| 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 |
12,939.00 |
13,148.51 |
209.51 |
1.6% |
12,636.69 |
| High |
13,084.58 |
13,297.48 |
212.90 |
1.6% |
13,117.86 |
| Low |
12,885.64 |
13,091.78 |
206.14 |
1.6% |
12,287.57 |
| Close |
13,082.54 |
13,152.28 |
69.74 |
0.5% |
12,937.29 |
| Range |
198.94 |
205.70 |
6.76 |
3.4% |
830.29 |
| ATR |
315.07 |
307.92 |
-7.15 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,797.61 |
13,680.65 |
13,265.42 |
|
| R3 |
13,591.91 |
13,474.95 |
13,208.85 |
|
| R2 |
13,386.21 |
13,386.21 |
13,189.99 |
|
| R1 |
13,269.25 |
13,269.25 |
13,171.14 |
13,327.73 |
| PP |
13,180.51 |
13,180.51 |
13,180.51 |
13,209.76 |
| S1 |
13,063.55 |
13,063.55 |
13,133.42 |
13,122.03 |
| S2 |
12,974.81 |
12,974.81 |
13,114.57 |
|
| S3 |
12,769.11 |
12,857.85 |
13,095.71 |
|
| S4 |
12,563.41 |
12,652.15 |
13,039.15 |
|
|
| 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 |
13,297.48 |
12,726.85 |
570.63 |
4.3% |
204.09 |
1.6% |
75% |
True |
False |
|
| 10 |
13,297.48 |
12,208.39 |
1,089.09 |
8.3% |
308.07 |
2.3% |
87% |
True |
False |
|
| 20 |
13,713.14 |
12,208.39 |
1,504.75 |
11.4% |
298.88 |
2.3% |
63% |
False |
False |
|
| 40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.7% |
239.78 |
1.8% |
56% |
False |
False |
|
| 60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.7% |
212.21 |
1.6% |
56% |
False |
False |
|
| 80 |
13,879.77 |
11,817.53 |
2,062.24 |
15.7% |
196.73 |
1.5% |
65% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.2% |
201.84 |
1.5% |
75% |
False |
False |
|
| 120 |
13,879.77 |
10,728.41 |
3,151.36 |
24.0% |
203.43 |
1.5% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,171.71 |
|
2.618 |
13,836.00 |
|
1.618 |
13,630.30 |
|
1.000 |
13,503.18 |
|
0.618 |
13,424.60 |
|
HIGH |
13,297.48 |
|
0.618 |
13,218.90 |
|
0.500 |
13,194.63 |
|
0.382 |
13,170.36 |
|
LOW |
13,091.78 |
|
0.618 |
12,964.66 |
|
1.000 |
12,886.08 |
|
1.618 |
12,758.96 |
|
2.618 |
12,553.26 |
|
4.250 |
12,217.56 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,194.63 |
13,114.12 |
| PP |
13,180.51 |
13,075.96 |
| S1 |
13,166.40 |
13,037.81 |
|