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 |
13,121.57 |
13,072.82 |
-48.75 |
-0.4% |
12,939.00 |
High |
13,180.66 |
13,075.07 |
-105.59 |
-0.8% |
13,297.48 |
Low |
12,993.50 |
12,797.85 |
-195.65 |
-1.5% |
12,704.07 |
Close |
13,017.79 |
12,798.88 |
-218.91 |
-1.7% |
12,866.99 |
Range |
187.16 |
277.22 |
90.06 |
48.1% |
593.41 |
ATR |
299.92 |
298.30 |
-1.62 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,722.26 |
13,537.79 |
12,951.35 |
|
R3 |
13,445.04 |
13,260.57 |
12,875.12 |
|
R2 |
13,167.82 |
13,167.82 |
12,849.70 |
|
R1 |
12,983.35 |
12,983.35 |
12,824.29 |
12,936.98 |
PP |
12,890.60 |
12,890.60 |
12,890.60 |
12,867.41 |
S1 |
12,706.13 |
12,706.13 |
12,773.47 |
12,659.76 |
S2 |
12,613.38 |
12,613.38 |
12,748.06 |
|
S3 |
12,336.16 |
12,428.91 |
12,722.64 |
|
S4 |
12,058.94 |
12,151.69 |
12,646.41 |
|
|
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 |
13,180.66 |
12,704.07 |
476.59 |
3.7% |
226.55 |
1.8% |
20% |
False |
False |
|
10 |
13,297.48 |
12,704.07 |
593.41 |
4.6% |
223.09 |
1.7% |
16% |
False |
False |
|
20 |
13,301.62 |
12,208.39 |
1,093.23 |
8.5% |
293.77 |
2.3% |
54% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
13.1% |
251.41 |
2.0% |
35% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
13.1% |
223.27 |
1.7% |
35% |
False |
False |
|
80 |
13,879.77 |
12,090.93 |
1,788.84 |
14.0% |
203.77 |
1.6% |
40% |
False |
False |
|
100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.8% |
204.08 |
1.6% |
63% |
False |
False |
|
120 |
13,879.77 |
10,957.11 |
2,922.66 |
22.8% |
203.78 |
1.6% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,253.26 |
2.618 |
13,800.83 |
1.618 |
13,523.61 |
1.000 |
13,352.29 |
0.618 |
13,246.39 |
HIGH |
13,075.07 |
0.618 |
12,969.17 |
0.500 |
12,936.46 |
0.382 |
12,903.75 |
LOW |
12,797.85 |
0.618 |
12,626.53 |
1.000 |
12,520.63 |
1.618 |
12,349.31 |
2.618 |
12,072.09 |
4.250 |
11,619.67 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,936.46 |
12,989.26 |
PP |
12,890.60 |
12,925.80 |
S1 |
12,844.74 |
12,862.34 |
|