.0 |
14,551.1 |
|
S4 |
13,444.0 |
13,656.0 |
14,442.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,816.0 |
14,487.0 |
329.0 |
2.2% |
152.2 |
1.0% |
55% |
False |
False |
47,315 |
10 |
14,816.0 |
14,316.0 |
500.0 |
3.4% |
145.9 |
1.0% |
70% |
False |
False |
27,230 |
20 |
14,816.0 |
13,682.0 |
1,134.0 |
7.7% |
181.7 |
1.2% |
87% |
False |
False |
13,727 |
40 |
14,816.0 |
13,333.0 |
1,483.0 |
10.1% |
163.6 |
1.1% |
90% |
False |
False |
6,914 |
60 |
14,816.0 |
13,333.0 |
1,483.0 |
10.1% |
148.1 |
1.0% |
90% |
False |
False |
4,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,296.5 |
2.618 |
15,064.8 |
1.618 |
14,922.8 |
1.000 |
14,835.0 |
0.618 |
14,780.8 |
HIGH |
14,693.0 |
0.618 |
14,638.8 |
0.500 |
14,622.0 |
0.382 |
14,605.2 |
LOW |
14,551.0 |
0.618 |
14,463.2 |
1.000 |
14,409.0 |
1.618 |
14,321.2 |
2.618 |
14,179.2 |
4.250 |
13,947.5 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,652.0 |
14,683.5 |
PP |
14,637.0 |
14,678.0 |
S1 |
14,622.0 |
14,672.5 |
|