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 |
6,785.5 |
6,794.0 |
8.5 |
0.1% |
6,700.0 |
High |
6,799.0 |
6,806.0 |
7.0 |
0.1% |
6,793.0 |
Low |
6,746.5 |
6,714.5 |
-32.0 |
-0.5% |
6,595.5 |
Close |
6,763.0 |
6,781.5 |
18.5 |
0.3% |
6,754.5 |
Range |
52.5 |
91.5 |
39.0 |
74.3% |
197.5 |
ATR |
99.5 |
98.9 |
-0.6 |
-0.6% |
0.0 |
Volume |
197,786 |
100,133 |
-97,653 |
-49.4% |
605,853 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,042.0 |
7,003.0 |
6,832.0 |
|
R3 |
6,950.5 |
6,911.5 |
6,806.5 |
|
R2 |
6,859.0 |
6,859.0 |
6,798.5 |
|
R1 |
6,820.0 |
6,820.0 |
6,790.0 |
6,794.0 |
PP |
6,767.5 |
6,767.5 |
6,767.5 |
6,754.0 |
S1 |
6,728.5 |
6,728.5 |
6,773.0 |
6,702.0 |
S2 |
6,676.0 |
6,676.0 |
6,764.5 |
|
S3 |
6,584.5 |
6,637.0 |
6,756.5 |
|
S4 |
6,493.0 |
6,545.5 |
6,731.0 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,307.0 |
7,228.0 |
6,863.0 |
|
R3 |
7,109.5 |
7,030.5 |
6,809.0 |
|
R2 |
6,912.0 |
6,912.0 |
6,790.5 |
|
R1 |
6,833.0 |
6,833.0 |
6,772.5 |
6,872.5 |
PP |
6,714.5 |
6,714.5 |
6,714.5 |
6,734.0 |
S1 |
6,635.5 |
6,635.5 |
6,736.5 |
6,675.0 |
S2 |
6,517.0 |
6,517.0 |
6,718.5 |
|
S3 |
6,319.5 |
6,438.0 |
6,700.0 |
|
S4 |
6,122.0 |
6,240.5 |
6,646.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,808.0 |
6,691.0 |
117.0 |
1.7% |
76.0 |
1.1% |
77% |
False |
False |
242,009 |
10 |
6,808.0 |
6,536.5 |
271.5 |
4.0% |
89.5 |
1.3% |
90% |
False |
False |
178,144 |
20 |
6,808.0 |
6,432.0 |
376.0 |
5.5% |
100.5 |
1.5% |
93% |
False |
False |
151,370 |
40 |
6,808.0 |
6,300.0 |
508.0 |
7.5% |
100.0 |
1.5% |
95% |
False |
False |
126,110 |
60 |
6,910.0 |
6,300.0 |
610.0 |
9.0% |
102.5 |
1.5% |
79% |
False |
False |
114,970 |
80 |
6,910.0 |
6,216.5 |
693.5 |
10.2% |
95.0 |
1.4% |
81% |
False |
False |
103,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,195.0 |
2.618 |
7,045.5 |
1.618 |
6,954.0 |
1.000 |
6,897.5 |
0.618 |
6,862.5 |
HIGH |
6,806.0 |
0.618 |
6,771.0 |
0.500 |
6,760.0 |
0.382 |
6,749.5 |
LOW |
6,714.5 |
0.618 |
6,658.0 |
1.000 |
6,623.0 |
1.618 |
6,566.5 |
2.618 |
6,475.0 |
4.250 |
6,325.5 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
6,774.5 |
6,775.0 |
PP |
6,767.5 |
6,768.0 |
S1 |
6,760.0 |
6,761.0 |
|