Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,726.3 |
1,730.0 |
3.7 |
0.2% |
1,711.8 |
High |
1,732.4 |
1,737.3 |
4.9 |
0.3% |
1,742.5 |
Low |
1,701.6 |
1,724.8 |
23.2 |
1.4% |
1,678.4 |
Close |
1,724.3 |
1,733.8 |
9.5 |
0.6% |
1,724.3 |
Range |
30.8 |
12.5 |
-18.3 |
-59.4% |
64.1 |
ATR |
29.9 |
28.7 |
-1.2 |
-4.0% |
0.0 |
Volume |
1,143 |
551 |
-592 |
-51.8% |
25,068 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.5 |
1,764.1 |
1,740.7 |
|
R3 |
1,757.0 |
1,751.6 |
1,737.2 |
|
R2 |
1,744.5 |
1,744.5 |
1,736.1 |
|
R1 |
1,739.1 |
1,739.1 |
1,734.9 |
1,741.8 |
PP |
1,732.0 |
1,732.0 |
1,732.0 |
1,733.3 |
S1 |
1,726.6 |
1,726.6 |
1,732.7 |
1,729.3 |
S2 |
1,719.5 |
1,719.5 |
1,731.5 |
|
S3 |
1,707.0 |
1,714.1 |
1,730.4 |
|
S4 |
1,694.5 |
1,701.6 |
1,726.9 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.4 |
1,879.9 |
1,759.6 |
|
R3 |
1,843.3 |
1,815.8 |
1,741.9 |
|
R2 |
1,779.2 |
1,779.2 |
1,736.1 |
|
R1 |
1,751.7 |
1,751.7 |
1,730.2 |
1,765.5 |
PP |
1,715.1 |
1,715.1 |
1,715.1 |
1,721.9 |
S1 |
1,687.6 |
1,687.6 |
1,718.4 |
1,701.4 |
S2 |
1,651.0 |
1,651.0 |
1,712.5 |
|
S3 |
1,586.9 |
1,623.5 |
1,706.7 |
|
S4 |
1,522.8 |
1,559.4 |
1,689.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,742.5 |
1,687.3 |
55.2 |
3.2% |
23.1 |
1.3% |
84% |
False |
False |
3,544 |
10 |
1,742.6 |
1,678.4 |
64.2 |
3.7% |
27.6 |
1.6% |
86% |
False |
False |
3,889 |
20 |
1,831.0 |
1,678.4 |
152.6 |
8.8% |
29.7 |
1.7% |
36% |
False |
False |
2,845 |
40 |
1,882.7 |
1,678.4 |
204.3 |
11.8% |
27.8 |
1.6% |
27% |
False |
False |
2,201 |
60 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.8 |
1.6% |
19% |
False |
False |
1,909 |
80 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
26.9 |
1.6% |
19% |
False |
False |
1,698 |
100 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
25.2 |
1.5% |
18% |
False |
False |
1,414 |
120 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
23.7 |
1.4% |
18% |
False |
False |
1,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,790.4 |
2.618 |
1,770.0 |
1.618 |
1,757.5 |
1.000 |
1,749.8 |
0.618 |
1,745.0 |
HIGH |
1,737.3 |
0.618 |
1,732.5 |
0.500 |
1,731.1 |
0.382 |
1,729.6 |
LOW |
1,724.8 |
0.618 |
1,717.1 |
1.000 |
1,712.3 |
1.618 |
1,704.6 |
2.618 |
1,692.1 |
4.250 |
1,671.7 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,732.9 |
1,729.9 |
PP |
1,732.0 |
1,726.0 |
S1 |
1,731.1 |
1,722.1 |
|