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 |
3,933.25 |
3,905.75 |
-27.50 |
-0.7% |
3,937.50 |
High |
3,938.75 |
3,931.50 |
-7.25 |
-0.2% |
3,978.50 |
Low |
3,890.50 |
3,877.50 |
-13.00 |
-0.3% |
3,875.00 |
Close |
3,899.75 |
3,880.75 |
-19.00 |
-0.5% |
3,899.75 |
Range |
48.25 |
54.00 |
5.75 |
11.9% |
103.50 |
ATR |
62.36 |
61.76 |
-0.60 |
-1.0% |
0.00 |
Volume |
1,877,976 |
2,063,480 |
185,504 |
9.9% |
10,061,808 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,058.50 |
4,023.75 |
3,910.50 |
|
R3 |
4,004.50 |
3,969.75 |
3,895.50 |
|
R2 |
3,950.50 |
3,950.50 |
3,890.75 |
|
R1 |
3,915.75 |
3,915.75 |
3,885.75 |
3,906.00 |
PP |
3,896.50 |
3,896.50 |
3,896.50 |
3,891.75 |
S1 |
3,861.75 |
3,861.75 |
3,875.75 |
3,852.00 |
S2 |
3,842.50 |
3,842.50 |
3,870.75 |
|
S3 |
3,788.50 |
3,807.75 |
3,866.00 |
|
S4 |
3,734.50 |
3,753.75 |
3,851.00 |
|
|
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% |
57.75 |
1.5% |
6% |
False |
False |
1,887,890 |
10 |
3,978.50 |
3,875.00 |
103.50 |
2.7% |
51.50 |
1.3% |
6% |
False |
False |
1,742,869 |
20 |
3,978.50 |
3,710.50 |
268.00 |
6.9% |
69.75 |
1.8% |
64% |
False |
False |
893,134 |
40 |
3,978.50 |
3,647.50 |
331.00 |
8.5% |
65.75 |
1.7% |
70% |
False |
False |
449,206 |
60 |
3,978.50 |
3,642.75 |
335.75 |
8.7% |
60.50 |
1.6% |
71% |
False |
False |
300,127 |
80 |
3,978.50 |
3,573.75 |
404.75 |
10.4% |
55.75 |
1.4% |
76% |
False |
False |
225,211 |
100 |
3,978.50 |
3,208.00 |
770.50 |
19.9% |
57.50 |
1.5% |
87% |
False |
False |
180,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,161.00 |
2.618 |
4,072.75 |
1.618 |
4,018.75 |
1.000 |
3,985.50 |
0.618 |
3,964.75 |
HIGH |
3,931.50 |
0.618 |
3,910.75 |
0.500 |
3,904.50 |
0.382 |
3,898.25 |
LOW |
3,877.50 |
0.618 |
3,844.25 |
1.000 |
3,823.50 |
1.618 |
3,790.25 |
2.618 |
3,736.25 |
4.250 |
3,648.00 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,904.50 |
3,911.00 |
PP |
3,896.50 |
3,901.00 |
S1 |
3,888.75 |
3,890.75 |
|