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 |
14,686.0 |
14,608.0 |
-78.0 |
-0.5% |
14,595.0 |
High |
14,720.0 |
14,631.0 |
-89.0 |
-0.6% |
14,816.0 |
Low |
14,526.0 |
14,530.0 |
4.0 |
0.0% |
14,420.0 |
Close |
14,698.0 |
14,616.0 |
-82.0 |
-0.6% |
14,660.0 |
Range |
194.0 |
101.0 |
-93.0 |
-47.9% |
396.0 |
ATR |
184.0 |
182.9 |
-1.1 |
-0.6% |
0.0 |
Volume |
57,975 |
59,917 |
1,942 |
3.3% |
214,498 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,895.3 |
14,856.7 |
14,671.6 |
|
R3 |
14,794.3 |
14,755.7 |
14,643.8 |
|
R2 |
14,693.3 |
14,693.3 |
14,634.5 |
|
R1 |
14,654.7 |
14,654.7 |
14,625.3 |
14,674.0 |
PP |
14,592.3 |
14,592.3 |
14,592.3 |
14,602.0 |
S1 |
14,553.7 |
14,553.7 |
14,606.7 |
14,573.0 |
S2 |
14,491.3 |
14,491.3 |
14,597.5 |
|
S3 |
14,390.3 |
14,452.7 |
14,588.2 |
|
S4 |
14,289.3 |
14,351.7 |
14,560.5 |
|
|
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% |
153.8 |
1.1% |
31% |
False |
False |
56,913 |
10 |
14,816.0 |
14,420.0 |
396.0 |
2.7% |
143.2 |
1.0% |
49% |
False |
False |
38,774 |
20 |
14,816.0 |
13,682.0 |
1,134.0 |
7.8% |
176.9 |
1.2% |
82% |
False |
False |
19,602 |
40 |
14,816.0 |
13,333.0 |
1,483.0 |
10.1% |
153.4 |
1.0% |
87% |
False |
False |
9,831 |
60 |
14,816.0 |
13,333.0 |
1,483.0 |
10.1% |
148.3 |
1.0% |
87% |
False |
False |
6,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,060.3 |
2.618 |
14,895.4 |
1.618 |
14,794.4 |
1.000 |
14,732.0 |
0.618 |
14,693.4 |
HIGH |
14,631.0 |
0.618 |
14,592.4 |
0.500 |
14,580.5 |
0.382 |
14,568.6 |
LOW |
14,530.0 |
0.618 |
14,467.6 |
1.000 |
14,429.0 |
1.618 |
14,366.6 |
2.618 |
14,265.6 |
4.250 |
14,100.8 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,604.2 |
14,623.0 |
PP |
14,592.3 |
14,620.7 |
S1 |
14,580.5 |
14,618.3 |
|