| 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 |
2,264.5 |
2,185.5 |
-79.0 |
-3.5% |
2,354.6 |
| High |
2,269.5 |
2,223.0 |
-46.5 |
-2.0% |
2,366.0 |
| Low |
2,168.9 |
2,128.1 |
-40.8 |
-1.9% |
2,238.8 |
| Close |
2,180.4 |
2,130.2 |
-50.2 |
-2.3% |
2,279.1 |
| Range |
100.6 |
94.9 |
-5.7 |
-5.7% |
127.2 |
| ATR |
64.0 |
66.2 |
2.2 |
3.5% |
0.0 |
| Volume |
219,041 |
234,457 |
15,416 |
7.0% |
1,185,991 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.1 |
2,382.6 |
2,182.4 |
|
| R3 |
2,350.2 |
2,287.7 |
2,156.3 |
|
| R2 |
2,255.3 |
2,255.3 |
2,147.6 |
|
| R1 |
2,192.8 |
2,192.8 |
2,138.9 |
2,176.6 |
| PP |
2,160.4 |
2,160.4 |
2,160.4 |
2,152.4 |
| S1 |
2,097.9 |
2,097.9 |
2,121.5 |
2,081.7 |
| S2 |
2,065.5 |
2,065.5 |
2,112.8 |
|
| S3 |
1,970.6 |
2,003.0 |
2,104.1 |
|
| S4 |
1,875.7 |
1,908.1 |
2,078.0 |
|
|
| 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 |
2,128.1 |
214.1 |
10.1% |
75.9 |
3.6% |
1% |
False |
True |
202,817 |
| 10 |
2,366.0 |
2,128.1 |
237.9 |
11.2% |
60.5 |
2.8% |
1% |
False |
True |
204,489 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
13.4% |
70.8 |
3.3% |
17% |
False |
False |
103,946 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
16.0% |
63.1 |
3.0% |
31% |
False |
False |
52,099 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
21.0% |
58.2 |
2.7% |
47% |
False |
False |
34,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.3 |
|
2.618 |
2,471.4 |
|
1.618 |
2,376.5 |
|
1.000 |
2,317.9 |
|
0.618 |
2,281.6 |
|
HIGH |
2,223.0 |
|
0.618 |
2,186.7 |
|
0.500 |
2,175.6 |
|
0.382 |
2,164.4 |
|
LOW |
2,128.1 |
|
0.618 |
2,069.5 |
|
1.000 |
2,033.2 |
|
1.618 |
1,974.6 |
|
2.618 |
1,879.7 |
|
4.250 |
1,724.8 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.6 |
2,209.5 |
| PP |
2,160.4 |
2,183.1 |
| S1 |
2,145.3 |
2,156.6 |
|