Trading Metrics calculated at close of trading on 23-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,807.00 |
13,069.00 |
262.00 |
2.0% |
12,933.50 |
High |
13,157.00 |
13,172.00 |
15.00 |
0.1% |
13,287.25 |
Low |
12,788.50 |
12,979.00 |
190.50 |
1.5% |
12,681.75 |
Close |
13,071.75 |
13,006.25 |
-65.50 |
-0.5% |
12,844.50 |
Range |
368.50 |
193.00 |
-175.50 |
-47.6% |
605.50 |
ATR |
348.33 |
337.24 |
-11.10 |
-3.2% |
0.00 |
Volume |
478,667 |
604,250 |
125,583 |
26.2% |
2,910,614 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,631.50 |
13,511.75 |
13,112.50 |
|
R3 |
13,438.50 |
13,318.75 |
13,059.25 |
|
R2 |
13,245.50 |
13,245.50 |
13,041.75 |
|
R1 |
13,125.75 |
13,125.75 |
13,024.00 |
13,089.00 |
PP |
13,052.50 |
13,052.50 |
13,052.50 |
13,034.00 |
S1 |
12,932.75 |
12,932.75 |
12,988.50 |
12,896.00 |
S2 |
12,859.50 |
12,859.50 |
12,970.75 |
|
S3 |
12,666.50 |
12,739.75 |
12,953.25 |
|
S4 |
12,473.50 |
12,546.75 |
12,900.00 |
|
|
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 |
13,271.00 |
12,681.75 |
589.25 |
4.5% |
324.00 |
2.5% |
55% |
False |
False |
616,962 |
10 |
13,287.25 |
12,681.75 |
605.50 |
4.7% |
309.50 |
2.4% |
54% |
False |
False |
442,047 |
20 |
13,341.75 |
12,200.00 |
1,141.75 |
8.8% |
382.25 |
2.9% |
71% |
False |
False |
224,129 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
333.25 |
2.6% |
48% |
False |
False |
112,568 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
291.50 |
2.2% |
48% |
False |
False |
75,239 |
80 |
13,888.25 |
12,068.25 |
1,820.00 |
14.0% |
258.75 |
2.0% |
52% |
False |
False |
56,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,992.25 |
2.618 |
13,677.25 |
1.618 |
13,484.25 |
1.000 |
13,365.00 |
0.618 |
13,291.25 |
HIGH |
13,172.00 |
0.618 |
13,098.25 |
0.500 |
13,075.50 |
0.382 |
13,052.75 |
LOW |
12,979.00 |
0.618 |
12,859.75 |
1.000 |
12,786.00 |
1.618 |
12,666.75 |
2.618 |
12,473.75 |
4.250 |
12,158.75 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,075.50 |
12,979.75 |
PP |
13,052.50 |
12,953.25 |
S1 |
13,029.25 |
12,927.00 |
|