| 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 |
3,928.00 |
3,937.50 |
9.50 |
0.2% |
3,843.00 |
| High |
3,938.50 |
3,960.25 |
21.75 |
0.6% |
3,949.00 |
| Low |
3,900.75 |
3,913.00 |
12.25 |
0.3% |
3,786.50 |
| Close |
3,932.75 |
3,958.25 |
25.50 |
0.6% |
3,932.75 |
| Range |
37.75 |
47.25 |
9.50 |
25.2% |
162.50 |
| ATR |
69.55 |
67.96 |
-1.59 |
-2.3% |
0.00 |
| Volume |
1,596,215 |
1,974,366 |
378,151 |
23.7% |
2,344,205 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,085.50 |
4,069.25 |
3,984.25 |
|
| R3 |
4,038.25 |
4,022.00 |
3,971.25 |
|
| R2 |
3,991.00 |
3,991.00 |
3,967.00 |
|
| R1 |
3,974.75 |
3,974.75 |
3,962.50 |
3,983.00 |
| PP |
3,943.75 |
3,943.75 |
3,943.75 |
3,948.00 |
| S1 |
3,927.50 |
3,927.50 |
3,954.00 |
3,935.50 |
| S2 |
3,896.50 |
3,896.50 |
3,949.50 |
|
| S3 |
3,849.25 |
3,880.25 |
3,945.25 |
|
| S4 |
3,802.00 |
3,833.00 |
3,932.25 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,377.00 |
4,317.25 |
4,022.00 |
|
| R3 |
4,214.50 |
4,154.75 |
3,977.50 |
|
| R2 |
4,052.00 |
4,052.00 |
3,962.50 |
|
| R1 |
3,992.25 |
3,992.25 |
3,947.75 |
4,022.00 |
| PP |
3,889.50 |
3,889.50 |
3,889.50 |
3,904.25 |
| S1 |
3,829.75 |
3,829.75 |
3,917.75 |
3,859.50 |
| S2 |
3,727.00 |
3,727.00 |
3,903.00 |
|
| S3 |
3,564.50 |
3,667.25 |
3,888.00 |
|
| S4 |
3,402.00 |
3,504.75 |
3,843.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,960.25 |
3,816.50 |
143.75 |
3.6% |
57.00 |
1.4% |
99% |
True |
False |
854,380 |
| 10 |
3,960.25 |
3,710.50 |
249.75 |
6.3% |
73.75 |
1.9% |
99% |
True |
False |
446,477 |
| 20 |
3,960.25 |
3,710.50 |
249.75 |
6.3% |
71.00 |
1.8% |
99% |
True |
False |
228,236 |
| 40 |
3,960.25 |
3,647.50 |
312.75 |
7.9% |
65.00 |
1.6% |
99% |
True |
False |
115,684 |
| 60 |
3,960.25 |
3,586.50 |
373.75 |
9.4% |
59.75 |
1.5% |
99% |
True |
False |
77,633 |
| 80 |
3,960.25 |
3,524.75 |
435.50 |
11.0% |
55.25 |
1.4% |
100% |
True |
False |
58,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,161.00 |
|
2.618 |
4,084.00 |
|
1.618 |
4,036.75 |
|
1.000 |
4,007.50 |
|
0.618 |
3,989.50 |
|
HIGH |
3,960.25 |
|
0.618 |
3,942.25 |
|
0.500 |
3,936.50 |
|
0.382 |
3,931.00 |
|
LOW |
3,913.00 |
|
0.618 |
3,883.75 |
|
1.000 |
3,865.75 |
|
1.618 |
3,836.50 |
|
2.618 |
3,789.25 |
|
4.250 |
3,712.25 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,951.00 |
3,946.00 |
| PP |
3,943.75 |
3,934.00 |
| S1 |
3,936.50 |
3,921.75 |
|