| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
13,148.51 |
13,018.66 |
-129.85 |
-1.0% |
12,636.69 |
| High |
13,297.48 |
13,280.29 |
-17.19 |
-0.1% |
13,117.86 |
| Low |
13,091.78 |
12,950.08 |
-141.70 |
-1.1% |
12,287.57 |
| Close |
13,152.28 |
13,202.38 |
50.10 |
0.4% |
12,937.29 |
| Range |
205.70 |
330.21 |
124.51 |
60.5% |
830.29 |
| ATR |
307.92 |
309.51 |
1.59 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,134.88 |
13,998.84 |
13,384.00 |
|
| R3 |
13,804.67 |
13,668.63 |
13,293.19 |
|
| R2 |
13,474.46 |
13,474.46 |
13,262.92 |
|
| R1 |
13,338.42 |
13,338.42 |
13,232.65 |
13,406.44 |
| PP |
13,144.25 |
13,144.25 |
13,144.25 |
13,178.26 |
| S1 |
13,008.21 |
13,008.21 |
13,172.11 |
13,076.23 |
| S2 |
12,814.04 |
12,814.04 |
13,141.84 |
|
| S3 |
12,483.83 |
12,678.00 |
13,111.57 |
|
| S4 |
12,153.62 |
12,347.79 |
13,020.76 |
|
|
| 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 |
12,778.13 |
519.35 |
3.9% |
219.63 |
1.7% |
82% |
False |
False |
|
| 10 |
13,297.48 |
12,208.39 |
1,089.09 |
8.2% |
303.49 |
2.3% |
91% |
False |
False |
|
| 20 |
13,701.69 |
12,208.39 |
1,493.30 |
11.3% |
307.37 |
2.3% |
67% |
False |
False |
|
| 40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.7% |
244.27 |
1.9% |
59% |
False |
False |
|
| 60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.7% |
216.46 |
1.6% |
59% |
False |
False |
|
| 80 |
13,879.77 |
11,817.53 |
2,062.24 |
15.6% |
199.18 |
1.5% |
67% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.1% |
203.71 |
1.5% |
77% |
False |
False |
|
| 120 |
13,879.77 |
10,728.41 |
3,151.36 |
23.9% |
203.07 |
1.5% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,683.68 |
|
2.618 |
14,144.78 |
|
1.618 |
13,814.57 |
|
1.000 |
13,610.50 |
|
0.618 |
13,484.36 |
|
HIGH |
13,280.29 |
|
0.618 |
13,154.15 |
|
0.500 |
13,115.19 |
|
0.382 |
13,076.22 |
|
LOW |
12,950.08 |
|
0.618 |
12,746.01 |
|
1.000 |
12,619.87 |
|
1.618 |
12,415.80 |
|
2.618 |
12,085.59 |
|
4.250 |
11,546.69 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,173.32 |
13,165.44 |
| PP |
13,144.25 |
13,128.50 |
| S1 |
13,115.19 |
13,091.56 |
|