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 |
1,745.0 |
1,743.1 |
-1.9 |
-0.1% |
1,730.0 |
High |
1,746.0 |
1,746.0 |
0.0 |
0.0% |
1,758.0 |
Low |
1,730.7 |
1,727.2 |
-3.5 |
-0.2% |
1,722.1 |
Close |
1,742.4 |
1,729.5 |
-12.9 |
-0.7% |
1,745.8 |
Range |
15.3 |
18.8 |
3.5 |
22.9% |
35.9 |
ATR |
26.6 |
26.1 |
-0.6 |
-2.1% |
0.0 |
Volume |
2,562 |
3,551 |
989 |
38.6% |
7,781 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.6 |
1,778.9 |
1,739.8 |
|
R3 |
1,771.8 |
1,760.1 |
1,734.7 |
|
R2 |
1,753.0 |
1,753.0 |
1,732.9 |
|
R1 |
1,741.3 |
1,741.3 |
1,731.2 |
1,737.8 |
PP |
1,734.2 |
1,734.2 |
1,734.2 |
1,732.5 |
S1 |
1,722.5 |
1,722.5 |
1,727.8 |
1,719.0 |
S2 |
1,715.4 |
1,715.4 |
1,726.1 |
|
S3 |
1,696.6 |
1,703.7 |
1,724.3 |
|
S4 |
1,677.8 |
1,684.9 |
1,719.2 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,849.7 |
1,833.6 |
1,765.5 |
|
R3 |
1,813.8 |
1,797.7 |
1,755.7 |
|
R2 |
1,777.9 |
1,777.9 |
1,752.4 |
|
R1 |
1,761.8 |
1,761.8 |
1,749.1 |
1,769.9 |
PP |
1,742.0 |
1,742.0 |
1,742.0 |
1,746.0 |
S1 |
1,725.9 |
1,725.9 |
1,742.5 |
1,734.0 |
S2 |
1,706.1 |
1,706.1 |
1,739.2 |
|
S3 |
1,670.2 |
1,690.0 |
1,735.9 |
|
S4 |
1,634.3 |
1,654.1 |
1,726.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,758.0 |
1,722.1 |
35.9 |
2.1% |
23.0 |
1.3% |
21% |
False |
False |
2,390 |
10 |
1,758.0 |
1,701.6 |
56.4 |
3.3% |
21.0 |
1.2% |
49% |
False |
False |
2,647 |
20 |
1,814.8 |
1,678.4 |
136.4 |
7.9% |
28.2 |
1.6% |
37% |
False |
False |
3,100 |
40 |
1,882.0 |
1,678.4 |
203.6 |
11.8% |
26.6 |
1.5% |
25% |
False |
False |
2,340 |
60 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.3 |
1.6% |
17% |
False |
False |
2,074 |
80 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.1 |
1.6% |
17% |
False |
False |
1,828 |
100 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
26.1 |
1.5% |
17% |
False |
False |
1,541 |
120 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
23.6 |
1.4% |
17% |
False |
False |
1,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.9 |
2.618 |
1,795.2 |
1.618 |
1,776.4 |
1.000 |
1,764.8 |
0.618 |
1,757.6 |
HIGH |
1,746.0 |
0.618 |
1,738.8 |
0.500 |
1,736.6 |
0.382 |
1,734.4 |
LOW |
1,727.2 |
0.618 |
1,715.6 |
1.000 |
1,708.4 |
1.618 |
1,696.8 |
2.618 |
1,678.0 |
4.250 |
1,647.3 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,736.6 |
1,738.6 |
PP |
1,734.2 |
1,735.6 |
S1 |
1,731.9 |
1,732.5 |
|