| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,317.6 |
2,331.0 |
13.4 |
0.6% |
2,195.6 |
| High |
2,339.1 |
2,342.2 |
3.1 |
0.1% |
2,353.6 |
| Low |
2,284.3 |
2,256.3 |
-28.0 |
-1.2% |
2,157.3 |
| Close |
2,334.4 |
2,261.9 |
-72.5 |
-3.1% |
2,348.9 |
| Range |
54.8 |
85.9 |
31.1 |
56.8% |
196.3 |
| ATR |
61.4 |
63.2 |
1.7 |
2.8% |
0.0 |
| Volume |
186,585 |
200,676 |
14,091 |
7.6% |
278,975 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.5 |
2,489.1 |
2,309.1 |
|
| R3 |
2,458.6 |
2,403.2 |
2,285.5 |
|
| R2 |
2,372.7 |
2,372.7 |
2,277.6 |
|
| R1 |
2,317.3 |
2,317.3 |
2,269.8 |
2,302.1 |
| PP |
2,286.8 |
2,286.8 |
2,286.8 |
2,279.2 |
| S1 |
2,231.4 |
2,231.4 |
2,254.0 |
2,216.2 |
| S2 |
2,200.9 |
2,200.9 |
2,246.2 |
|
| S3 |
2,115.0 |
2,145.5 |
2,238.3 |
|
| S4 |
2,029.1 |
2,059.6 |
2,214.7 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.5 |
2,808.5 |
2,456.9 |
|
| R3 |
2,679.2 |
2,612.2 |
2,402.9 |
|
| R2 |
2,482.9 |
2,482.9 |
2,384.9 |
|
| R1 |
2,415.9 |
2,415.9 |
2,366.9 |
2,449.4 |
| PP |
2,286.6 |
2,286.6 |
2,286.6 |
2,303.4 |
| S1 |
2,219.6 |
2,219.6 |
2,330.9 |
2,253.1 |
| S2 |
2,090.3 |
2,090.3 |
2,312.9 |
|
| S3 |
1,894.0 |
2,023.3 |
2,294.9 |
|
| S4 |
1,697.7 |
1,827.0 |
2,240.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,366.0 |
2,256.3 |
109.7 |
4.8% |
51.4 |
2.3% |
5% |
False |
True |
232,640 |
| 10 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
62.5 |
2.8% |
63% |
False |
False |
125,664 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
70.5 |
3.1% |
63% |
False |
False |
63,372 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
15.0% |
60.6 |
2.7% |
69% |
False |
False |
31,768 |
| 60 |
2,366.0 |
1,877.0 |
489.0 |
21.6% |
56.8 |
2.5% |
79% |
False |
False |
21,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.3 |
|
2.618 |
2,567.1 |
|
1.618 |
2,481.2 |
|
1.000 |
2,428.1 |
|
0.618 |
2,395.3 |
|
HIGH |
2,342.2 |
|
0.618 |
2,309.4 |
|
0.500 |
2,299.3 |
|
0.382 |
2,289.1 |
|
LOW |
2,256.3 |
|
0.618 |
2,203.2 |
|
1.000 |
2,170.4 |
|
1.618 |
2,117.3 |
|
2.618 |
2,031.4 |
|
4.250 |
1,891.2 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.3 |
2,305.2 |
| PP |
2,286.8 |
2,290.7 |
| S1 |
2,274.4 |
2,276.3 |
|