| 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 |
3,910.75 |
3,893.50 |
-17.25 |
-0.4% |
3,937.50 |
| High |
3,923.50 |
3,944.50 |
21.00 |
0.5% |
3,978.50 |
| Low |
3,875.00 |
3,885.00 |
10.00 |
0.3% |
3,875.00 |
| Close |
3,899.75 |
3,930.00 |
30.25 |
0.8% |
3,899.75 |
| Range |
48.50 |
59.50 |
11.00 |
22.7% |
103.50 |
| ATR |
63.75 |
63.45 |
-0.30 |
-0.5% |
0.00 |
| Volume |
2,047,619 |
1,325,987 |
-721,632 |
-35.2% |
10,061,808 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,098.25 |
4,073.75 |
3,962.75 |
|
| R3 |
4,038.75 |
4,014.25 |
3,946.25 |
|
| R2 |
3,979.25 |
3,979.25 |
3,941.00 |
|
| R1 |
3,954.75 |
3,954.75 |
3,935.50 |
3,967.00 |
| PP |
3,919.75 |
3,919.75 |
3,919.75 |
3,926.00 |
| S1 |
3,895.25 |
3,895.25 |
3,924.50 |
3,907.50 |
| S2 |
3,860.25 |
3,860.25 |
3,919.00 |
|
| S3 |
3,800.75 |
3,835.75 |
3,913.75 |
|
| S4 |
3,741.25 |
3,776.25 |
3,897.25 |
|
|
| 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 |
2.6% |
52.50 |
1.3% |
53% |
False |
False |
1,882,685 |
| 10 |
3,978.50 |
3,816.50 |
162.00 |
4.1% |
54.75 |
1.4% |
70% |
False |
False |
1,368,533 |
| 20 |
3,978.50 |
3,710.50 |
268.00 |
6.8% |
73.00 |
1.9% |
82% |
False |
False |
697,494 |
| 40 |
3,978.50 |
3,647.50 |
331.00 |
8.4% |
65.75 |
1.7% |
85% |
False |
False |
350,785 |
| 60 |
3,978.50 |
3,641.25 |
337.25 |
8.6% |
59.75 |
1.5% |
86% |
False |
False |
234,453 |
| 80 |
3,978.50 |
3,572.00 |
406.50 |
10.3% |
55.50 |
1.4% |
88% |
False |
False |
175,944 |
| 100 |
3,978.50 |
3,208.00 |
770.50 |
19.6% |
58.00 |
1.5% |
94% |
False |
False |
140,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,197.50 |
|
2.618 |
4,100.25 |
|
1.618 |
4,040.75 |
|
1.000 |
4,004.00 |
|
0.618 |
3,981.25 |
|
HIGH |
3,944.50 |
|
0.618 |
3,921.75 |
|
0.500 |
3,914.75 |
|
0.382 |
3,907.75 |
|
LOW |
3,885.00 |
|
0.618 |
3,848.25 |
|
1.000 |
3,825.50 |
|
1.618 |
3,788.75 |
|
2.618 |
3,729.25 |
|
4.250 |
3,632.00 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,925.00 |
3,929.00 |
| PP |
3,919.75 |
3,927.75 |
| S1 |
3,914.75 |
3,926.75 |
|