| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,893.50 |
3,933.25 |
39.75 |
1.0% |
3,937.50 |
| High |
3,944.50 |
3,938.75 |
-5.75 |
-0.1% |
3,978.50 |
| Low |
3,885.00 |
3,890.50 |
5.50 |
0.1% |
3,875.00 |
| Close |
3,930.00 |
3,899.75 |
-30.25 |
-0.8% |
3,899.75 |
| Range |
59.50 |
48.25 |
-11.25 |
-18.9% |
103.50 |
| ATR |
63.45 |
62.36 |
-1.09 |
-1.7% |
0.00 |
| Volume |
1,325,987 |
1,877,976 |
551,989 |
41.6% |
10,061,808 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,054.50 |
4,025.25 |
3,926.25 |
|
| R3 |
4,006.25 |
3,977.00 |
3,913.00 |
|
| R2 |
3,958.00 |
3,958.00 |
3,908.50 |
|
| R1 |
3,928.75 |
3,928.75 |
3,904.25 |
3,919.25 |
| PP |
3,909.75 |
3,909.75 |
3,909.75 |
3,905.00 |
| S1 |
3,880.50 |
3,880.50 |
3,895.25 |
3,871.00 |
| S2 |
3,861.50 |
3,861.50 |
3,891.00 |
|
| S3 |
3,813.25 |
3,832.25 |
3,886.50 |
|
| S4 |
3,765.00 |
3,784.00 |
3,873.25 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,228.25 |
4,167.50 |
3,956.75 |
|
| R3 |
4,124.75 |
4,064.00 |
3,928.25 |
|
| R2 |
4,021.25 |
4,021.25 |
3,918.75 |
|
| R1 |
3,960.50 |
3,960.50 |
3,909.25 |
3,939.00 |
| PP |
3,917.75 |
3,917.75 |
3,917.75 |
3,907.00 |
| S1 |
3,857.00 |
3,857.00 |
3,890.25 |
3,835.50 |
| S2 |
3,814.25 |
3,814.25 |
3,880.75 |
|
| S3 |
3,710.75 |
3,753.50 |
3,871.25 |
|
| S4 |
3,607.25 |
3,650.00 |
3,842.75 |
|
|
| 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 |
3,875.00 |
103.50 |
2.7% |
56.50 |
1.5% |
24% |
False |
False |
1,863,571 |
| 10 |
3,978.50 |
3,847.00 |
131.50 |
3.4% |
52.00 |
1.3% |
40% |
False |
False |
1,550,045 |
| 20 |
3,978.50 |
3,710.50 |
268.00 |
6.9% |
71.00 |
1.8% |
71% |
False |
False |
790,508 |
| 40 |
3,978.50 |
3,647.50 |
331.00 |
8.5% |
65.25 |
1.7% |
76% |
False |
False |
397,639 |
| 60 |
3,978.50 |
3,642.75 |
335.75 |
8.6% |
59.75 |
1.5% |
77% |
False |
False |
265,738 |
| 80 |
3,978.50 |
3,573.75 |
404.75 |
10.4% |
55.50 |
1.4% |
81% |
False |
False |
199,418 |
| 100 |
3,978.50 |
3,208.00 |
770.50 |
19.8% |
58.25 |
1.5% |
90% |
False |
False |
159,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,143.75 |
|
2.618 |
4,065.00 |
|
1.618 |
4,016.75 |
|
1.000 |
3,987.00 |
|
0.618 |
3,968.50 |
|
HIGH |
3,938.75 |
|
0.618 |
3,920.25 |
|
0.500 |
3,914.50 |
|
0.382 |
3,909.00 |
|
LOW |
3,890.50 |
|
0.618 |
3,860.75 |
|
1.000 |
3,842.25 |
|
1.618 |
3,812.50 |
|
2.618 |
3,764.25 |
|
4.250 |
3,685.50 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,914.50 |
3,909.75 |
| PP |
3,909.75 |
3,906.50 |
| S1 |
3,904.75 |
3,903.00 |
|