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 |
14,624.0 |
14,686.0 |
62.0 |
0.4% |
14,595.0 |
High |
14,693.0 |
14,720.0 |
27.0 |
0.2% |
14,816.0 |
Low |
14,551.0 |
14,526.0 |
-25.0 |
-0.2% |
14,420.0 |
Close |
14,667.0 |
14,698.0 |
31.0 |
0.2% |
14,660.0 |
Range |
142.0 |
194.0 |
52.0 |
36.6% |
396.0 |
ATR |
183.3 |
184.0 |
0.8 |
0.4% |
0.0 |
Volume |
44,713 |
57,975 |
13,262 |
29.7% |
214,498 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,230.0 |
15,158.0 |
14,804.7 |
|
R3 |
15,036.0 |
14,964.0 |
14,751.4 |
|
R2 |
14,842.0 |
14,842.0 |
14,733.6 |
|
R1 |
14,770.0 |
14,770.0 |
14,715.8 |
14,806.0 |
PP |
14,648.0 |
14,648.0 |
14,648.0 |
14,666.0 |
S1 |
14,576.0 |
14,576.0 |
14,680.2 |
14,612.0 |
S2 |
14,454.0 |
14,454.0 |
14,662.4 |
|
S3 |
14,260.0 |
14,382.0 |
14,644.7 |
|
S4 |
14,066.0 |
14,188.0 |
14,591.3 |
|
|
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 |
14,526.0 |
290.0 |
2.0% |
165.8 |
1.1% |
59% |
False |
True |
51,785 |
10 |
14,816.0 |
14,405.0 |
411.0 |
2.8% |
149.4 |
1.0% |
71% |
False |
False |
32,962 |
20 |
14,816.0 |
13,682.0 |
1,134.0 |
7.7% |
176.2 |
1.2% |
90% |
False |
False |
16,622 |
40 |
14,816.0 |
13,333.0 |
1,483.0 |
10.1% |
160.1 |
1.1% |
92% |
False |
False |
8,347 |
60 |
14,816.0 |
13,333.0 |
1,483.0 |
10.1% |
148.8 |
1.0% |
92% |
False |
False |
5,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,544.5 |
2.618 |
15,227.9 |
1.618 |
15,033.9 |
1.000 |
14,914.0 |
0.618 |
14,839.9 |
HIGH |
14,720.0 |
0.618 |
14,645.9 |
0.500 |
14,623.0 |
0.382 |
14,600.1 |
LOW |
14,526.0 |
0.618 |
14,406.1 |
1.000 |
14,332.0 |
1.618 |
14,212.1 |
2.618 |
14,018.1 |
4.250 |
13,701.5 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,673.0 |
14,679.8 |
PP |
14,648.0 |
14,661.7 |
S1 |
14,623.0 |
14,643.5 |
|