| 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 |
32,862 |
33,024 |
162 |
0.5% |
31,562 |
| High |
33,053 |
33,233 |
180 |
0.5% |
32,822 |
| Low |
32,780 |
32,841 |
61 |
0.2% |
31,287 |
| Close |
33,017 |
32,880 |
-137 |
-0.4% |
32,772 |
| Range |
273 |
392 |
119 |
43.6% |
1,535 |
| ATR |
468 |
463 |
-5 |
-1.2% |
0 |
| Volume |
38,627 |
35,814 |
-2,813 |
-7.3% |
985,155 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,161 |
33,912 |
33,096 |
|
| R3 |
33,769 |
33,520 |
32,988 |
|
| R2 |
33,377 |
33,377 |
32,952 |
|
| R1 |
33,128 |
33,128 |
32,916 |
33,057 |
| PP |
32,985 |
32,985 |
32,985 |
32,949 |
| S1 |
32,736 |
32,736 |
32,844 |
32,665 |
| S2 |
32,593 |
32,593 |
32,808 |
|
| S3 |
32,201 |
32,344 |
32,772 |
|
| S4 |
31,809 |
31,952 |
32,665 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,899 |
36,370 |
33,616 |
|
| R3 |
35,364 |
34,835 |
33,194 |
|
| R2 |
33,829 |
33,829 |
33,054 |
|
| R1 |
33,300 |
33,300 |
32,913 |
33,565 |
| PP |
32,294 |
32,294 |
32,294 |
32,426 |
| S1 |
31,765 |
31,765 |
32,631 |
32,030 |
| S2 |
30,759 |
30,759 |
32,491 |
|
| S3 |
29,224 |
30,230 |
32,350 |
|
| S4 |
27,689 |
28,695 |
31,928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33,233 |
32,389 |
844 |
2.6% |
328 |
1.0% |
58% |
True |
False |
61,333 |
| 10 |
33,233 |
30,641 |
2,592 |
7.9% |
473 |
1.4% |
86% |
True |
False |
152,439 |
| 20 |
33,233 |
30,512 |
2,721 |
8.3% |
517 |
1.6% |
87% |
True |
False |
211,348 |
| 40 |
33,233 |
29,552 |
3,681 |
11.2% |
470 |
1.4% |
90% |
True |
False |
190,942 |
| 60 |
33,233 |
29,318 |
3,915 |
11.9% |
453 |
1.4% |
91% |
True |
False |
181,192 |
| 80 |
33,233 |
29,004 |
4,229 |
12.9% |
428 |
1.3% |
92% |
True |
False |
146,945 |
| 100 |
33,233 |
25,860 |
7,373 |
22.4% |
472 |
1.4% |
95% |
True |
False |
117,659 |
| 120 |
33,233 |
25,860 |
7,373 |
22.4% |
470 |
1.4% |
95% |
True |
False |
98,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,899 |
|
2.618 |
34,259 |
|
1.618 |
33,867 |
|
1.000 |
33,625 |
|
0.618 |
33,475 |
|
HIGH |
33,233 |
|
0.618 |
33,083 |
|
0.500 |
33,037 |
|
0.382 |
32,991 |
|
LOW |
32,841 |
|
0.618 |
32,599 |
|
1.000 |
32,449 |
|
1.618 |
32,207 |
|
2.618 |
31,815 |
|
4.250 |
31,175 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
33,037 |
33,003 |
| PP |
32,985 |
32,962 |
| S1 |
32,932 |
32,921 |
|