| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,816.2200 |
1,676.0400 |
-140.1800 |
-7.7% |
1,758.8900 |
| High |
1,867.3270 |
1,721.1040 |
-146.2230 |
-7.8% |
1,942.6760 |
| Low |
1,675.9930 |
1,653.4760 |
-22.5170 |
-1.3% |
1,715.1770 |
| Close |
1,676.0970 |
1,671.7750 |
-4.3220 |
-0.3% |
1,816.2700 |
| Range |
191.3340 |
67.6280 |
-123.7060 |
-64.7% |
227.4990 |
| ATR |
153.2927 |
147.1738 |
-6.1189 |
-4.0% |
0.0000 |
| Volume |
519,327 |
613,529 |
94,202 |
18.1% |
3,404,251 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,885.0023 |
1,846.0167 |
1,708.9704 |
|
| R3 |
1,817.3743 |
1,778.3887 |
1,690.3727 |
|
| R2 |
1,749.7463 |
1,749.7463 |
1,684.1735 |
|
| R1 |
1,710.7607 |
1,710.7607 |
1,677.9742 |
1,696.4395 |
| PP |
1,682.1183 |
1,682.1183 |
1,682.1183 |
1,674.9578 |
| S1 |
1,643.1327 |
1,643.1327 |
1,665.5758 |
1,628.8115 |
| S2 |
1,614.4903 |
1,614.4903 |
1,659.3765 |
|
| S3 |
1,546.8623 |
1,575.5047 |
1,653.1773 |
|
| S4 |
1,479.2343 |
1,507.8767 |
1,634.5796 |
|
|
| 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 |
1,653.4760 |
213.8510 |
12.8% |
108.6616 |
6.5% |
9% |
False |
True |
585,465 |
| 10 |
1,942.6760 |
1,653.4760 |
289.2000 |
17.3% |
121.5185 |
7.3% |
6% |
False |
True |
659,007 |
| 20 |
1,942.6760 |
1,294.7920 |
647.8840 |
38.8% |
145.8247 |
8.7% |
58% |
False |
False |
759,259 |
| 40 |
2,036.8430 |
1,209.5030 |
827.3400 |
49.5% |
160.3677 |
9.6% |
56% |
False |
False |
949,419 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
88.8% |
166.3533 |
10.0% |
75% |
False |
False |
1,217,928 |
| 80 |
2,036.8430 |
495.2350 |
1,541.6080 |
92.2% |
135.8944 |
8.1% |
76% |
False |
False |
1,100,703 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
99.7% |
114.6764 |
6.9% |
78% |
False |
False |
1,035,042 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
101.9% |
98.7571 |
5.9% |
79% |
False |
False |
948,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,008.5230 |
|
2.618 |
1,898.1541 |
|
1.618 |
1,830.5261 |
|
1.000 |
1,788.7320 |
|
0.618 |
1,762.8981 |
|
HIGH |
1,721.1040 |
|
0.618 |
1,695.2701 |
|
0.500 |
1,687.2900 |
|
0.382 |
1,679.3099 |
|
LOW |
1,653.4760 |
|
0.618 |
1,611.6819 |
|
1.000 |
1,585.8480 |
|
1.618 |
1,544.0539 |
|
2.618 |
1,476.4259 |
|
4.250 |
1,366.0570 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,687.2900 |
1,760.4015 |
| PP |
1,682.1183 |
1,730.8593 |
| S1 |
1,676.9467 |
1,701.3172 |
|