| 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 |
2,266.8 |
2,278.0 |
11.2 |
0.5% |
2,354.6 |
| High |
2,296.0 |
2,290.9 |
-5.1 |
-0.2% |
2,366.0 |
| Low |
2,238.8 |
2,250.2 |
11.4 |
0.5% |
2,238.8 |
| Close |
2,279.1 |
2,261.3 |
-17.8 |
-0.8% |
2,279.1 |
| Range |
57.2 |
40.7 |
-16.5 |
-28.8% |
127.2 |
| ATR |
62.7 |
61.2 |
-1.6 |
-2.5% |
0.0 |
| Volume |
212,673 |
147,238 |
-65,435 |
-30.8% |
1,185,991 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.6 |
2,366.1 |
2,283.7 |
|
| R3 |
2,348.9 |
2,325.4 |
2,272.5 |
|
| R2 |
2,308.2 |
2,308.2 |
2,268.8 |
|
| R1 |
2,284.7 |
2,284.7 |
2,265.0 |
2,276.1 |
| PP |
2,267.5 |
2,267.5 |
2,267.5 |
2,263.2 |
| S1 |
2,244.0 |
2,244.0 |
2,257.6 |
2,235.4 |
| S2 |
2,226.8 |
2,226.8 |
2,253.8 |
|
| S3 |
2,186.1 |
2,203.3 |
2,250.1 |
|
| S4 |
2,145.4 |
2,162.6 |
2,238.9 |
|
|
| 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 |
2,354.0 |
2,238.8 |
115.2 |
5.1% |
58.1 |
2.6% |
20% |
False |
False |
204,514 |
| 10 |
2,366.0 |
2,199.6 |
166.4 |
7.4% |
53.9 |
2.4% |
37% |
False |
False |
160,959 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
69.7 |
3.1% |
63% |
False |
False |
81,309 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
15.0% |
60.9 |
2.7% |
69% |
False |
False |
40,765 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
19.8% |
56.0 |
2.5% |
77% |
False |
False |
27,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.9 |
|
2.618 |
2,397.5 |
|
1.618 |
2,356.8 |
|
1.000 |
2,331.6 |
|
0.618 |
2,316.1 |
|
HIGH |
2,290.9 |
|
0.618 |
2,275.4 |
|
0.500 |
2,270.6 |
|
0.382 |
2,265.7 |
|
LOW |
2,250.2 |
|
0.618 |
2,225.0 |
|
1.000 |
2,209.5 |
|
1.618 |
2,184.3 |
|
2.618 |
2,143.6 |
|
4.250 |
2,077.2 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,270.6 |
2,290.5 |
| PP |
2,267.5 |
2,280.8 |
| S1 |
2,264.4 |
2,271.0 |
|