Trading Metrics calculated at close of trading on 18-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,732.0 |
1,751.2 |
19.2 |
1.1% |
1,711.8 |
High |
1,754.0 |
1,758.0 |
4.0 |
0.2% |
1,742.5 |
Low |
1,727.5 |
1,722.1 |
-5.4 |
-0.3% |
1,678.4 |
Close |
1,731.1 |
1,736.5 |
5.4 |
0.3% |
1,724.3 |
Range |
26.5 |
35.9 |
9.4 |
35.5% |
64.1 |
ATR |
27.6 |
28.2 |
0.6 |
2.1% |
0.0 |
Volume |
1,689 |
1,436 |
-253 |
-15.0% |
25,068 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.6 |
1,827.4 |
1,756.2 |
|
R3 |
1,810.7 |
1,791.5 |
1,746.4 |
|
R2 |
1,774.8 |
1,774.8 |
1,743.1 |
|
R1 |
1,755.6 |
1,755.6 |
1,739.8 |
1,747.3 |
PP |
1,738.9 |
1,738.9 |
1,738.9 |
1,734.7 |
S1 |
1,719.7 |
1,719.7 |
1,733.2 |
1,711.4 |
S2 |
1,703.0 |
1,703.0 |
1,729.9 |
|
S3 |
1,667.1 |
1,683.8 |
1,726.6 |
|
S4 |
1,631.2 |
1,647.9 |
1,716.8 |
|
|
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 |
1,758.0 |
1,701.6 |
56.4 |
3.2% |
24.0 |
1.4% |
62% |
True |
False |
1,241 |
10 |
1,758.0 |
1,678.4 |
79.6 |
4.6% |
25.0 |
1.4% |
73% |
True |
False |
3,330 |
20 |
1,817.4 |
1,678.4 |
139.0 |
8.0% |
29.5 |
1.7% |
42% |
False |
False |
2,799 |
40 |
1,882.7 |
1,678.4 |
204.3 |
11.8% |
26.8 |
1.5% |
28% |
False |
False |
2,234 |
60 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
28.0 |
1.6% |
20% |
False |
False |
1,955 |
80 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.6 |
1.6% |
20% |
False |
False |
1,740 |
100 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
25.8 |
1.5% |
19% |
False |
False |
1,455 |
120 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
23.6 |
1.4% |
19% |
False |
False |
1,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,910.6 |
2.618 |
1,852.0 |
1.618 |
1,816.1 |
1.000 |
1,793.9 |
0.618 |
1,780.2 |
HIGH |
1,758.0 |
0.618 |
1,744.3 |
0.500 |
1,740.1 |
0.382 |
1,735.8 |
LOW |
1,722.1 |
0.618 |
1,699.9 |
1.000 |
1,686.2 |
1.618 |
1,664.0 |
2.618 |
1,628.1 |
4.250 |
1,569.5 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,740.1 |
1,740.1 |
PP |
1,738.9 |
1,738.9 |
S1 |
1,737.7 |
1,737.7 |
|