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 |
12,793.50 |
12,807.00 |
13.50 |
0.1% |
12,933.50 |
High |
12,898.25 |
13,157.00 |
258.75 |
2.0% |
13,287.25 |
Low |
12,681.75 |
12,788.50 |
106.75 |
0.8% |
12,681.75 |
Close |
12,844.50 |
13,071.75 |
227.25 |
1.8% |
12,844.50 |
Range |
216.50 |
368.50 |
152.00 |
70.2% |
605.50 |
ATR |
346.78 |
348.33 |
1.55 |
0.4% |
0.00 |
Volume |
641,117 |
478,667 |
-162,450 |
-25.3% |
2,910,614 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,111.25 |
13,960.00 |
13,274.50 |
|
R3 |
13,742.75 |
13,591.50 |
13,173.00 |
|
R2 |
13,374.25 |
13,374.25 |
13,139.25 |
|
R1 |
13,223.00 |
13,223.00 |
13,105.50 |
13,298.50 |
PP |
13,005.75 |
13,005.75 |
13,005.75 |
13,043.50 |
S1 |
12,854.50 |
12,854.50 |
13,038.00 |
12,930.00 |
S2 |
12,637.25 |
12,637.25 |
13,004.25 |
|
S3 |
12,268.75 |
12,486.00 |
12,970.50 |
|
S4 |
11,900.25 |
12,117.50 |
12,869.00 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,754.25 |
14,405.00 |
13,177.50 |
|
R3 |
14,148.75 |
13,799.50 |
13,011.00 |
|
R2 |
13,543.25 |
13,543.25 |
12,955.50 |
|
R1 |
13,194.00 |
13,194.00 |
12,900.00 |
13,066.00 |
PP |
12,937.75 |
12,937.75 |
12,937.75 |
12,873.75 |
S1 |
12,588.50 |
12,588.50 |
12,789.00 |
12,460.50 |
S2 |
12,332.25 |
12,332.25 |
12,733.50 |
|
S3 |
11,726.75 |
11,983.00 |
12,678.00 |
|
S4 |
11,121.25 |
11,377.50 |
12,511.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,287.25 |
12,681.75 |
605.50 |
4.6% |
333.25 |
2.5% |
64% |
False |
False |
601,073 |
10 |
13,287.25 |
12,316.50 |
970.75 |
7.4% |
344.00 |
2.6% |
78% |
False |
False |
382,761 |
20 |
13,341.75 |
12,200.00 |
1,141.75 |
8.7% |
401.25 |
3.1% |
76% |
False |
False |
194,092 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
337.50 |
2.6% |
52% |
False |
False |
97,491 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
290.00 |
2.2% |
52% |
False |
False |
65,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,723.00 |
2.618 |
14,121.75 |
1.618 |
13,753.25 |
1.000 |
13,525.50 |
0.618 |
13,384.75 |
HIGH |
13,157.00 |
0.618 |
13,016.25 |
0.500 |
12,972.75 |
0.382 |
12,929.25 |
LOW |
12,788.50 |
0.618 |
12,560.75 |
1.000 |
12,420.00 |
1.618 |
12,192.25 |
2.618 |
11,823.75 |
4.250 |
11,222.50 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,038.75 |
13,039.25 |
PP |
13,005.75 |
13,006.75 |
S1 |
12,972.75 |
12,974.50 |
|