| 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 |
13,048.75 |
12,933.50 |
-115.25 |
-0.9% |
12,704.50 |
| High |
13,086.75 |
13,089.25 |
2.50 |
0.0% |
13,110.50 |
| Low |
12,760.00 |
12,862.50 |
102.50 |
0.8% |
12,273.00 |
| Close |
12,924.25 |
13,069.25 |
145.00 |
1.1% |
12,924.25 |
| Range |
326.75 |
226.75 |
-100.00 |
-30.6% |
837.50 |
| ATR |
364.11 |
354.30 |
-9.81 |
-2.7% |
0.00 |
| Volume |
337,553 |
383,913 |
46,360 |
13.7% |
450,992 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,687.25 |
13,605.00 |
13,194.00 |
|
| R3 |
13,460.50 |
13,378.25 |
13,131.50 |
|
| R2 |
13,233.75 |
13,233.75 |
13,110.75 |
|
| R1 |
13,151.50 |
13,151.50 |
13,090.00 |
13,192.50 |
| PP |
13,007.00 |
13,007.00 |
13,007.00 |
13,027.50 |
| S1 |
12,924.75 |
12,924.75 |
13,048.50 |
12,966.00 |
| S2 |
12,780.25 |
12,780.25 |
13,027.75 |
|
| S3 |
12,553.50 |
12,698.00 |
13,007.00 |
|
| S4 |
12,326.75 |
12,471.25 |
12,944.50 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,281.75 |
14,940.50 |
13,385.00 |
|
| R3 |
14,444.25 |
14,103.00 |
13,154.50 |
|
| R2 |
13,606.75 |
13,606.75 |
13,077.75 |
|
| R1 |
13,265.50 |
13,265.50 |
13,001.00 |
13,436.00 |
| PP |
12,769.25 |
12,769.25 |
12,769.25 |
12,854.50 |
| S1 |
12,428.00 |
12,428.00 |
12,847.50 |
12,598.50 |
| S2 |
11,931.75 |
11,931.75 |
12,770.75 |
|
| S3 |
11,094.25 |
11,590.50 |
12,694.00 |
|
| S4 |
10,256.75 |
10,753.00 |
12,463.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,110.50 |
12,316.50 |
794.00 |
6.1% |
355.00 |
2.7% |
95% |
False |
False |
164,448 |
| 10 |
13,316.75 |
12,200.00 |
1,116.75 |
8.5% |
403.00 |
3.1% |
78% |
False |
False |
86,118 |
| 20 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
381.75 |
2.9% |
51% |
False |
False |
44,052 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
321.25 |
2.5% |
51% |
False |
False |
22,426 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
276.50 |
2.1% |
51% |
False |
False |
15,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,053.00 |
|
2.618 |
13,683.00 |
|
1.618 |
13,456.25 |
|
1.000 |
13,316.00 |
|
0.618 |
13,229.50 |
|
HIGH |
13,089.25 |
|
0.618 |
13,002.75 |
|
0.500 |
12,976.00 |
|
0.382 |
12,949.00 |
|
LOW |
12,862.50 |
|
0.618 |
12,722.25 |
|
1.000 |
12,635.75 |
|
1.618 |
12,495.50 |
|
2.618 |
12,268.75 |
|
4.250 |
11,898.75 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,038.00 |
13,017.25 |
| PP |
13,007.00 |
12,965.00 |
| S1 |
12,976.00 |
12,913.00 |
|