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 |
12,808.53 |
12,960.10 |
151.57 |
1.2% |
12,939.00 |
High |
12,906.02 |
13,167.46 |
261.44 |
2.0% |
13,297.48 |
Low |
12,704.07 |
12,959.88 |
255.81 |
2.0% |
12,704.07 |
Close |
12,866.99 |
13,086.51 |
219.52 |
1.7% |
12,866.99 |
Range |
201.95 |
207.58 |
5.63 |
2.8% |
593.41 |
ATR |
309.21 |
308.59 |
-0.62 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,694.02 |
13,597.85 |
13,200.68 |
|
R3 |
13,486.44 |
13,390.27 |
13,143.59 |
|
R2 |
13,278.86 |
13,278.86 |
13,124.57 |
|
R1 |
13,182.69 |
13,182.69 |
13,105.54 |
13,230.78 |
PP |
13,071.28 |
13,071.28 |
13,071.28 |
13,095.33 |
S1 |
12,975.11 |
12,975.11 |
13,067.48 |
13,023.20 |
S2 |
12,863.70 |
12,863.70 |
13,048.45 |
|
S3 |
12,656.12 |
12,767.53 |
13,029.43 |
|
S4 |
12,448.54 |
12,559.95 |
12,972.34 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,736.41 |
14,395.11 |
13,193.37 |
|
R3 |
14,143.00 |
13,801.70 |
13,030.18 |
|
R2 |
13,549.59 |
13,549.59 |
12,975.78 |
|
R1 |
13,208.29 |
13,208.29 |
12,921.39 |
13,082.24 |
PP |
12,956.18 |
12,956.18 |
12,956.18 |
12,893.15 |
S1 |
12,614.88 |
12,614.88 |
12,812.59 |
12,488.83 |
S2 |
12,362.77 |
12,362.77 |
12,758.20 |
|
S3 |
11,769.36 |
12,021.47 |
12,703.80 |
|
S4 |
11,175.95 |
11,428.06 |
12,540.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,297.48 |
12,704.07 |
593.41 |
4.5% |
240.85 |
1.8% |
64% |
False |
False |
|
10 |
13,297.48 |
12,592.83 |
704.65 |
5.4% |
229.47 |
1.8% |
70% |
False |
False |
|
20 |
13,309.56 |
12,208.39 |
1,101.17 |
8.4% |
312.01 |
2.4% |
80% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
251.04 |
1.9% |
53% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
218.11 |
1.7% |
53% |
False |
False |
|
80 |
13,879.77 |
11,878.31 |
2,001.46 |
15.3% |
201.83 |
1.5% |
60% |
False |
False |
|
100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.3% |
203.59 |
1.6% |
73% |
False |
False |
|
120 |
13,879.77 |
10,957.11 |
2,922.66 |
22.3% |
202.38 |
1.5% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,049.68 |
2.618 |
13,710.90 |
1.618 |
13,503.32 |
1.000 |
13,375.04 |
0.618 |
13,295.74 |
HIGH |
13,167.46 |
0.618 |
13,088.16 |
0.500 |
13,063.67 |
0.382 |
13,039.18 |
LOW |
12,959.88 |
0.618 |
12,831.60 |
1.000 |
12,752.30 |
1.618 |
12,624.02 |
2.618 |
12,416.44 |
4.250 |
12,077.67 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,078.90 |
13,036.26 |
PP |
13,071.28 |
12,986.01 |
S1 |
13,063.67 |
12,935.77 |
|