| 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 |
3,937.50 |
3,957.75 |
20.25 |
0.5% |
3,843.00 |
| High |
3,960.25 |
3,970.75 |
10.50 |
0.3% |
3,949.00 |
| Low |
3,913.00 |
3,942.75 |
29.75 |
0.8% |
3,786.50 |
| Close |
3,958.25 |
3,952.50 |
-5.75 |
-0.1% |
3,932.75 |
| Range |
47.25 |
28.00 |
-19.25 |
-40.7% |
162.50 |
| ATR |
67.96 |
65.10 |
-2.85 |
-4.2% |
0.00 |
| Volume |
1,974,366 |
1,973,548 |
-818 |
0.0% |
2,344,205 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,039.25 |
4,024.00 |
3,968.00 |
|
| R3 |
4,011.25 |
3,996.00 |
3,960.25 |
|
| R2 |
3,983.25 |
3,983.25 |
3,957.75 |
|
| R1 |
3,968.00 |
3,968.00 |
3,955.00 |
3,961.50 |
| PP |
3,955.25 |
3,955.25 |
3,955.25 |
3,952.25 |
| S1 |
3,940.00 |
3,940.00 |
3,950.00 |
3,933.50 |
| S2 |
3,927.25 |
3,927.25 |
3,947.25 |
|
| S3 |
3,899.25 |
3,912.00 |
3,944.75 |
|
| S4 |
3,871.25 |
3,884.00 |
3,937.00 |
|
|
| 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 |
3,970.75 |
3,847.00 |
123.75 |
3.1% |
47.50 |
1.2% |
85% |
True |
False |
1,236,520 |
| 10 |
3,970.75 |
3,710.50 |
260.25 |
6.6% |
72.25 |
1.8% |
93% |
True |
False |
641,324 |
| 20 |
3,970.75 |
3,710.50 |
260.25 |
6.6% |
70.50 |
1.8% |
93% |
True |
False |
326,571 |
| 40 |
3,970.75 |
3,647.50 |
323.25 |
8.2% |
64.25 |
1.6% |
94% |
True |
False |
164,975 |
| 60 |
3,970.75 |
3,586.50 |
384.25 |
9.7% |
59.75 |
1.5% |
95% |
True |
False |
110,513 |
| 80 |
3,970.75 |
3,524.75 |
446.00 |
11.3% |
55.00 |
1.4% |
96% |
True |
False |
82,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,089.75 |
|
2.618 |
4,044.00 |
|
1.618 |
4,016.00 |
|
1.000 |
3,998.75 |
|
0.618 |
3,988.00 |
|
HIGH |
3,970.75 |
|
0.618 |
3,960.00 |
|
0.500 |
3,956.75 |
|
0.382 |
3,953.50 |
|
LOW |
3,942.75 |
|
0.618 |
3,925.50 |
|
1.000 |
3,914.75 |
|
1.618 |
3,897.50 |
|
2.618 |
3,869.50 |
|
4.250 |
3,823.75 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,956.75 |
3,947.00 |
| PP |
3,955.25 |
3,941.25 |
| S1 |
3,954.00 |
3,935.75 |
|