| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,962.00 |
3,910.75 |
-51.25 |
-1.3% |
3,937.50 |
| High |
3,978.50 |
3,923.50 |
-55.00 |
-1.4% |
3,978.50 |
| Low |
3,900.50 |
3,875.00 |
-25.50 |
-0.7% |
3,875.00 |
| Close |
3,906.00 |
3,899.75 |
-6.25 |
-0.2% |
3,899.75 |
| Range |
78.00 |
48.50 |
-29.50 |
-37.8% |
103.50 |
| ATR |
64.92 |
63.75 |
-1.17 |
-1.8% |
0.00 |
| Volume |
2,124,392 |
2,047,619 |
-76,773 |
-3.6% |
10,061,808 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,045.00 |
4,020.75 |
3,926.50 |
|
| R3 |
3,996.50 |
3,972.25 |
3,913.00 |
|
| R2 |
3,948.00 |
3,948.00 |
3,908.75 |
|
| R1 |
3,923.75 |
3,923.75 |
3,904.25 |
3,911.50 |
| PP |
3,899.50 |
3,899.50 |
3,899.50 |
3,893.25 |
| S1 |
3,875.25 |
3,875.25 |
3,895.25 |
3,863.00 |
| S2 |
3,851.00 |
3,851.00 |
3,890.75 |
|
| S3 |
3,802.50 |
3,826.75 |
3,886.50 |
|
| S4 |
3,754.00 |
3,778.25 |
3,873.00 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,228.25 |
4,167.50 |
3,956.75 |
|
| R3 |
4,124.75 |
4,064.00 |
3,928.25 |
|
| R2 |
4,021.25 |
4,021.25 |
3,918.75 |
|
| R1 |
3,960.50 |
3,960.50 |
3,909.25 |
3,939.00 |
| PP |
3,917.75 |
3,917.75 |
3,917.75 |
3,907.00 |
| S1 |
3,857.00 |
3,857.00 |
3,890.25 |
3,835.50 |
| S2 |
3,814.25 |
3,814.25 |
3,880.75 |
|
| S3 |
3,710.75 |
3,753.50 |
3,871.25 |
|
| S4 |
3,607.25 |
3,650.00 |
3,842.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,978.50 |
3,875.00 |
103.50 |
2.7% |
50.00 |
1.3% |
24% |
False |
True |
2,012,361 |
| 10 |
3,978.50 |
3,786.50 |
192.00 |
4.9% |
57.00 |
1.5% |
59% |
False |
False |
1,240,601 |
| 20 |
3,978.50 |
3,710.50 |
268.00 |
6.9% |
72.75 |
1.9% |
71% |
False |
False |
631,361 |
| 40 |
3,978.50 |
3,647.50 |
331.00 |
8.5% |
65.00 |
1.7% |
76% |
False |
False |
317,658 |
| 60 |
3,978.50 |
3,641.25 |
337.25 |
8.6% |
59.25 |
1.5% |
77% |
False |
False |
212,361 |
| 80 |
3,978.50 |
3,528.25 |
450.25 |
11.5% |
55.25 |
1.4% |
83% |
False |
False |
159,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,129.50 |
|
2.618 |
4,050.50 |
|
1.618 |
4,002.00 |
|
1.000 |
3,972.00 |
|
0.618 |
3,953.50 |
|
HIGH |
3,923.50 |
|
0.618 |
3,905.00 |
|
0.500 |
3,899.25 |
|
0.382 |
3,893.50 |
|
LOW |
3,875.00 |
|
0.618 |
3,845.00 |
|
1.000 |
3,826.50 |
|
1.618 |
3,796.50 |
|
2.618 |
3,748.00 |
|
4.250 |
3,669.00 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,899.50 |
3,926.75 |
| PP |
3,899.50 |
3,917.75 |
| S1 |
3,899.25 |
3,908.75 |
|