| 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 |
3,788.0 |
3,813.0 |
25.0 |
0.7% |
3,640.0 |
| High |
3,807.0 |
3,821.0 |
14.0 |
0.4% |
3,790.0 |
| Low |
3,777.0 |
3,771.0 |
-6.0 |
-0.2% |
3,619.0 |
| Close |
3,792.0 |
3,810.0 |
18.0 |
0.5% |
3,772.0 |
| Range |
30.0 |
50.0 |
20.0 |
66.7% |
171.0 |
| ATR |
49.8 |
49.8 |
0.0 |
0.0% |
0.0 |
| Volume |
907,928 |
930,630 |
22,702 |
2.5% |
870,674 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,950.7 |
3,930.3 |
3,837.5 |
|
| R3 |
3,900.7 |
3,880.3 |
3,823.8 |
|
| R2 |
3,850.7 |
3,850.7 |
3,819.2 |
|
| R1 |
3,830.3 |
3,830.3 |
3,814.6 |
3,815.5 |
| PP |
3,800.7 |
3,800.7 |
3,800.7 |
3,793.3 |
| S1 |
3,780.3 |
3,780.3 |
3,805.4 |
3,765.5 |
| S2 |
3,750.7 |
3,750.7 |
3,800.8 |
|
| S3 |
3,700.7 |
3,730.3 |
3,796.3 |
|
| S4 |
3,650.7 |
3,680.3 |
3,782.5 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,240.0 |
4,177.0 |
3,866.1 |
|
| R3 |
4,069.0 |
4,006.0 |
3,819.0 |
|
| R2 |
3,898.0 |
3,898.0 |
3,803.4 |
|
| R1 |
3,835.0 |
3,835.0 |
3,787.7 |
3,866.5 |
| PP |
3,727.0 |
3,727.0 |
3,727.0 |
3,742.8 |
| S1 |
3,664.0 |
3,664.0 |
3,756.3 |
3,695.5 |
| S2 |
3,556.0 |
3,556.0 |
3,740.7 |
|
| S3 |
3,385.0 |
3,493.0 |
3,725.0 |
|
| S4 |
3,214.0 |
3,322.0 |
3,678.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,821.0 |
3,756.0 |
65.0 |
1.7% |
35.4 |
0.9% |
83% |
True |
False |
968,491 |
| 10 |
3,821.0 |
3,587.0 |
234.0 |
6.1% |
46.4 |
1.2% |
95% |
True |
False |
529,346 |
| 20 |
3,821.0 |
3,559.0 |
262.0 |
6.9% |
51.2 |
1.3% |
96% |
True |
False |
272,444 |
| 40 |
3,821.0 |
3,360.0 |
461.0 |
12.1% |
51.4 |
1.3% |
98% |
True |
False |
140,462 |
| 60 |
3,821.0 |
3,335.0 |
486.0 |
12.8% |
45.7 |
1.2% |
98% |
True |
False |
94,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,033.5 |
|
2.618 |
3,951.9 |
|
1.618 |
3,901.9 |
|
1.000 |
3,871.0 |
|
0.618 |
3,851.9 |
|
HIGH |
3,821.0 |
|
0.618 |
3,801.9 |
|
0.500 |
3,796.0 |
|
0.382 |
3,790.1 |
|
LOW |
3,771.0 |
|
0.618 |
3,740.1 |
|
1.000 |
3,721.0 |
|
1.618 |
3,690.1 |
|
2.618 |
3,640.1 |
|
4.250 |
3,558.5 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,805.3 |
3,805.3 |
| PP |
3,800.7 |
3,800.7 |
| S1 |
3,796.0 |
3,796.0 |
|