| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,331.0 |
2,266.8 |
-64.2 |
-2.8% |
2,354.6 |
| High |
2,342.2 |
2,296.0 |
-46.2 |
-2.0% |
2,366.0 |
| Low |
2,256.3 |
2,238.8 |
-17.5 |
-0.8% |
2,238.8 |
| Close |
2,261.9 |
2,279.1 |
17.2 |
0.8% |
2,279.1 |
| Range |
85.9 |
57.2 |
-28.7 |
-33.4% |
127.2 |
| ATR |
63.2 |
62.7 |
-0.4 |
-0.7% |
0.0 |
| Volume |
200,676 |
212,673 |
11,997 |
6.0% |
1,185,991 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,442.9 |
2,418.2 |
2,310.6 |
|
| R3 |
2,385.7 |
2,361.0 |
2,294.8 |
|
| R2 |
2,328.5 |
2,328.5 |
2,289.6 |
|
| R1 |
2,303.8 |
2,303.8 |
2,284.3 |
2,316.2 |
| PP |
2,271.3 |
2,271.3 |
2,271.3 |
2,277.5 |
| S1 |
2,246.6 |
2,246.6 |
2,273.9 |
2,259.0 |
| S2 |
2,214.1 |
2,214.1 |
2,268.6 |
|
| S3 |
2,156.9 |
2,189.4 |
2,263.4 |
|
| S4 |
2,099.7 |
2,132.2 |
2,247.6 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.2 |
2,604.9 |
2,349.1 |
|
| R3 |
2,549.0 |
2,477.7 |
2,314.1 |
|
| R2 |
2,421.8 |
2,421.8 |
2,302.4 |
|
| R1 |
2,350.5 |
2,350.5 |
2,290.8 |
2,322.6 |
| PP |
2,294.6 |
2,294.6 |
2,294.6 |
2,280.7 |
| S1 |
2,223.3 |
2,223.3 |
2,267.4 |
2,195.4 |
| S2 |
2,167.4 |
2,167.4 |
2,255.8 |
|
| S3 |
2,040.2 |
2,096.1 |
2,244.1 |
|
| S4 |
1,913.0 |
1,968.9 |
2,209.1 |
|
|
| 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 |
2,238.8 |
127.2 |
5.6% |
57.1 |
2.5% |
32% |
False |
True |
237,198 |
| 10 |
2,366.0 |
2,157.3 |
208.7 |
9.2% |
57.3 |
2.5% |
58% |
False |
False |
146,496 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
69.9 |
3.1% |
69% |
False |
False |
73,962 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
14.9% |
61.2 |
2.7% |
74% |
False |
False |
37,085 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
19.7% |
56.0 |
2.5% |
81% |
False |
False |
24,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.1 |
|
2.618 |
2,445.7 |
|
1.618 |
2,388.5 |
|
1.000 |
2,353.2 |
|
0.618 |
2,331.3 |
|
HIGH |
2,296.0 |
|
0.618 |
2,274.1 |
|
0.500 |
2,267.4 |
|
0.382 |
2,260.7 |
|
LOW |
2,238.8 |
|
0.618 |
2,203.5 |
|
1.000 |
2,181.6 |
|
1.618 |
2,146.3 |
|
2.618 |
2,089.1 |
|
4.250 |
1,995.7 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.2 |
2,290.5 |
| PP |
2,271.3 |
2,286.7 |
| S1 |
2,267.4 |
2,282.9 |
|