| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
108.974 |
109.115 |
0.141 |
0.1% |
108.407 |
| High |
109.358 |
109.284 |
-0.074 |
-0.1% |
109.230 |
| Low |
108.915 |
108.772 |
-0.143 |
-0.1% |
108.295 |
| Close |
109.116 |
108.991 |
-0.125 |
-0.1% |
108.980 |
| Range |
0.443 |
0.512 |
0.069 |
15.6% |
0.935 |
| ATR |
0.597 |
0.591 |
-0.006 |
-1.0% |
0.000 |
| Volume |
128,856 |
132,584 |
3,728 |
2.9% |
573,580 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.552 |
110.283 |
109.273 |
|
| R3 |
110.040 |
109.771 |
109.132 |
|
| R2 |
109.528 |
109.528 |
109.085 |
|
| R1 |
109.259 |
109.259 |
109.038 |
109.138 |
| PP |
109.016 |
109.016 |
109.016 |
108.955 |
| S1 |
108.747 |
108.747 |
108.944 |
108.626 |
| S2 |
108.504 |
108.504 |
108.897 |
|
| S3 |
107.992 |
108.235 |
108.850 |
|
| S4 |
107.480 |
107.723 |
108.709 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.640 |
111.245 |
109.494 |
|
| R3 |
110.705 |
110.310 |
109.237 |
|
| R2 |
109.770 |
109.770 |
109.151 |
|
| R1 |
109.375 |
109.375 |
109.066 |
109.573 |
| PP |
108.835 |
108.835 |
108.835 |
108.934 |
| S1 |
108.440 |
108.440 |
108.894 |
108.638 |
| S2 |
107.900 |
107.900 |
108.809 |
|
| S3 |
106.965 |
107.505 |
108.723 |
|
| S4 |
106.030 |
106.570 |
108.466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.358 |
108.338 |
1.020 |
0.9% |
0.538 |
0.5% |
64% |
False |
False |
136,621 |
| 10 |
109.358 |
106.671 |
2.687 |
2.5% |
0.648 |
0.6% |
86% |
False |
False |
130,836 |
| 20 |
109.358 |
104.921 |
4.437 |
4.1% |
0.612 |
0.6% |
92% |
False |
False |
136,683 |
| 40 |
109.358 |
103.327 |
6.031 |
5.5% |
0.538 |
0.5% |
94% |
False |
False |
124,821 |
| 60 |
109.358 |
102.594 |
6.764 |
6.2% |
0.533 |
0.5% |
95% |
False |
False |
126,659 |
| 80 |
109.358 |
102.594 |
6.764 |
6.2% |
0.523 |
0.5% |
95% |
False |
False |
128,245 |
| 100 |
109.358 |
102.594 |
6.764 |
6.2% |
0.557 |
0.5% |
95% |
False |
False |
135,424 |
| 120 |
109.358 |
102.594 |
6.764 |
6.2% |
0.540 |
0.5% |
95% |
False |
False |
138,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.460 |
|
2.618 |
110.624 |
|
1.618 |
110.112 |
|
1.000 |
109.796 |
|
0.618 |
109.600 |
|
HIGH |
109.284 |
|
0.618 |
109.088 |
|
0.500 |
109.028 |
|
0.382 |
108.968 |
|
LOW |
108.772 |
|
0.618 |
108.456 |
|
1.000 |
108.260 |
|
1.618 |
107.944 |
|
2.618 |
107.432 |
|
4.250 |
106.596 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.028 |
108.964 |
| PP |
109.016 |
108.937 |
| S1 |
109.003 |
108.910 |
|