| 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 |
1,773.2810 |
1,816.2200 |
42.9390 |
2.4% |
1,758.8900 |
| High |
1,839.1310 |
1,867.3270 |
28.1960 |
1.5% |
1,942.6760 |
| Low |
1,734.7130 |
1,675.9930 |
-58.7200 |
-3.4% |
1,715.1770 |
| Close |
1,816.2700 |
1,676.0970 |
-140.1730 |
-7.7% |
1,816.2700 |
| Range |
104.4180 |
191.3340 |
86.9160 |
83.2% |
227.4990 |
| ATR |
150.3664 |
153.2927 |
2.9263 |
1.9% |
0.0000 |
| Volume |
487,845 |
519,327 |
31,482 |
6.5% |
3,404,251 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.8077 |
2,186.2863 |
1,781.3307 |
|
| R3 |
2,122.4737 |
1,994.9523 |
1,728.7139 |
|
| R2 |
1,931.1397 |
1,931.1397 |
1,711.1749 |
|
| R1 |
1,803.6183 |
1,803.6183 |
1,693.6360 |
1,771.7120 |
| PP |
1,739.8057 |
1,739.8057 |
1,739.8057 |
1,723.8525 |
| S1 |
1,612.2843 |
1,612.2843 |
1,658.5581 |
1,580.3780 |
| S2 |
1,548.4717 |
1,548.4717 |
1,641.0191 |
|
| S3 |
1,357.1377 |
1,420.9503 |
1,623.4802 |
|
| S4 |
1,165.8037 |
1,229.6163 |
1,570.8633 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.2047 |
2,389.2363 |
1,941.3945 |
|
| R3 |
2,279.7057 |
2,161.7373 |
1,878.8322 |
|
| R2 |
2,052.2067 |
2,052.2067 |
1,857.9782 |
|
| R1 |
1,934.2383 |
1,934.2383 |
1,837.1241 |
1,993.2225 |
| PP |
1,824.7077 |
1,824.7077 |
1,824.7077 |
1,854.1998 |
| S1 |
1,706.7393 |
1,706.7393 |
1,795.4159 |
1,765.7235 |
| S2 |
1,597.2087 |
1,597.2087 |
1,774.5619 |
|
| S3 |
1,369.7097 |
1,479.2403 |
1,753.7078 |
|
| S4 |
1,142.2107 |
1,251.7413 |
1,691.1456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,867.3270 |
1,675.9930 |
191.3340 |
11.4% |
115.7778 |
6.9% |
0% |
True |
True |
612,339 |
| 10 |
1,942.6760 |
1,675.9930 |
266.6830 |
15.9% |
123.2812 |
7.4% |
0% |
False |
True |
672,739 |
| 20 |
1,942.6760 |
1,294.7920 |
647.8840 |
38.7% |
163.6906 |
9.8% |
59% |
False |
False |
842,194 |
| 40 |
2,036.8430 |
1,197.6320 |
839.2110 |
50.1% |
165.6068 |
9.9% |
57% |
False |
False |
974,266 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
88.6% |
165.9695 |
9.9% |
76% |
False |
False |
1,220,417 |
| 80 |
2,036.8430 |
495.2350 |
1,541.6080 |
92.0% |
135.4389 |
8.1% |
77% |
False |
False |
1,111,038 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
99.4% |
114.1985 |
6.8% |
78% |
False |
False |
1,033,640 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
101.6% |
98.3028 |
5.9% |
79% |
False |
False |
947,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.4965 |
|
2.618 |
2,368.2394 |
|
1.618 |
2,176.9054 |
|
1.000 |
2,058.6610 |
|
0.618 |
1,985.5714 |
|
HIGH |
1,867.3270 |
|
0.618 |
1,794.2374 |
|
0.500 |
1,771.6600 |
|
0.382 |
1,749.0826 |
|
LOW |
1,675.9930 |
|
0.618 |
1,557.7486 |
|
1.000 |
1,484.6590 |
|
1.618 |
1,366.4146 |
|
2.618 |
1,175.0806 |
|
4.250 |
862.8235 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,771.6600 |
1,771.6600 |
| PP |
1,739.8057 |
1,739.8057 |
| S1 |
1,707.9513 |
1,707.9513 |
|