| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,731.41 |
1,744.71 |
13.30 |
0.8% |
1,701.62 |
| High |
1,750.37 |
1,754.45 |
4.08 |
0.2% |
1,739.19 |
| Low |
1,725.44 |
1,721.34 |
-4.10 |
-0.2% |
1,677.64 |
| Close |
1,744.75 |
1,735.87 |
-8.88 |
-0.5% |
1,726.84 |
| Range |
24.93 |
33.11 |
8.18 |
32.8% |
61.55 |
| ATR |
26.16 |
26.65 |
0.50 |
1.9% |
0.00 |
| Volume |
6,467 |
6,474 |
7 |
0.1% |
31,953 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.55 |
1,819.32 |
1,754.08 |
|
| R3 |
1,803.44 |
1,786.21 |
1,744.98 |
|
| R2 |
1,770.33 |
1,770.33 |
1,741.94 |
|
| R1 |
1,753.10 |
1,753.10 |
1,738.91 |
1,745.16 |
| PP |
1,737.22 |
1,737.22 |
1,737.22 |
1,733.25 |
| S1 |
1,719.99 |
1,719.99 |
1,732.83 |
1,712.05 |
| S2 |
1,704.11 |
1,704.11 |
1,729.80 |
|
| S3 |
1,671.00 |
1,686.88 |
1,726.76 |
|
| S4 |
1,637.89 |
1,653.77 |
1,717.66 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,899.21 |
1,874.57 |
1,760.69 |
|
| R3 |
1,837.66 |
1,813.02 |
1,743.77 |
|
| R2 |
1,776.11 |
1,776.11 |
1,738.12 |
|
| R1 |
1,751.47 |
1,751.47 |
1,732.48 |
1,763.79 |
| PP |
1,714.56 |
1,714.56 |
1,714.56 |
1,720.72 |
| S1 |
1,689.92 |
1,689.92 |
1,721.20 |
1,702.24 |
| S2 |
1,653.01 |
1,653.01 |
1,715.56 |
|
| S3 |
1,591.46 |
1,628.37 |
1,709.91 |
|
| S4 |
1,529.91 |
1,566.82 |
1,692.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,754.45 |
1,699.57 |
54.88 |
3.2% |
21.91 |
1.3% |
66% |
True |
False |
6,491 |
| 10 |
1,754.45 |
1,677.64 |
76.81 |
4.4% |
23.45 |
1.4% |
76% |
True |
False |
6,414 |
| 20 |
1,815.10 |
1,677.64 |
137.46 |
7.9% |
27.66 |
1.6% |
42% |
False |
False |
6,430 |
| 40 |
1,874.27 |
1,677.64 |
196.63 |
11.3% |
28.94 |
1.7% |
30% |
False |
False |
6,270 |
| 60 |
1,957.87 |
1,677.64 |
280.23 |
16.1% |
28.86 |
1.7% |
21% |
False |
False |
6,322 |
| 80 |
1,957.87 |
1,677.64 |
280.23 |
16.1% |
28.03 |
1.6% |
21% |
False |
False |
6,471 |
| 100 |
1,964.66 |
1,677.64 |
287.02 |
16.5% |
27.95 |
1.6% |
20% |
False |
False |
6,472 |
| 120 |
1,964.66 |
1,677.64 |
287.02 |
16.5% |
27.36 |
1.6% |
20% |
False |
False |
6,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,895.17 |
|
2.618 |
1,841.13 |
|
1.618 |
1,808.02 |
|
1.000 |
1,787.56 |
|
0.618 |
1,774.91 |
|
HIGH |
1,754.45 |
|
0.618 |
1,741.80 |
|
0.500 |
1,737.90 |
|
0.382 |
1,733.99 |
|
LOW |
1,721.34 |
|
0.618 |
1,700.88 |
|
1.000 |
1,688.23 |
|
1.618 |
1,667.77 |
|
2.618 |
1,634.66 |
|
4.250 |
1,580.62 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,737.90 |
1,737.90 |
| PP |
1,737.22 |
1,737.22 |
| S1 |
1,736.55 |
1,736.55 |
|