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 |
6,725.0 |
6,792.5 |
67.5 |
1.0% |
6,700.0 |
High |
6,793.0 |
6,804.0 |
11.0 |
0.2% |
6,793.0 |
Low |
6,691.0 |
6,716.0 |
25.0 |
0.4% |
6,595.5 |
Close |
6,754.5 |
6,741.0 |
-13.5 |
-0.2% |
6,754.5 |
Range |
102.0 |
88.0 |
-14.0 |
-13.7% |
197.5 |
ATR |
107.3 |
105.9 |
-1.4 |
-1.3% |
0.0 |
Volume |
171,974 |
360,519 |
188,545 |
109.6% |
605,853 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,017.5 |
6,967.5 |
6,789.5 |
|
R3 |
6,929.5 |
6,879.5 |
6,765.0 |
|
R2 |
6,841.5 |
6,841.5 |
6,757.0 |
|
R1 |
6,791.5 |
6,791.5 |
6,749.0 |
6,772.5 |
PP |
6,753.5 |
6,753.5 |
6,753.5 |
6,744.0 |
S1 |
6,703.5 |
6,703.5 |
6,733.0 |
6,684.5 |
S2 |
6,665.5 |
6,665.5 |
6,725.0 |
|
S3 |
6,577.5 |
6,615.5 |
6,717.0 |
|
S4 |
6,489.5 |
6,527.5 |
6,692.5 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,307.0 |
7,228.0 |
6,863.0 |
|
R3 |
7,109.5 |
7,030.5 |
6,809.0 |
|
R2 |
6,912.0 |
6,912.0 |
6,790.5 |
|
R1 |
6,833.0 |
6,833.0 |
6,772.5 |
6,872.5 |
PP |
6,714.5 |
6,714.5 |
6,714.5 |
6,734.0 |
S1 |
6,635.5 |
6,635.5 |
6,736.5 |
6,675.0 |
S2 |
6,517.0 |
6,517.0 |
6,718.5 |
|
S3 |
6,319.5 |
6,438.0 |
6,700.0 |
|
S4 |
6,122.0 |
6,240.5 |
6,646.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,804.0 |
6,663.0 |
141.0 |
2.1% |
84.5 |
1.3% |
55% |
True |
False |
168,217 |
10 |
6,804.0 |
6,523.0 |
281.0 |
4.2% |
101.0 |
1.5% |
78% |
True |
False |
141,823 |
20 |
6,804.0 |
6,432.0 |
372.0 |
5.5% |
105.0 |
1.6% |
83% |
True |
False |
134,109 |
40 |
6,804.0 |
6,300.0 |
504.0 |
7.5% |
100.5 |
1.5% |
88% |
True |
False |
116,109 |
60 |
6,910.0 |
6,265.0 |
645.0 |
9.6% |
104.5 |
1.6% |
74% |
False |
False |
109,816 |
80 |
6,910.0 |
6,216.5 |
693.5 |
10.3% |
93.5 |
1.4% |
76% |
False |
False |
95,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,178.0 |
2.618 |
7,034.5 |
1.618 |
6,946.5 |
1.000 |
6,892.0 |
0.618 |
6,858.5 |
HIGH |
6,804.0 |
0.618 |
6,770.5 |
0.500 |
6,760.0 |
0.382 |
6,749.5 |
LOW |
6,716.0 |
0.618 |
6,661.5 |
1.000 |
6,628.0 |
1.618 |
6,573.5 |
2.618 |
6,485.5 |
4.250 |
6,342.0 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
6,760.0 |
6,747.5 |
PP |
6,753.5 |
6,745.5 |
S1 |
6,747.5 |
6,743.0 |
|