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 |
13,069.00 |
13,050.25 |
-18.75 |
-0.1% |
12,933.50 |
High |
13,172.00 |
13,145.25 |
-26.75 |
-0.2% |
13,287.25 |
Low |
12,979.00 |
12,784.00 |
-195.00 |
-1.5% |
12,681.75 |
Close |
13,006.25 |
12,794.00 |
-212.25 |
-1.6% |
12,844.50 |
Range |
193.00 |
361.25 |
168.25 |
87.2% |
605.50 |
ATR |
337.24 |
338.95 |
1.72 |
0.5% |
0.00 |
Volume |
604,250 |
626,538 |
22,288 |
3.7% |
2,910,614 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,991.50 |
13,754.00 |
12,992.75 |
|
R3 |
13,630.25 |
13,392.75 |
12,893.25 |
|
R2 |
13,269.00 |
13,269.00 |
12,860.25 |
|
R1 |
13,031.50 |
13,031.50 |
12,827.00 |
12,969.50 |
PP |
12,907.75 |
12,907.75 |
12,907.75 |
12,876.75 |
S1 |
12,670.25 |
12,670.25 |
12,761.00 |
12,608.50 |
S2 |
12,546.50 |
12,546.50 |
12,727.75 |
|
S3 |
12,185.25 |
12,309.00 |
12,694.75 |
|
S4 |
11,824.00 |
11,947.75 |
12,595.25 |
|
|
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 |
13,267.00 |
12,681.75 |
585.25 |
4.6% |
328.75 |
2.6% |
19% |
False |
False |
611,717 |
10 |
13,287.25 |
12,681.75 |
605.50 |
4.7% |
316.75 |
2.5% |
19% |
False |
False |
503,255 |
20 |
13,341.75 |
12,200.00 |
1,141.75 |
8.9% |
381.50 |
3.0% |
52% |
False |
False |
255,342 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
336.75 |
2.6% |
35% |
False |
False |
128,218 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
296.00 |
2.3% |
35% |
False |
False |
85,680 |
80 |
13,888.25 |
12,075.75 |
1,812.50 |
14.2% |
262.25 |
2.0% |
40% |
False |
False |
64,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,680.50 |
2.618 |
14,091.00 |
1.618 |
13,729.75 |
1.000 |
13,506.50 |
0.618 |
13,368.50 |
HIGH |
13,145.25 |
0.618 |
13,007.25 |
0.500 |
12,964.50 |
0.382 |
12,922.00 |
LOW |
12,784.00 |
0.618 |
12,560.75 |
1.000 |
12,422.75 |
1.618 |
12,199.50 |
2.618 |
11,838.25 |
4.250 |
11,248.75 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,964.50 |
12,978.00 |
PP |
12,907.75 |
12,916.75 |
S1 |
12,851.00 |
12,855.25 |
|