| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,957.75 |
3,957.25 |
-0.50 |
0.0% |
3,843.00 |
| High |
3,970.75 |
3,973.50 |
2.75 |
0.1% |
3,949.00 |
| Low |
3,942.75 |
3,925.00 |
-17.75 |
-0.5% |
3,786.50 |
| Close |
3,952.50 |
3,963.50 |
11.00 |
0.3% |
3,932.75 |
| Range |
28.00 |
48.50 |
20.50 |
73.2% |
162.50 |
| ATR |
65.10 |
63.92 |
-1.19 |
-1.8% |
0.00 |
| Volume |
1,973,548 |
1,941,883 |
-31,665 |
-1.6% |
2,344,205 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,099.50 |
4,080.00 |
3,990.25 |
|
| R3 |
4,051.00 |
4,031.50 |
3,976.75 |
|
| R2 |
4,002.50 |
4,002.50 |
3,972.50 |
|
| R1 |
3,983.00 |
3,983.00 |
3,968.00 |
3,992.75 |
| PP |
3,954.00 |
3,954.00 |
3,954.00 |
3,959.00 |
| S1 |
3,934.50 |
3,934.50 |
3,959.00 |
3,944.25 |
| S2 |
3,905.50 |
3,905.50 |
3,954.50 |
|
| S3 |
3,857.00 |
3,886.00 |
3,950.25 |
|
| S4 |
3,808.50 |
3,837.50 |
3,936.75 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,377.00 |
4,317.25 |
4,022.00 |
|
| R3 |
4,214.50 |
4,154.75 |
3,977.50 |
|
| R2 |
4,052.00 |
4,052.00 |
3,962.50 |
|
| R1 |
3,992.25 |
3,992.25 |
3,947.75 |
4,022.00 |
| PP |
3,889.50 |
3,889.50 |
3,889.50 |
3,904.25 |
| S1 |
3,829.75 |
3,829.75 |
3,917.75 |
3,859.50 |
| S2 |
3,727.00 |
3,727.00 |
3,903.00 |
|
| S3 |
3,564.50 |
3,667.25 |
3,888.00 |
|
| S4 |
3,402.00 |
3,504.75 |
3,843.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,973.50 |
3,883.25 |
90.25 |
2.3% |
45.50 |
1.1% |
89% |
True |
False |
1,597,847 |
| 10 |
3,973.50 |
3,710.50 |
263.00 |
6.6% |
68.75 |
1.7% |
96% |
True |
False |
832,638 |
| 20 |
3,973.50 |
3,710.50 |
263.00 |
6.6% |
71.25 |
1.8% |
96% |
True |
False |
423,583 |
| 40 |
3,973.50 |
3,647.50 |
326.00 |
8.2% |
64.00 |
1.6% |
97% |
True |
False |
213,437 |
| 60 |
3,973.50 |
3,586.50 |
387.00 |
9.8% |
60.00 |
1.5% |
97% |
True |
False |
142,869 |
| 80 |
3,973.50 |
3,524.75 |
448.75 |
11.3% |
54.75 |
1.4% |
98% |
True |
False |
107,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,179.50 |
|
2.618 |
4,100.50 |
|
1.618 |
4,052.00 |
|
1.000 |
4,022.00 |
|
0.618 |
4,003.50 |
|
HIGH |
3,973.50 |
|
0.618 |
3,955.00 |
|
0.500 |
3,949.25 |
|
0.382 |
3,943.50 |
|
LOW |
3,925.00 |
|
0.618 |
3,895.00 |
|
1.000 |
3,876.50 |
|
1.618 |
3,846.50 |
|
2.618 |
3,798.00 |
|
4.250 |
3,719.00 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,958.75 |
3,956.75 |
| PP |
3,954.00 |
3,950.00 |
| S1 |
3,949.25 |
3,943.25 |
|