Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,743.1 |
1,730.7 |
-12.4 |
-0.7% |
1,730.0 |
High |
1,746.0 |
1,741.5 |
-4.5 |
-0.3% |
1,758.0 |
Low |
1,727.2 |
1,728.6 |
1.4 |
0.1% |
1,722.1 |
Close |
1,729.5 |
1,737.2 |
7.7 |
0.4% |
1,745.8 |
Range |
18.8 |
12.9 |
-5.9 |
-31.4% |
35.9 |
ATR |
26.1 |
25.1 |
-0.9 |
-3.6% |
0.0 |
Volume |
3,551 |
3,959 |
408 |
11.5% |
7,781 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.5 |
1,768.7 |
1,744.3 |
|
R3 |
1,761.6 |
1,755.8 |
1,740.7 |
|
R2 |
1,748.7 |
1,748.7 |
1,739.6 |
|
R1 |
1,742.9 |
1,742.9 |
1,738.4 |
1,745.8 |
PP |
1,735.8 |
1,735.8 |
1,735.8 |
1,737.2 |
S1 |
1,730.0 |
1,730.0 |
1,736.0 |
1,732.9 |
S2 |
1,722.9 |
1,722.9 |
1,734.8 |
|
S3 |
1,710.0 |
1,717.1 |
1,733.7 |
|
S4 |
1,697.1 |
1,704.2 |
1,730.1 |
|
|
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% |
20.3 |
1.2% |
42% |
False |
False |
2,844 |
10 |
1,758.0 |
1,701.6 |
56.4 |
3.2% |
20.6 |
1.2% |
63% |
False |
False |
2,323 |
20 |
1,806.6 |
1,678.4 |
128.2 |
7.4% |
27.5 |
1.6% |
46% |
False |
False |
3,253 |
40 |
1,882.0 |
1,678.4 |
203.6 |
11.7% |
26.7 |
1.5% |
29% |
False |
False |
2,397 |
60 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.4 |
1.6% |
20% |
False |
False |
2,137 |
80 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.1 |
1.6% |
20% |
False |
False |
1,868 |
100 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
25.9 |
1.5% |
20% |
False |
False |
1,580 |
120 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
23.6 |
1.4% |
20% |
False |
False |
1,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,796.3 |
2.618 |
1,775.3 |
1.618 |
1,762.4 |
1.000 |
1,754.4 |
0.618 |
1,749.5 |
HIGH |
1,741.5 |
0.618 |
1,736.6 |
0.500 |
1,735.1 |
0.382 |
1,733.5 |
LOW |
1,728.6 |
0.618 |
1,720.6 |
1.000 |
1,715.7 |
1.618 |
1,707.7 |
2.618 |
1,694.8 |
4.250 |
1,673.8 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,736.5 |
1,737.0 |
PP |
1,735.8 |
1,736.8 |
S1 |
1,735.1 |
1,736.6 |
|