| 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 |
3,957.25 |
3,962.00 |
4.75 |
0.1% |
3,843.00 |
| High |
3,973.50 |
3,978.50 |
5.00 |
0.1% |
3,949.00 |
| Low |
3,925.00 |
3,900.50 |
-24.50 |
-0.6% |
3,786.50 |
| Close |
3,963.50 |
3,906.00 |
-57.50 |
-1.5% |
3,932.75 |
| Range |
48.50 |
78.00 |
29.50 |
60.8% |
162.50 |
| ATR |
63.92 |
64.92 |
1.01 |
1.6% |
0.00 |
| Volume |
1,941,883 |
2,124,392 |
182,509 |
9.4% |
2,344,205 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,162.25 |
4,112.25 |
3,949.00 |
|
| R3 |
4,084.25 |
4,034.25 |
3,927.50 |
|
| R2 |
4,006.25 |
4,006.25 |
3,920.25 |
|
| R1 |
3,956.25 |
3,956.25 |
3,913.25 |
3,942.25 |
| PP |
3,928.25 |
3,928.25 |
3,928.25 |
3,921.50 |
| S1 |
3,878.25 |
3,878.25 |
3,898.75 |
3,864.25 |
| S2 |
3,850.25 |
3,850.25 |
3,891.75 |
|
| S3 |
3,772.25 |
3,800.25 |
3,884.50 |
|
| S4 |
3,694.25 |
3,722.25 |
3,863.00 |
|
|
| 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 |
3,978.50 |
3,900.50 |
78.00 |
2.0% |
48.00 |
1.2% |
7% |
True |
True |
1,922,080 |
| 10 |
3,978.50 |
3,718.50 |
260.00 |
6.7% |
64.25 |
1.6% |
72% |
True |
False |
1,040,683 |
| 20 |
3,978.50 |
3,710.50 |
268.00 |
6.9% |
72.25 |
1.9% |
73% |
True |
False |
529,396 |
| 40 |
3,978.50 |
3,647.50 |
331.00 |
8.5% |
64.50 |
1.6% |
78% |
True |
False |
266,501 |
| 60 |
3,978.50 |
3,586.50 |
392.00 |
10.0% |
60.75 |
1.6% |
82% |
True |
False |
178,255 |
| 80 |
3,978.50 |
3,525.25 |
453.25 |
11.6% |
55.25 |
1.4% |
84% |
True |
False |
133,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,310.00 |
|
2.618 |
4,182.75 |
|
1.618 |
4,104.75 |
|
1.000 |
4,056.50 |
|
0.618 |
4,026.75 |
|
HIGH |
3,978.50 |
|
0.618 |
3,948.75 |
|
0.500 |
3,939.50 |
|
0.382 |
3,930.25 |
|
LOW |
3,900.50 |
|
0.618 |
3,852.25 |
|
1.000 |
3,822.50 |
|
1.618 |
3,774.25 |
|
2.618 |
3,696.25 |
|
4.250 |
3,569.00 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,939.50 |
3,939.50 |
| PP |
3,928.25 |
3,928.25 |
| S1 |
3,917.25 |
3,917.25 |
|