| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,733.7 |
1,732.0 |
-1.7 |
-0.1% |
1,711.8 |
| High |
1,743.8 |
1,754.0 |
10.2 |
0.6% |
1,742.5 |
| Low |
1,729.3 |
1,727.5 |
-1.8 |
-0.1% |
1,678.4 |
| Close |
1,735.2 |
1,731.1 |
-4.1 |
-0.2% |
1,724.3 |
| Range |
14.5 |
26.5 |
12.0 |
82.8% |
64.1 |
| ATR |
27.7 |
27.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,389 |
1,689 |
300 |
21.6% |
25,068 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.0 |
1,800.6 |
1,745.7 |
|
| R3 |
1,790.5 |
1,774.1 |
1,738.4 |
|
| R2 |
1,764.0 |
1,764.0 |
1,736.0 |
|
| R1 |
1,747.6 |
1,747.6 |
1,733.5 |
1,742.6 |
| PP |
1,737.5 |
1,737.5 |
1,737.5 |
1,735.0 |
| S1 |
1,721.1 |
1,721.1 |
1,728.7 |
1,716.1 |
| S2 |
1,711.0 |
1,711.0 |
1,726.2 |
|
| S3 |
1,684.5 |
1,694.6 |
1,723.8 |
|
| S4 |
1,658.0 |
1,668.1 |
1,716.5 |
|
|
| 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 |
1,754.0 |
1,701.6 |
52.4 |
3.0% |
20.9 |
1.2% |
56% |
True |
False |
1,801 |
| 10 |
1,754.0 |
1,678.4 |
75.6 |
4.4% |
24.7 |
1.4% |
70% |
True |
False |
3,591 |
| 20 |
1,817.4 |
1,678.4 |
139.0 |
8.0% |
28.6 |
1.7% |
38% |
False |
False |
2,801 |
| 40 |
1,882.7 |
1,678.4 |
204.3 |
11.8% |
26.9 |
1.6% |
26% |
False |
False |
2,224 |
| 60 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.6 |
1.6% |
18% |
False |
False |
1,940 |
| 80 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.3 |
1.6% |
18% |
False |
False |
1,724 |
| 100 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
25.4 |
1.5% |
18% |
False |
False |
1,442 |
| 120 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
23.5 |
1.4% |
18% |
False |
False |
1,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.6 |
|
2.618 |
1,823.4 |
|
1.618 |
1,796.9 |
|
1.000 |
1,780.5 |
|
0.618 |
1,770.4 |
|
HIGH |
1,754.0 |
|
0.618 |
1,743.9 |
|
0.500 |
1,740.8 |
|
0.382 |
1,737.6 |
|
LOW |
1,727.5 |
|
0.618 |
1,711.1 |
|
1.000 |
1,701.0 |
|
1.618 |
1,684.6 |
|
2.618 |
1,658.1 |
|
4.250 |
1,614.9 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,740.8 |
1,739.4 |
| PP |
1,737.5 |
1,736.6 |
| S1 |
1,734.3 |
1,733.9 |
|