| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,739.5 |
1,745.0 |
5.5 |
0.3% |
1,730.0 |
| High |
1,750.0 |
1,746.0 |
-4.0 |
-0.2% |
1,758.0 |
| Low |
1,731.5 |
1,730.7 |
-0.8 |
0.0% |
1,722.1 |
| Close |
1,745.8 |
1,742.4 |
-3.4 |
-0.2% |
1,745.8 |
| Range |
18.5 |
15.3 |
-3.2 |
-17.3% |
35.9 |
| ATR |
27.5 |
26.6 |
-0.9 |
-3.2% |
0.0 |
| Volume |
2,716 |
2,562 |
-154 |
-5.7% |
7,781 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.6 |
1,779.3 |
1,750.8 |
|
| R3 |
1,770.3 |
1,764.0 |
1,746.6 |
|
| R2 |
1,755.0 |
1,755.0 |
1,745.2 |
|
| R1 |
1,748.7 |
1,748.7 |
1,743.8 |
1,744.2 |
| PP |
1,739.7 |
1,739.7 |
1,739.7 |
1,737.5 |
| S1 |
1,733.4 |
1,733.4 |
1,741.0 |
1,728.9 |
| S2 |
1,724.4 |
1,724.4 |
1,739.6 |
|
| S3 |
1,709.1 |
1,718.1 |
1,738.2 |
|
| S4 |
1,693.8 |
1,702.8 |
1,734.0 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.7 |
1,833.6 |
1,765.5 |
|
| R3 |
1,813.8 |
1,797.7 |
1,755.7 |
|
| R2 |
1,777.9 |
1,777.9 |
1,752.4 |
|
| R1 |
1,761.8 |
1,761.8 |
1,749.1 |
1,769.9 |
| PP |
1,742.0 |
1,742.0 |
1,742.0 |
1,746.0 |
| S1 |
1,725.9 |
1,725.9 |
1,742.5 |
1,734.0 |
| S2 |
1,706.1 |
1,706.1 |
1,739.2 |
|
| S3 |
1,670.2 |
1,690.0 |
1,735.9 |
|
| S4 |
1,634.3 |
1,654.1 |
1,726.1 |
|
|
| 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 |
1,722.1 |
35.9 |
2.1% |
22.1 |
1.3% |
57% |
False |
False |
1,958 |
| 10 |
1,758.0 |
1,687.3 |
70.7 |
4.1% |
22.6 |
1.3% |
78% |
False |
False |
2,751 |
| 20 |
1,817.4 |
1,678.4 |
139.0 |
8.0% |
28.2 |
1.6% |
46% |
False |
False |
2,969 |
| 40 |
1,882.0 |
1,678.4 |
203.6 |
11.7% |
26.7 |
1.5% |
31% |
False |
False |
2,293 |
| 60 |
1,971.5 |
1,678.4 |
293.1 |
16.8% |
27.4 |
1.6% |
22% |
False |
False |
2,022 |
| 80 |
1,971.5 |
1,678.4 |
293.1 |
16.8% |
27.3 |
1.6% |
22% |
False |
False |
1,793 |
| 100 |
1,978.4 |
1,678.4 |
300.0 |
17.2% |
26.0 |
1.5% |
21% |
False |
False |
1,506 |
| 120 |
1,978.4 |
1,678.4 |
300.0 |
17.2% |
23.6 |
1.4% |
21% |
False |
False |
1,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,811.0 |
|
2.618 |
1,786.1 |
|
1.618 |
1,770.8 |
|
1.000 |
1,761.3 |
|
0.618 |
1,755.5 |
|
HIGH |
1,746.0 |
|
0.618 |
1,740.2 |
|
0.500 |
1,738.4 |
|
0.382 |
1,736.5 |
|
LOW |
1,730.7 |
|
0.618 |
1,721.2 |
|
1.000 |
1,715.4 |
|
1.618 |
1,705.9 |
|
2.618 |
1,690.6 |
|
4.250 |
1,665.7 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,741.1 |
1,741.6 |
| PP |
1,739.7 |
1,740.8 |
| S1 |
1,738.4 |
1,740.1 |
|