| 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 |
2,278.0 |
2,264.5 |
-13.5 |
-0.6% |
2,354.6 |
| High |
2,290.9 |
2,269.5 |
-21.4 |
-0.9% |
2,366.0 |
| Low |
2,250.2 |
2,168.9 |
-81.3 |
-3.6% |
2,238.8 |
| Close |
2,261.3 |
2,180.4 |
-80.9 |
-3.6% |
2,279.1 |
| Range |
40.7 |
100.6 |
59.9 |
147.2% |
127.2 |
| ATR |
61.2 |
64.0 |
2.8 |
4.6% |
0.0 |
| Volume |
147,238 |
219,041 |
71,803 |
48.8% |
1,185,991 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.1 |
2,444.8 |
2,235.7 |
|
| R3 |
2,407.5 |
2,344.2 |
2,208.1 |
|
| R2 |
2,306.9 |
2,306.9 |
2,198.8 |
|
| R1 |
2,243.6 |
2,243.6 |
2,189.6 |
2,225.0 |
| PP |
2,206.3 |
2,206.3 |
2,206.3 |
2,196.9 |
| S1 |
2,143.0 |
2,143.0 |
2,171.2 |
2,124.4 |
| S2 |
2,105.7 |
2,105.7 |
2,162.0 |
|
| S3 |
2,005.1 |
2,042.4 |
2,152.7 |
|
| S4 |
1,904.5 |
1,941.8 |
2,125.1 |
|
|
| 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 |
2,342.2 |
2,168.9 |
173.3 |
7.9% |
67.8 |
3.1% |
7% |
False |
True |
193,242 |
| 10 |
2,366.0 |
2,168.9 |
197.1 |
9.0% |
57.9 |
2.7% |
6% |
False |
True |
182,133 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
13.1% |
69.8 |
3.2% |
35% |
False |
False |
92,245 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
15.6% |
61.9 |
2.8% |
45% |
False |
False |
46,239 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
20.5% |
57.0 |
2.6% |
59% |
False |
False |
30,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.1 |
|
2.618 |
2,532.9 |
|
1.618 |
2,432.3 |
|
1.000 |
2,370.1 |
|
0.618 |
2,331.7 |
|
HIGH |
2,269.5 |
|
0.618 |
2,231.1 |
|
0.500 |
2,219.2 |
|
0.382 |
2,207.3 |
|
LOW |
2,168.9 |
|
0.618 |
2,106.7 |
|
1.000 |
2,068.3 |
|
1.618 |
2,006.1 |
|
2.618 |
1,905.5 |
|
4.250 |
1,741.4 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.2 |
2,232.5 |
| PP |
2,206.3 |
2,215.1 |
| S1 |
2,193.3 |
2,197.8 |
|