| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,957.99 |
12,868.83 |
-89.16 |
-0.7% |
12,636.69 |
| High |
13,117.86 |
12,943.58 |
-174.28 |
-1.3% |
13,117.86 |
| Low |
12,920.01 |
12,778.13 |
-141.88 |
-1.1% |
12,287.57 |
| Close |
13,052.90 |
12,937.29 |
-115.61 |
-0.9% |
12,937.29 |
| Range |
197.85 |
165.45 |
-32.40 |
-16.4% |
830.29 |
| ATR |
327.79 |
324.01 |
-3.79 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,382.68 |
13,325.44 |
13,028.29 |
|
| R3 |
13,217.23 |
13,159.99 |
12,982.79 |
|
| R2 |
13,051.78 |
13,051.78 |
12,967.62 |
|
| R1 |
12,994.54 |
12,994.54 |
12,952.46 |
13,023.16 |
| PP |
12,886.33 |
12,886.33 |
12,886.33 |
12,900.65 |
| S1 |
12,829.09 |
12,829.09 |
12,922.12 |
12,857.71 |
| S2 |
12,720.88 |
12,720.88 |
12,906.96 |
|
| S3 |
12,555.43 |
12,663.64 |
12,891.79 |
|
| S4 |
12,389.98 |
12,498.19 |
12,846.29 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,271.78 |
14,934.82 |
13,393.95 |
|
| R3 |
14,441.49 |
14,104.53 |
13,165.62 |
|
| R2 |
13,611.20 |
13,611.20 |
13,089.51 |
|
| R1 |
13,274.24 |
13,274.24 |
13,013.40 |
13,442.72 |
| PP |
12,780.91 |
12,780.91 |
12,780.91 |
12,865.15 |
| S1 |
12,443.95 |
12,443.95 |
12,861.18 |
12,612.43 |
| S2 |
11,950.62 |
11,950.62 |
12,785.07 |
|
| S3 |
11,120.33 |
11,613.66 |
12,708.96 |
|
| S4 |
10,290.04 |
10,783.37 |
12,480.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,117.86 |
12,287.57 |
830.29 |
6.4% |
264.51 |
2.0% |
78% |
False |
False |
|
| 10 |
13,301.62 |
12,208.39 |
1,093.23 |
8.5% |
316.68 |
2.4% |
67% |
False |
False |
|
| 20 |
13,879.77 |
12,208.39 |
1,671.38 |
12.9% |
294.27 |
2.3% |
44% |
False |
False |
|
| 40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.9% |
238.02 |
1.8% |
44% |
False |
False |
|
| 60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.9% |
209.77 |
1.6% |
44% |
False |
False |
|
| 80 |
13,879.77 |
11,817.53 |
2,062.24 |
15.9% |
194.47 |
1.5% |
54% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.6% |
203.23 |
1.6% |
68% |
False |
False |
|
| 120 |
13,879.77 |
10,677.85 |
3,201.92 |
24.7% |
204.81 |
1.6% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,646.74 |
|
2.618 |
13,376.73 |
|
1.618 |
13,211.28 |
|
1.000 |
13,109.03 |
|
0.618 |
13,045.83 |
|
HIGH |
12,943.58 |
|
0.618 |
12,880.38 |
|
0.500 |
12,860.86 |
|
0.382 |
12,841.33 |
|
LOW |
12,778.13 |
|
0.618 |
12,675.88 |
|
1.000 |
12,612.68 |
|
1.618 |
12,510.43 |
|
2.618 |
12,344.98 |
|
4.250 |
12,074.97 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,911.81 |
12,932.31 |
| PP |
12,886.33 |
12,927.33 |
| S1 |
12,860.86 |
12,922.36 |
|