Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,730.0 |
1,733.7 |
3.7 |
0.2% |
1,711.8 |
High |
1,737.3 |
1,743.8 |
6.5 |
0.4% |
1,742.5 |
Low |
1,724.8 |
1,729.3 |
4.5 |
0.3% |
1,678.4 |
Close |
1,733.8 |
1,735.2 |
1.4 |
0.1% |
1,724.3 |
Range |
12.5 |
14.5 |
2.0 |
16.0% |
64.1 |
ATR |
28.7 |
27.7 |
-1.0 |
-3.5% |
0.0 |
Volume |
551 |
1,389 |
838 |
152.1% |
25,068 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.6 |
1,771.9 |
1,743.2 |
|
R3 |
1,765.1 |
1,757.4 |
1,739.2 |
|
R2 |
1,750.6 |
1,750.6 |
1,737.9 |
|
R1 |
1,742.9 |
1,742.9 |
1,736.5 |
1,746.8 |
PP |
1,736.1 |
1,736.1 |
1,736.1 |
1,738.0 |
S1 |
1,728.4 |
1,728.4 |
1,733.9 |
1,732.3 |
S2 |
1,721.6 |
1,721.6 |
1,732.5 |
|
S3 |
1,707.1 |
1,713.9 |
1,731.2 |
|
S4 |
1,692.6 |
1,699.4 |
1,727.2 |
|
|
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 |
1,743.8 |
1,701.6 |
42.2 |
2.4% |
19.0 |
1.1% |
80% |
True |
False |
2,904 |
10 |
1,743.8 |
1,678.4 |
65.4 |
3.8% |
25.8 |
1.5% |
87% |
True |
False |
3,641 |
20 |
1,817.4 |
1,678.4 |
139.0 |
8.0% |
28.6 |
1.6% |
41% |
False |
False |
2,815 |
40 |
1,882.7 |
1,678.4 |
204.3 |
11.8% |
27.4 |
1.6% |
28% |
False |
False |
2,222 |
60 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.7 |
1.6% |
19% |
False |
False |
1,918 |
80 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.1 |
1.6% |
19% |
False |
False |
1,710 |
100 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
25.2 |
1.4% |
19% |
False |
False |
1,427 |
120 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
23.7 |
1.4% |
19% |
False |
False |
1,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,805.4 |
2.618 |
1,781.8 |
1.618 |
1,767.3 |
1.000 |
1,758.3 |
0.618 |
1,752.8 |
HIGH |
1,743.8 |
0.618 |
1,738.3 |
0.500 |
1,736.6 |
0.382 |
1,734.8 |
LOW |
1,729.3 |
0.618 |
1,720.3 |
1.000 |
1,714.8 |
1.618 |
1,705.8 |
2.618 |
1,691.3 |
4.250 |
1,667.7 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,736.6 |
1,731.0 |
PP |
1,736.1 |
1,726.9 |
S1 |
1,735.7 |
1,722.7 |
|