| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
32,494 |
32,834 |
340 |
1.0% |
31,562 |
| High |
32,822 |
32,967 |
145 |
0.4% |
32,822 |
| Low |
32,389 |
32,624 |
235 |
0.7% |
31,287 |
| Close |
32,772 |
32,957 |
185 |
0.6% |
32,772 |
| Range |
433 |
343 |
-90 |
-20.8% |
1,535 |
| ATR |
518 |
505 |
-12 |
-2.4% |
0 |
| Volume |
110,352 |
67,981 |
-42,371 |
-38.4% |
985,155 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,878 |
33,761 |
33,146 |
|
| R3 |
33,535 |
33,418 |
33,051 |
|
| R2 |
33,192 |
33,192 |
33,020 |
|
| R1 |
33,075 |
33,075 |
32,989 |
33,134 |
| PP |
32,849 |
32,849 |
32,849 |
32,879 |
| S1 |
32,732 |
32,732 |
32,926 |
32,791 |
| S2 |
32,506 |
32,506 |
32,894 |
|
| S3 |
32,163 |
32,389 |
32,863 |
|
| S4 |
31,820 |
32,046 |
32,768 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,899 |
36,370 |
33,616 |
|
| R3 |
35,364 |
34,835 |
33,194 |
|
| R2 |
33,829 |
33,829 |
33,054 |
|
| R1 |
33,300 |
33,300 |
32,913 |
33,565 |
| PP |
32,294 |
32,294 |
32,294 |
32,426 |
| S1 |
31,765 |
31,765 |
32,631 |
32,030 |
| S2 |
30,759 |
30,759 |
32,491 |
|
| S3 |
29,224 |
30,230 |
32,350 |
|
| S4 |
27,689 |
28,695 |
31,928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32,967 |
31,727 |
1,240 |
3.8% |
427 |
1.3% |
99% |
True |
False |
152,750 |
| 10 |
32,967 |
30,512 |
2,455 |
7.4% |
549 |
1.7% |
100% |
True |
False |
226,854 |
| 20 |
32,967 |
30,512 |
2,455 |
7.4% |
524 |
1.6% |
100% |
True |
False |
232,861 |
| 40 |
32,967 |
29,552 |
3,415 |
10.4% |
479 |
1.5% |
100% |
True |
False |
201,000 |
| 60 |
32,967 |
29,318 |
3,649 |
11.1% |
452 |
1.4% |
100% |
True |
False |
185,956 |
| 80 |
32,967 |
29,004 |
3,963 |
12.0% |
433 |
1.3% |
100% |
True |
False |
145,348 |
| 100 |
32,967 |
25,860 |
7,107 |
21.6% |
474 |
1.4% |
100% |
True |
False |
116,383 |
| 120 |
32,967 |
25,860 |
7,107 |
21.6% |
477 |
1.4% |
100% |
True |
False |
97,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,425 |
|
2.618 |
33,865 |
|
1.618 |
33,522 |
|
1.000 |
33,310 |
|
0.618 |
33,179 |
|
HIGH |
32,967 |
|
0.618 |
32,836 |
|
0.500 |
32,796 |
|
0.382 |
32,755 |
|
LOW |
32,624 |
|
0.618 |
32,412 |
|
1.000 |
32,281 |
|
1.618 |
32,069 |
|
2.618 |
31,726 |
|
4.250 |
31,166 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
32,903 |
32,842 |
| PP |
32,849 |
32,726 |
| S1 |
32,796 |
32,611 |
|